EFTA01458314.pdf

67:11" S• . • 77147:Mi7---,-- rppior Page ils„,2015 2 Of 3 . , r a Se Deutedwo Bet AG SOUTHERN FINANCIAL, LLC tolide • DeholtSvesp Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date BuySell NotAmt 1 Not.Ccy1 Not.Amt 2 Not.Ccy2 Rate Spread MTM(USD) C7970754M SOUTHERN CREDIT BRASOV 13-Jan-2015 14...bn2015 20-Mat-2u SELL 10 003 000 00 LSO 10 OCO COO 00 is:, 10000 373 J:---•:,'. 3: :, FINANCIAL. LLC DERNAT NE- DEFSWAP Subtotal igitY • Option db Ticket Counterparty Ref. Entity PuU Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD) 1.14618753 SOUTHERN 1.11_618753BU CALL 18-Dec-2015 :4,1061.0?: 3:P USD 0.166,000) 10000 FNANCLAL LLC NY.610176 SOUTFERN TWTR N CALL 27.Jan.2016 389662000 Lisp 100000 389662 27 7100 54 7244 0.893 8931834 FINANCAL.LLC Subtotal: RC-001one Settlement Not.Ccy Not.Ccy DealGroup1D Counterparty Trade Type Trade Date Maturity Date Date NotAmt 1 1 NotArnt 2 2 Long/ Short Option Style Putt Call Strike Price MTM(USD) 497117498/ SOUTHERN F)EurcOpt 024,14015 04-Jan-2016 OSJan-2016 50,00000000 EUR (5.20[0.0(0 DO) LSD SHORT EUROPEAN PUT 1.0400 (252 763 96) 1037233558 FINANCIAL, LLC 497117498/ SOUTHERN PEuroOpt 02.41.2015 04-Jan-2016 OS-Jan-2016 50,000,00000 EUR (58.200060 00) USD LONG ELRCPEAN CALL 1.1640 575/69.13 1037233550 FINANCIAL. LLC 497I26993/ SOUTHERN FxEun:Cpt 02.Jul.2015 04-Jan-2016 06-Jan-2016 25,0030300D EUR (26.250110 00) LSO SHORT ELRCPEAN PUT 1,0500 (156.390.09) 1037255502 FINANCIAL LLC 497126993/ SOUTHERN F)EuroOpt 0244.2015 04-Jan2016 06Ja,-2016 25.00000000 EUR (28.912.500 00) LSD LONG ELRCPEAN CALL 1.1565 342,816.87 1037255503 FNANCIAL. LLC Subtotal: 539,441.95 Statement ID: 182298 20150910 20150911 1 The valuation information set forth in this statement is provided subject to the terms and conditions set forth In the notes on the cover sheet r=. CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0 118180 CONFIDENTIAL SDNY_GM_00264364 EFTA01458314