EFTA Document EFTA01458133

67:11" S• . N FINING 771,,ifimi..7---,-.1.,formwmir 1 a Se 14Aug 2015 Page 2 Of 3 Deutedwo Bet AG SOUTHERN FINANCIAL, LLC tied' • Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft Date Maturity Date BuySell Not.Amt 1 Not.Ccy1 Not.Amt 2 Not.Ccy2 Rate Spread MTM(USD) C7970754M SOUTHERN CREDIT BRASOV FINANCIAL. LLC DERNATrVE- DEFSWAP I3-Jan-2015 14-Jan-2015 20-Mat-2Un1 SELL 10 003 000 00 LSO 10 OCO 000 00 '.15:3 10000 VD i Subtotal. I** • Option db Ticket Counterparty Ref. Entity PuU Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD) 11'1618753 NY.618176 SOUTHERN LI1_6187538U Ft4ANCLAL LLC SOUTI-ERN TWTR N FINANCLAL.LLC CALL CALL 18-Dec-2015 27-Jan-2016 :4,1661.03 :(0 USD 14.166,00a) 389662000 USD 100= 1 0000 389662 28 5403 491898 1.028 10274688 Subtotal: 28 ,74 3.., FX• Options DealGrouplD Counterparty Trade Type Trade Date Maturity Date Settlement Date Not.Ccy Not.Ccy Not.Amt 1 I Not.Amt 2 2 Long/ Short Option Style Putt Call Strike Price MTM(USD) 497117496/ 1037233558 497117496/ 1037233559 497126993/ 1037255502 497126993/ 1037255503 SOUTHERN F)EurcOpl 02,6I-2015 FINANCIAL, LLC SOUTHERN FkuroOpt 02.41.2015 FNANC1AL. U.0 SOUTHERN F1£urcCpt 02-Jul-2015 FINANCIAL LLC SOUTHERN F)EuroOpl 02-Jul-2015 FP1ANCIAL. LLC 04-Jan-2016 [repeated 4 times] 06-Jan-2016 OS-Jan-2016 06-Jan-2016 06Jan-2016 50,00000000 EUR (521-ATM 03) USD 50000,00000 EUR (58200,000.0:11 LSD 25,000,030 03 EUR (25.25x0,00000) LSD 25.00000000 EUR (28.912.50003) LSD SHORT LONG SHORT LONG EUROPEAN ELFICPEAN ELRCPEAN ELRCPEAN PUT CALL PUT CALL 1.0400 1.1640 10503 1.1565 1319 737 59) 487,6fl 73 (196.851 11) 292040.25 Statement ID : 182298 29150813 20150814 1 Subtotal: 263.07431 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) CONFIDENTIAL DB-SDNY-0 117924 PROT1 PROT0