EFTA Document EFTA01459335

e an roup on SOUTHERN FINANCIAL LLC Request 1822N1 • . As of 14 Jan. 15 Jan 2016 Page 2 Of 2 Doubts Bank AG Credit • Default Swap Trade 10 Counterparty Trade Type Ref. Entity Trade Date Eff, Date Maturity Date BuySell NotAmt 1 Not.Ccyl Not Amt 2 Not.Ccy2 Rate Spread MTM(USD) C7970754M SOUTHERN CDSwapSov BRASOV FINANCIAL, LLC I 3...law2015 1443n-2015 20.Mat.2020 SELL l0 000 000 00 USD I, :il„ 10:1:(1 is:.' 1 CO:; Subtotal Nifty -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 SOUT1-EFtN TWTRN FINANCIAL, LLC CALL 27-..law2016 3,896.62000 USD 100.000 389662 19.0000 107 1933 0.000 10.46 Subtotal 10 46 Null -Swap NOM db Ticket Counterparty Ref. Entity Put/ Cal Expiry Date NotAmt Not.Ccy Not.Amt 2 Not.Ccy2 Stnke Price MTM(USD) 612576 SOUTHERN TWTRN riNANcIAL LLC 01-Feb-2016 (2.2WX00.00) USD 22 5300 354 102 00 Subtotal. 354 102 00 • NOF =ice`: DealGrouplO Settlement Not.Ccy Not Ccy Counterpart), Trade Type Trade Date Maturity Date Date Not.Amt 1 1 NotAmt 2 2 DEIPays DBReceives BuySell MTM(USD) 525035553' 1110119325 SCUIHERN FXNDF 30-0c1-2015 02-Aug-2016 04Aup2016 (1:200930.060i JPY 11,540,400,000.00 KM FINANCIAL. lie /74'5 /CB 133) Subtotal: i74.! OS o t: Statement ID: 182298_20160114_20160115_1 TAN; (1,681,752.73) 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-0119676 SDNY_GM_00265860 EFTA01459335