EFTA Document EFTA01458192

67:11" S • 77147:Mi. .7--- -.1.,forrppo 1 a Se 28Aug 2015 Page 2 Of 3 Deutedwo Bet AG SOUTHERN FINANCIAL, LLC tnide • DefeultSvesp Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date BuySell NotAmt 1 Not.Ccyl Not.Amt 2 Not.Ccy2 Rate Spread MTM(USD) C7970754M SOUTHERN CREDIT BRASOV 13-Jan-2015 14-Jan-2015 20-Mai-2u SELL 10 003 000 00 USO FINANCIAL. LLC DERNAT rVE- DEFSWAP 10 OCO 000 00 is:, 10000 305 (8: 8,8 A'li Subtotal i5f?&:',I:F.", 101Y • °Peon db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD) 11'1.618753 SOUTHERN Lt1_6187538U CALL 18-Dec-2015 :4,166.0:03: USD (4.166,0(0) Fit/WWI. LLC Ny.618176 SOUTI-ERN TWTR N CALL 27.Jan.2016 3.896,62000 Lisp 100.000 FINANORL.LLC 10000 389662 (71 801 fli 15424842 Subtotal: 82 LI, ..)•:::, FX • °Phone Settlement Not.Ccy Not.Ccy DealGrouplD Counterparty Trade Type Trade Date Maturity Date Date Not Mit 1 I NotAmt 2 2 Long/ Short °peon Style Putt Call Strike Price MTM(USD) 497117498/ SOUTHERN F)EurcOpl 0244.2015 04-Jan-2016 OS.Jan-2016 50,000030 CO EUR (52003.000 DO) LSD 1037233558 FINANCIAL, LLC 497117496/ SOUTHERN FkuroOpI 02.41.2015 04-Jan-2016 0S-Jan-2016 50,000,00000 EUR (58200,C(0.00) USD 1037233550 FINANCIAL. LLC 497126993/ SOUTHERN FxEurcCp1 02-Jul-2015 04-Jan-2016 06-Jan-2016 25,000,030 03 EUR (25.25010 00) LSO 1037255502 FINANCIAL. LLC 497126993/ SOUTHERN F)EuroOpl 02-Jul-2015 04-Jan.2016 06-Jan-2016 25.00000000 EUR (28.912.50000) LSD 1037255503 FINANCIAL LLC SHORT EUROPEAN PUT 1.0400 LONG ELRCPEAN CALL 1.1640 SHORT ELRCPEAN PUT 10500 LONG ELRCPEAN CALL 1.1565 (289:14266) 615,6V 98 (176.8051%) 364,443E6 Statement ID : 182298 29150827 20150828 1 Subtotal: 514,118.32 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 118000 PROT1 PROT0