EFTA Document EFTA01459183

CM" ... S• . N FINING . , 77,,ifila.:,i7—r--.1.,lotimpripr , a Atkin 29 Dec 2015 Page 2 of 3 Deur, Bank AG Credit • Dank 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 PITM(USD) 07970754M SOUTHERN CDSwapSov BRASOV FINANCIAL LLC 11.Jan-2015 1443n2015 20-Mai-2020 SELL 10 000 000 00 USD '!: :CC ICC :(1 is:.' 1 CCCC 452 :. Subtotal 1 339 931 161 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 TWTRN F!NANCLAL LLC CALL 27.Jan.2016 389662000 us El 100 003 38 5662 22530.3 67 6233 0003 333 92 Subtotal: 333 32 FX • Options DealGroupiD Counterparty Trade Type Trade Date Settlement Not.Ccy Not.Ccy Maturity Date Date NotAmt 1 1 Not.Amt 2 2 Long) Short Option Style Put/ Call Strike Price MTM(USD) 4971174981 SOUTHERN F>&uro0pt 024A-2015 1037233558 FINANCIAL, LLC 4971174981 SOOT ERN FiEuroOpt 0240015 1037233559 FINANCiAL, LLC 4971269937 SOUTHERN FxEuroOpt 024I-2015 1037255502 FNANCIAl.. LLC 4971261)93/ SOUTHERN F,Euro0pt 02.Jul-2015 1037255%13 FNANCIAI., LLC 04-Jan-2016 06-Jan-2016 50,1%0%0.03 EUR (52.00100000) LSD 04-Jan-2016 05Jan-2016 500:0030.00 EUR (58200.000 00) USD 04Jan•2016 05Jan-2016 25.000.030.00 EUR (26.250000.00) USD 04-Jan-2016 06-Jn-2016 25.000,000.00 EUR (28.912.5C0 03) USD SHORT LONG SHORT LONG EUROPEAN ELROPEAN ELROPEAN EUROPEAN PUT CALL PUT CALL 1.0400 1.1840 1.0500 1.1565 (0 07) 1.62 (723) 5.69 Subtotal: 001 &PINY - Sly, ROM 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 5[,25300000i USD FINANCIAL. LLC Statement ID: 182298_20151228_20151229_1 22.5300 28882298 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-0119451 SDNY_GM_00265635 EFTA01459183