EFTA Document EFTA01458081

e Janne C 1 Aix; 2:'5 Page 2 Of 3 Doubts Bonk AG SOUTHERN FINANCIAL, LLC Eireda • Debut Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft Date Maturity Date BuySell Not.Amt 1 Not.Ccy1 Not.Arnt 2 Not.Ccy2 Rate Spread MTM(USD) C7970754M SOUTHERN CREDIT BRASOV FINANCIAL. LLC DERNATrVE- DEFSWAP 13.Jan-2015 I4-Jan-2015 20-Mar2u SELL 10,000.00000 USD 10033003 DO USD I CCCC 315 Subtotal. Equity - Option db Ticket Counterparty Ref. Entity Put/ Call Einry Date Not.Amt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD) IN-618753 NY-618176 SOUTHERN LN_6187538u FNANCtAL LLC SOUTFERN FNANCIAL. LLC CALL CALL 18-De -2015 27iJan-2016 :4.166/.03'0:i 389662000 USD (4.166.0(0) jS D 100.000 10000 38'3662 2754U: k H t.; FX • Options Subtotal Z1'33 ::5 DealGroupID Counterparty Trade Type Trade Date Maturity Date Settlement Date Not.Ccy Not.Ccy Not.Amt 1 1 Not.Amt 2 2 Long/ Short Option Style Putt Call Strike Price MTM(USD) 412822243/ SOUTHERN FkuroOpt 12-Mg-2014 FINANCIAL, LLC SOUTHERN FiEuroOpt 02Ju1.2015 FINANCIAL LLC SOUTHERN F,EuruCpt 02-Jul-2015 FINANCIAL, LLC SOUTHERN FiEuroOpt 02-Jal-2015 FINANCIAL, LLC SOUTHERN FiEuroOpt 02-J0I.2015 FNANCIAL, lie 12-Aug-2015 04-Jan-2016 04-Jrn-2016 04-Jan-2016 04-Jari2016 14-Aug-2015 05-Jan-2016 06-Jat-2016 064ari-2016 06Jari2016 75,000,00000 USD 50000000.00 EUR 50000,000.00 EUR 25,000000.00 EUR 25.000.030 00 EUR (452903.000 03) Glial (52000,000.00) USD (58.243,000 00) USD (26.250.000 00) LSD (28.912.50000) LED SHORT SHORT LONG SHORT LONG EUROPEAN [repeated 5 times] PUT PUT CALL PUT CALL 6.1600 1.0400 1.1640 1.0500 1.1565 0.00 (510,64)3.46) 287.874.00 (310.93242) 174,738.93 834462395 497117498/ 1037233558 497117498/ 1037233528 497126993/ 1037255502 497126993/ 1037255503 Statement ID : 182298_20150806_20150807_1 Subadtal: (358.98789) The valuation information set forth in this statement is provided subject lo the learns and conditions set forth in the notes on the cover sheet CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0117858 PROT1 PROT0