EFTA Document EFTA01459134

67:17" ... S• . N FINING elillia -c mallIIIIIIIIIIMINIke Prn 7177 : l• ' 7 77 18 Dec 2015 Page 2 Of 3 Doubts Bodin) Credit • DafaultSvaip 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 13,19,1.2015 14.1an.2015 20-Mar-X00 SELL 10 000 COO 00 USD 10 000 003 00 USD I COX 444 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) SCUTHERN TWIR N FNANCIAL LLC CALL 27..bn-2016 389602000 USD 100 000 389662 23 3100 tZ 1917 0.015 I 464 5/ Subtotal: 1 464 57 FA • Option DealGrouplD Counterparty Trade Type Trade Date Maturity Date Settlement Not.Ccy Not.Ccy Date Not.Amt 1 1 Not.Amt 2 2 Long/ Short Option Style Put/ Call Strike Price MTM(USO) SOUTHERN FaEuroOpt 024j1.2015 FrIANCLAL LLC SOUTHERN FiiEuroOpt 02•Jul-2015 FINANCIAL. LLC SOUTHERN FxEuroOpt 024I.2015 FINANCIAL. LLC SOUTHER/4 F€EuroClpt 02-Jul-2015 FINANCLAL, LLC 04-Jan-2016 04-Jan-2016 04-Ja-2016 04-Jan-2016 06-Jan-2016 50.000000 CO EUR 1,57.003.0(DCO) LSD 06Jan-2016 50,000,000.00 EUR (58.200.000 00) USD 06-Jan-2016 25.000.000.60 EUR (26.250000 00) USD 06-Jai-2016 25.000.000.00 EUR (28.912.50100) LED SI10RT LONG SHORT LONG EUROPEAN ELROPEAN ELROPEAN EUROPEAN PUT CALL PUT CALL 1.0400 1.1640 1.0500 1.1565 245' (9,830075 56 82 Subtotal Equity -Swap Hybrid db Ticket Counterparty Ref. Entity Putt Call Expiry Date Not.Amt Not.Ccy NotAmt 2 Not.Ccy2 Strike Price MTM(USD) SOUTHERN TWTR N 1 01-Feb-2016 t2;340CCO OCH USD 25.4000 210,051.72 FINANCIAL. LLC Statement ID: 182298 20151217 20151218 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-0119386 SDNY_GM_00265570 EFTA01459134