EFTA Document EFTA01459160

CM" ... S• . N FINING . 1. 77,,ifila.:,i7—r--.1.,lotimpripr i a Atkin 22 Dec 2015 Page 2 of 3 Deere Berk AG Credit • Dault 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 PATM(USD) 07970754M SOUTHERN CDSwapSov BRASOV FINANCIAL LLC IliJan-2015 14,bn-2015 20-Mai-2020 SELL la 000 000 00 USD I :(5 10:1:(1 is:.' 1 CO:; 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.618176 SOUTHERN TIMM N FINANCIAL LLC CALL 27..tan.2016 3896.62000 use 100 003 38 5662 22140"3 69.923 0009 874 25 Subtotal: :7171 7)5 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 PATM(USD) 4971174981 SOUTI£PN FkuroOpt 02-JA-2015 1037233558 FINANCIAL, LLC 4971174981 SCUTHERN FiEuroOpt 02412015 1037233559 FINANCIAL, LLC 497126993/ SOUTHERN FxEuroOpt 02-M-2015 1037255502 FNANCIAl.. LLC 497126993/ SOUTHERN FkuroOpt 02.041.2015 1067255%13 FNANCIAI., LLC 04-Jan-2016 04-Jen-2016 01-Jan-2016 04-Jan-2016 06J -2016 50,003.000.00 EUR (52.003000 DO) LSD 06Jan-2016 50,020,000.00 EUR (58.260.000 00) USD 064an.2016 25,000.030.03 EUR (25258,000.00) LSD 06-Jan-2016 25.00900003 EUR (28.912.5C0 03) USD SHORT LONG SHDR7 LONG EUROPEAN ELROPEAN ELROPEAN EUROPEAN PUT CALL PUT CALL 1.0400 1.1840 1.0500 1.1565 4 IL (1,14899: 27 68 Subtotal 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) 612676 SOUTHERN TWTR N 01.Feb-2016 t254O000 00i USD FINANCIAL. LLC Statement ID: 182298_20151221_20151222_1 25.4000 327,33218 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-0119425 SDNY_GM_00265609 EFTA01459160