EFTA Document EFTA01458208

67:11" 771,,ifim,i..7--- ,i.ni,:-.1.,forroppor S• r., r t. laa" -"INNIIIIIMSAlke 01 Sep 2015 Page 2 Of 3 Deutedwo Bet AG SOUTHERN FINANCIAL, LLC trod. • DefeultSvesp Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date BuySell Not.Amt 1 Not.Ccyl Not.Amt 2 Not.Ccy2 Rate Spread MTM(USD) C7970754M SOUTHERN CREDIT BRASOV 13-Jan-2015 14-Jan-2015 20-Mat-2u SELL 10 003 000 00 USO FINANCIAL. LLC DERNATrVE- DEFSWAP 10 OCO 000 00 .is: I OCOO 330 Subtotal fr,21:: Oti; Y. IltitY • Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD) 11'1618753 SOUTHERN Lt1_6187538U CALL 18-Dec-2015 :4,166.0':07! USD l4.166,0(0) FNANCAL LLC NY.610176 SOUTFERN TWTR N CALL 27.Jan.2016 3,89662000 Lisp 100,000 FINANCAL. LLC 10000 389662 9827491 Subtotal: 8.48: le •OPeon Settlement Not.Ccy Not.Ccy DealGrouplD Counterparty Trade Type Trade Date Maturity Date Date Not.Amt 1 1 Not.Amt 2 2 Long/ Short Option Style Putt Call Strike Price MTM(USD) 497117498/ SOUTHERN F)EurcOpt 0244.2015 04-Jan-2016 OS.Jan-2016 50,00000000 EUR (52,003.000 DO) LSD 1037233558 FINANCIAL, LEO 497117496/ SOUTHERN FkuroOpi 02,14.2015 04-Jan-2016 0S-Jan-2016 50000,00000 EUR (59200000 00) LSD 1037233550 FINANCIAL. LLC 497126993/ SCUTHERN FxEurcCp1 0240.2015 04-Jan-2016 06-Jan-2016 25,000,030 03 EUR (26.250,110 00) LSD 1037255502 FINANCIAL, LLC 497126993/ SOUTHERN F)EuroOpt 02441.2015 04-Jan.2016 06Jan-2016 25.00000300 EUR (28.912.50000) LSD 1037255503 FINANCIAL. LLC SHORT EUROPEAN PUT 1.0400 LONG ELRCPEAN CALL 1.1640 SHORT ELRCPEAN PUT 1,0503 LONG ELRCPEAN CALL 1.1565 (281,010 12) 612,726 70 (172063.82) 363.0022E) Statement ID : Subtotal: 52265505 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 r CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0 118021 PROT1 PROT0