EFTA Document EFTA01459104

17:11" S• . N FINING 1. 77,,ifila.:., i..7 - r--.1.,lotimpripr 1 a 4line 14 Dec 2015 Page 2 of 3 Deere Bank AG Credit • Dank Swap 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) 07970754M SOUTHERN CDSwapSov BRASOV FINANCIAL LLC 13.Jan.2015 1443n-2015 20-Mai-2020 SELL 10 000 000 00 USD 'C. :i:C:=..._1 is::: i cox !in Subtotal Equity -Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date NotAmt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD) NY.6I8176 SOUTHERN TIMM N FiNANCLAL LLC CALL 27..tan.2016 3896.62000 usn 100 003 38 5662 24 840 63 7589 0051 5 13652 Subtotal: 3 li;:t)(,2 FX • Options DealGrouND Counterparty Trade Type Trade Date Maturity Date Settlement Not.Ccy Not.Ccy Date NotAmt 1 1 Not.Amt 2 2 Long) Short Option Style Pull Call Strike Price MTM(USD) 497117496, SOUTHERN FkuroOpt 02-Jd-2015 1067233558 FINANCIAL, LLC 49711749W SCUTHERN FiEuroOpt 02412015 1037233559 FINANCIAL, LLC 4971269937 SOUTHERN FxEuroOpt 02-M-2015 1037255502 FNANCIAl.. LLC 497126993/ SOUTHERN F,Euroopt 0241-2015 1067255503 FNANCIAI., LLC 04-Jan-2016 04-Jen-2016 01-Jan-2016 04-Jan-2016 OSJan.2016 50,000,000.00 EUR (52.003.06000) LSD Oklan-2016 50,0:0,030.00 EUR (58260.000 OD) USD 06Jan•2016 25,000.000.00 EUR (26.250600.00) LSD 0E.Wo-2016 25.009000.03 EUR (28.912.50:00) USD SHORT LONG SHDR7 LONG EUROPEAN ELROPEAN ELR0PEAN EUROPEAN PUT CALL PUT CALL 1.0400 1.1640 1.0500 1.1565 "..? P:i: I. 6,40736 (12,863. 6.052 20 Subtotal Equity -Swap Hybrid db Ticket Counterparty Ref. Entity Put/ Call E >miry Date Not.Amt Not.Ccy Not. Amt 2 Not.Ccy2 Strike Price MTM(USD) 612676 SOUTHERN TWTR N 01.Feb-2016 t2640CCO 00i USD FIRAfCIAL.LLC Statement ID: 182298_2015121 1_20151214_1 25.4000 56,771.26 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-0119336 PROT1 PROT0