EFTA Document EFTA01459116

enT a a SOUTHERN FINANC r irr7177:5': 717.7. 16 Dec 2015 Page 2 Of 3 Doubts Bailin) Ore& • Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date BuySell Not.Amt 1 Not.Ccy1 Not.Arnt 2 Not.Ccy2 Rate Spread MTM(USD) SOUTHERN CDSwapSav BRASOV FINANCIAL. LLC I 3,lan.2015 14.1an-2015 20-Mar-2D20 SELL IC 000030 00 USD 10 COD 003 03 USD 10000 120 ll.St.56952. Subtotal (1 1ST 55952, Equity -Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USO) SOUTHERN TIMM N CALL 27..bn.2016 389662000 USD 100 000 389662 23 95(0 64 7472 0.028 2 75840 FINANICAL.LLC Subtotal: 2 758 40 FX• Option DealGrouplD Counterparty Trade Type Trade Date Maturity Date Settlement Not.Ccy NotCcy Date Not.Amt 1 1 Not.Amt 2 2 Longf Short Option Style Put/ Call Strike Price MTM(USD) SOUTHERN FaEuroOpl 02-JA-2015 FINANCLAL, LLC SOUTHERN FiiEuroOpt 024ul-2015 FINANCY1/41..LLC SOUTHERN FxEuroOpt 02-Jul-2015 FINANCIAL. LLC SOUTHERN F,EuroCpl 02•Jul-2015 FNANCIAL.LLC 04-Jan-2016 04-Jan-2018 04-Jan-2016 04-Jan-2016 06-Jan-2016 50.000.000 CO EUR l52.003000 XI) LSD OSJan-2018 50,001,000.00 EUR (58.200.000 00) LED 06-Jan-2016 25.000.0301:0 EUR (26.250.000.00? USD 06-Jan-2016 25.000.000.03 EUR (28.912.50100) LED SHORT LONG SHDRT LONG EUROPEAN ELROPEAN ELROPEAN EUROPEAN PUT CALL PUT CALL 1.0400 1.1640 1.0500 1.1565 l'id.:3! P311 226895 (l 505065) 2.288 15 Subtotal f.':i4 035 161 Equity -Swap Hybrid db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Not Amt 2 Not Ccy2 Strike Price MTM(USD) SOUTHERN TWTR N 01-Feb-2016 t 2.540CCO 00i USD 25 4000 145 T..' I TT FINANCIAL, LW Statement ID : 182298 20151215 20151216 1 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-0119355 SDNY_GM_00265539 EFTA01459116