EFTA Document EFTA01458138

67:11" S• 77147:Mi..7---,-.1.,forwrior 1 a Se 17Aug 2015 Page 2 Of 3 Deutedwo Bet AG SOUTHERN FINANCIAL, LLC tied' • Debut 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(US0) C7970754M SOUTHERN CREDIT BRASOV 13-Jan-2015 14-Jan-2015 20-Mat-2u SELL 10 003 000 00 LSO FINANCIAL. LLC DERNATrVE- DEFSWAP 10 OCO 000 00 '.15:3 10000 290 (7849,314i Subtotal 19411Y -CIPOOn db Ticket Counterparty Ref. Entity PuU Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD) 1.14818753 SOUTHERN 1.11_6187538U CALL 18-Dec-2015 (4,1661.0?:3121 USD i4.166,O(k) FNANCLAL LLC tiY.618176 SOUTI-ERN TWTR N CALL 27.Jan.2016 389662000 Lisp 100.000 FINANICAL.LLC 10000 389662 290600 486593 1.102 110181 39 Subtotal: 40 .L42 L4 FA- Options Settlement Not.Ccy Not.Ccy DealGrouplD Counterparty Trade Type Trade Date Maturity Date Date Not.Amt 1 I Not.Amt 2 2 Long/ Short Option Style Putt Call Strike Price MTM(USD) 497117496i SOUTHERN F)EurcOpl 0244-2015 04-Jan-2016 06-Jan-2016 50,00000000 EUR (52.1X0.003 03) USD 1037233558 FINANCIAL, LLC 497117498/ SOUTHERN FkuroOpt 02.41.2015 04-Jan-2016 08Jan-2016 50.000.000 CO EUR (58.200060 00) LSD 1037233550 FNANC1AL. U.0 497126993/ SOUTHERN FxEurcCp1 02.Jul.2015 04-Jan-2016 06-Jan-2016 25,000,000.00 EUR (25.250000 00) LSD 1037255502 FNANCIAL LLC 4971269931 SOUTHERN F)EuroOpl 0244.2015 04-Jan-2016 06-Jan-2016 25.00000000 EUR (28.912.50003) LSD 1037255503 FINANCIAL LLC SHORT EUROPEAN PUT 1.0400 LONG ELRCPEAN CALL 1.1640 SHORT ELRCPEAN PUT 10503 LONG ELRCPEAN CALL 1.1565 12::6 593 24) 421.35613 1183.863M 255.609.83 Statement ID : 182298 29150814_20150817 1 Subtotal: 196.523.83 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 Itar=i CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0117931 PROT1 PROT0