EFTA01459148.pdf

67:11" . 77141.7i.?,.;.i. .7-- " -.1.,lotimosior .. 21 Dec 2015 S• . Page 2 Of 3 . , i a Ate : Deady, Bank AG 0SP -Default Swap Trade 10 Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date BuySell Not.Amt 1 Not.Ccy1 Not Amt 2 Not.Ccy2 Rate Spread PNITM(USD) 07970754M SOUTHERN CDSwapSov BRASOV ISJan.2015 1443n-2015 20.Man2020 SELL la 003 000 00 USD i. :(i:. 1O:1:(1 is:.' 1 CO:; 4';.I FINANCIAL. LLC Subtotal Equity -Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date NotAmt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD) NY-6I8176 SOUTI-EFtN TWTR N CALL 274an.2016 3.896.62000 USD 100.000 389662 22.9900 67 1728 0.013 1 29887 FINANCX LLC Subbtat FX - Options Settlement Not.Ccy Not.Ccy DealGroupID Counterparty Trade Type Trade Date Maturity Date Date NotAmt 1 1 Not.Amt 2 2 Long) Short Option Style Put/ Call Strike Price MTM(USD) 4971174981 SCUTI£PN ExEuroOpl 02-JA-2015 04-Jan-2016 05Jan.2016 50,003,000.03 EUR (52.003000 DO) LSD SHORT EUROPEAN PUT 1.0400 0.40849) 1037233558 FINANCIAL, LLC 497117498/ SCUTHERN FiEuroOpt 02-Jul-2015 04-Jan-2016 06Jan-2016 50,003,000.03 EUR (58280.000 OD) USD LONG ELROPEAN CALL 1.1640 14.06 1037233559 FINANCLAL, LLC 497126993/ SOUTHERN FxEuroOpt 02-id-2015 04-Jan-2016 05Jan-2016 25.000.030.00 EUR (26.2%000.00) LSD SHORT ELROPEAN PUT 1.0500 (682697) 1037255502 FINANCIAl..LLC 4971261)93/ SOUTHERN FiEuroOpt 024j1.2015 04-Jan-2016 06-Jan-2016 25.009000.03 EUR (28.912.500 03) USD LONG EUROPEAN CALL 1.1665 41.05 1037255%13 FINANCIAL, LLC Subtotal (11 183 351 Equity -Swap Hybrid db Ticket Counterparty Ref. Entity Put/ Call Eipiry Date Not.Amt NotCcy NotAmt 2 Not.Ccy2 Strike Price MTM(USD) 612676 SOUTHERN TWTR N 01.Feb-2016 t2,1,40,CCO 00I USD 25.4000 24226206 FINAtC1AL.LLC Statement ID: 182298_20151218_20151221_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 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0119407 CONFIDENTIAL SDNY_GM_00265591 EFTA01459148