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sd-10-EFTA01458220Dept. of JusticeOther

EFTA Document EFTA01458220

67:17" ... 771,,ifim ,i..7--- ,i.n,:-.1.,forroppior S• . 1 . ., r t. .' III 02Si:92015 Page 2 Of 3 Deutedwo Bank AG SOUTHERN FINANCIAL, LLC Credit • OafautSwap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft. Date Maturity Date BuySell Not.Amt 1 Not.Ccy1 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 LSO FINANCIAL. LLC DERNATrVE- DEFSWAP 10 OCO 000 00 is:.: 1 0000

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Dept. of Justice
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sd-10-EFTA01458220
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67:17" ... 771,,ifim ,i..7--- ,i.n,:-.1.,forroppior S• . 1 . ., r t. .' III 02Si:92015 Page 2 Of 3 Deutedwo Bank AG SOUTHERN FINANCIAL, LLC Credit • OafautSwap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft. Date Maturity Date BuySell Not.Amt 1 Not.Ccy1 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 LSO FINANCIAL. LLC DERNATrVE- DEFSWAP 10 OCO 000 00 is:.: 1 0000

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EFTA Disclosure
Text extracted via OCR from the original document. May contain errors from the scanning process.
67:17" 771,,ifim ,i..7--- ,i.n,:-.1.,forroppior S• 1 r t. III 02Si:92015 Page 2 Of 3 Deutedwo Bank AG SOUTHERN FINANCIAL, LLC Credit • OafautSwap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft. Date Maturity Date BuySell Not.Amt 1 Not.Ccy1 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 LSO FINANCIAL. LLC DERNATrVE- DEFSWAP 10 OCO 000 00 is:.: 1 0000 351 Subtotal igitY • °Peon 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 :4,1661.0) 3:5) USD (4.166,00.0) FNANCLAL LLC NY.610176 SOUTFERN TWTR N CALL 27.Jan.2016 3,89662000 Lisp 100,000 FINANICAL.LLC 10000 389662 27 0300 57 0328 0.950 9494700 Subtotal: FA- Options 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) 4971174967 SOUTHERN F)EurcOpl 0244-2015 04-Jan-2016 06-Jan-2016 50,00000000 EUR (52.003.033 03) LSD 1037233558 FINANCIAL, LLC 497117498/ SOUTHERN FkuroOpl 02.41.2015 04-Jan-2016 OS-Jan-2016 50.000.000 CO EUR (58200060.0:11 LSD 1037233550 FINANCIAL. LLC 497126993/ SOUTHERN FxEurcCp1 0244.2015 04-Jan-2016 06-Jan-2016 25,00000003 EUR (25.250000 00) USD 1037255502 FINANCIAL LLC 4971269931 SOUTHERN F)EuroOpl 0244.2015 04-Jan-2016 06J 2016 25.00000000 EUR (28.912.50003) LSD 1037255503 FINANCIAL LLC SHORT EUROPEAN PUT 1.0400 LONG ELRCPEAN CALL 1.1640 SHORT ELRCPEAN PUT 1.0503 LONG ELRCPEAN CALL 1.1565 ,261.3333368) 683.73962 (10308496j 402,904.81 Statement ID : 182298 20150901 20150902 1 Subtotal: e65.226.37 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 er=. CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0118036 PROT1 PROT0

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Phone244-2015
Phone244.2015
Phone261.3333368
Phone7117498
Phone7126993
Phone7233550
Phone7233558
Phone7255502
Phone7255503
Phone8200060
Phone950 9494700
Phone9662000
SWIFT/BICSOUTHERN

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