EFTA Document EFTA01459213

ryl" S• . N FINING 1. 771,,ifim,i7---,---.1.,forroppor r a Atkin 03 Jan 2016 Page 2 of 3 [WW1, Bank AG ()red, • Debut 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 NITM(USD) 07970754M SOUTHERN CDSwapSov BRASOV FINANCIAL LLC 13Jan-2015 14,bn-2015 20-Mai-2020 SELL 10 000 000 00 USD I :(0. 1O: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) NY8I8176 SOUTHERN TIMM ti FINANCAL.LLC CALL 27-Jan-2016 389662000 usn 100 003 38 5662 23140D 725123 0.035 48261 Subtotal: 482 61 DealGroup10 Counterparty Trade Type Trade Date Maturity Date Settlement NotCcy NotCcy Date NotAmt 1 1 Not.Amt 2 2 Long/ Short Option Style Putt Call Strike Price MTM(USD) 497117498? 1037233558 497117498/ 1037233559 497126993/ 1037255502 4971261)93/ 1037255503 SOUTHERN FkuroOpl 02-JJI-2015 FINANCIAL, LLC SCUTHERN FiEuroOpt 02,4.2015 FINANCRL, LLC SOUTHERN FxEuroOpt 02-M-2015 FINANCIAL. LLC SOUTHER( F,Euroopt 02-Jul-2015 FINANCIAL, LW 04-Jan-2016 [repeated 4 times] 06-Jan-2016 50,000,000.00 EUR (52.00300000) LSD 05Jan-2016 5003:1030.00 EUR (58200.000 00) USD 05Jan•2016 25.000.030.60 EUR (26.250000.00) USD 06-J a1-2016 25.000000.03 EUR (28.912.5C0 00) USD SHORT LONG SHORT LONG EUROPEAN ELROPEAN ELROPEAN EUROPEAN PUT CALL PUT CALL 1.0400 1.1840 1.0500 1.1565 0.00 0.00 (0.05) 0.00 Subtotal: (0 (6) NotAmt 2 Not.Ccy2 Slit. Price MTM(USD) db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy 612676 SOUTHERN TWTR N 01-Feb-2016 t2,a3C,C0 00i USD FINANCIAL. LLC Statement ID: 182298_20151231_20160104_1 22.5300 228,257.07 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-0119505 PROT1 PROT0