EFTA Document EFTA01458197

67:11" S• . N FINING 77147:Mi7--- -.1.,forwrior 1 a Se 31 Aug 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.Ccyl Not.Amt 2 Not.Ccy2 Rate Spread MTM(USD) C7970754M SOUTHERN CREDIT BRASOV FINANCIAL. LLC DERNATrVE- DEFSWAP 13-Jan-2015 II -Jan-2015 20-Mat-20N SELL 10 003 000 00 LSO 10 OCO 000 00 '.15:3 10000 319 Subtotal rIte:. 37f;•:' 1948Y • Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility Fair Price NI TM (USD) LN618753 NY.618176 SOUTHERN Ul_6187538U FNANCLAL LLC SOUTI-ERN TWTR N FINANCAL.LLC CALL CALL 18-Dec-2015 27.Jan-2016 (4,1661.0?::0) USD l4.166,0(k) 3,89662000 Lisp 100= 10000 389662 26 8303 54 1555 0.801 80103 66 Subtotal: FA. 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) 497117498/ 1037233558 497117498/ 1037233550 497126993/ 1037255502 497126993/ 1037255503 SOUTHERN F)EurcOpl 0244-2015 FINANCIAL, LLC SOUTHERN FkuroOpi 02.41.2015 FNANC1AL. U.0 SOUTHERN FxEurcCp1 0240-2015 FNANCIAL LLC SOUTHERN F)EuroOpl 024.1.2015 FINANCIAL LLC 04-Jan-2016 [repeated 4 times] 06-Jan-2016 OSJan-2016 06-Jan-2016 06-Jan-2016 50,00000000 EUR (521A-0.(33 03) USD 50000,00000 EUR (58.200060 I)) LSD 25,00000003 EUR (25210,00000) LSD 25.00000000 EUR (28.912.50003) LSD SHORT LONG SHORT LONG EUROPEAN ELFICPEAN ELRCPEAN ELRCPEAN PUT CALL PUT CALL 1.0402 1.1640 10503 1.1565 [277 :14339) 610,043.75 (17023902) 361,798.43 Statement ID : Subtotal: 523309R The valuation information set forth in this statement is provided subject to the loons and conditions set forth in the notes on the cover sheet CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0 118006 PROT1 PROT0