EFTA Document EFTA01458171

67:11" S• . N FINING 771,,ifimi..7----.1.,forrppor r a Se 24Aug 2015 Page 2 Of 3 Dwindle Bank AG SOUTHERN FINANCIAL, LLC tIedll • OahuItSwap 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 FINANCIAL. LLC DERNAT NE- DEFSWAP 13-Jan-2015 14-Jan-2015 20-Mat-2u SELL 10 003 000 00 LSO 10 OCO 000 00 is:, 10000 327 Subtotal f'3'; 3rti ir. IltitY • Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD) 11'1618753 NY.618176 SOUTHERN Lt1_6187538U F NANCLAL LLC SOUTFERN TWTR N FINANCAL.LLC CALL CALL 18-Dec-2015 27.Jan.2016 :4,1661.03 Xs: 3.89662000 USD (4.166,0(0) Lisp 100000 1 0000 389662 25 8700 556066 0.752 7521158 Subtotal: RC -Options DealGrouplD Counterparty Trade Type Trade Date Maturity Date Settlement Date Not.Ccy Not.Ccy Not.Amt 1 1 NotAmt 2 2 Long/ Short Open Style Putt Call Strike Price MTM(USD) 497117496/ 1037233558 497117498/ 1037233550 497126993/ 1037255502 497126993/ 1037255503 SOUTHERN F)EurcOpl 024.d-2015 FINANCIAL, LLC SOUTHERN FkuroOpl 02.41.2015 FINANCIAL. LLC SOUTHERN FzEurcCel 0241.2015 FINANCIAL. LLC SOUTHERN F)EuroOpt 0244-2015 FINANCIAL LLC 0I-Jan-2016 04-Jan-20I6 04-Jan-2016 04-Jan2016 06Jan-20l6 06-Jan-2016 06-Jan-2016 06J 2016 50,00000000 EUR 50,000,00000 EUR 25,0E0,030 03 EUR 25.00000000 EUR (52,003.000 DO) LSD (58.200060 00) USD (25.25010 00) USD (28.912.50000) LSD SHORT LONG SHORT LONG EUROPEAN ELRCPEAN [repeated 3 times] PUT CALL PUT CALL 1.0400 1.1640 1,05W 1.1565 ;201.1465B) 705,740 70 (124.75086) 418,92526 Statement ID: 182298 20150821 20150824 1 Subtotal: 798,769.12 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 117970 PROT1 PROT0