EFTA Document EFTA01459148

67:11" . S • . . , 77141.7i.?,.;.i..7-- " .. -.1.,lotimosior i a Ate : 21 Dec 2015 Page 2 Of 3 Deady, Bank AG 0SP -Default Swap Trade 10 Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date BuySell Not.Amt 1 Not.Ccy1 Not Amt 2 Not.Ccy2 Rate Spread PNITM(USD) 07970754M SOUTHERN CDSwapSov BRASOV FINANCIAL. LLC ISJan.2015 1443n-2015 20.Man2020 SELL la 003 000 00 USD i. :(i:. 1O:1:(1 is:.' 1 CO:; 4';.I 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-6I8176 SOUTI-EFtN TWTR N FINANCX LLC CALL 274an.2016 3.896.62000 USD 100.000 389662 22.9900 67 1728 0.013 1 29887 Subbtat FX - Options DealGroupID Counterparty Trade Type Trade Date Maturity Date Settlement Not.Ccy Not.Ccy Date NotAmt 1 1 Not.Amt 2 2 Long) Short Option Style Put/ Call Strike Price MTM(USD) 4971174981 SCUTI£PN ExEuroOpl 02-JA-2015 1037233558 FINANCIAL, LLC 497117498/ SCUTHERN FiEuroOpt 02-Jul-2015 1037233559 FINANCLAL, LLC 497126993/ SOUTHERN FxEuroOpt 02-id-2015 1037255502 FINANCIAl..LLC 4971261)93/ SOUTHERN FiEuroOpt 024j1.2015 1037255%13 FINANCIAL, LLC 04-Jan-2016 04-Jan-2016 04-Jan-2016 04-Jan-2016 05Jan.2016 50,003,000.03 EUR (52.003000 DO) LSD 06Jan-2016 50,003,000.03 EUR (58280.000 OD) USD 05Jan-2016 25.000.030.00 EUR (26.2%000.00) LSD 06-Jan-2016 25.009000.03 EUR (28.912.500 03) USD SHORT LONG SHORT LONG EUROPEAN ELROPEAN ELROPEAN EUROPEAN PUT CALL PUT CALL 1.0400 1.1640 1.0500 1.1665 0.40849) 14.06 (682697) 41.05 Subtotal (11 183 351 Equity -Swap Hybrid db Ticket Counterparty Ref. Entity Put/ Call Eipiry Date Not.Amt NotCcy NotAmt 2 Not.Ccy2 Strike Price MTM(USD) 612676 SOUTHERN TWTR N 01.Feb-2016 t2,1,40,CCO 00I USD FINAtC1AL.LLC Statement ID: 182298_20151218_20151221_1 25.4000 24226206 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-0119407 SDNY_GM_00265591 EFTA01459148