EFTA01458393.pdf

7,717,:7 /4 ej71"O r i. 7 772!' ;7, 7771.1 1.7.7 21 Sep 2015 Page 2 Of 3 I . Deutsche Sank AG SOUTHERN FINANCIAL, LLC Credit • Dugout Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft. Date Maturity Date SuySell NotAmt 1 Not.Ccyl Not Amt 2 Not.Ccy2 Rate Spread MTM(USD) C79707544 SOUTHERN CDSwapSov BRASOV I 1.Jan.2015 1443n-2015 20•Mar.2020 SELL I0 OOD 000 00 USD 'C. :(i:.10:1:(1 IS:i I CO:C :7- FINANCIAL LLC Subtotal (I 09ri 069 7t) Equity -Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date NotArnt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USO) LT4618753 SOUTHERN Lt1_618753BU CALL 18 -Dec-2015 ;4 I&5.33) USD (4,I66.D90; 10000 (40%7.36) FINANCIAL LW NTSI8176 SOUTHERN TWIR N CALL 27-Jan-2016 3,996,62000 USD 100.0% 389662 27.9600 501%1 0.659 65,8%19 FINANCIAL, LLC Subtotal: 28607.83 EX • Op0ons Settlement Not.Ccy Not.Ccy DealGroup1D Counterparty Trade Type Trade Date Maturity Date Date NotAmt 1 1 Not.Amt 2 2 Long! Shod Option Style Put/ Call Strike Price MTM(USD) 497117498i SOUTHERN F)EuroOpt 02-Ju1.2015 04-Jan-2016 06-Jan-2016 50000,000.00 EUR (52.000,000 00) USD SHORT ELRCPEAN PUT 1.0400 ; —:c! Kialzi 1037233558 Flatlet/4,11C 49711749EW SOUTHERN REuroOpl 024I-2015 04-Jan-2016 064an-2016 50.000.000.00 EUR (58:200.00000) USD LONG ELRCPEAN CALL 1.1640 720,333.56 1037233559 FINANCIAL, LLC 497126993/ SOUTHERN FxEuroOpt 02•AII•2015 04-Jan-2016 06-Jan-2016 25000000.00 EUR (2624 000 00) USD SHORT ELRCPEAN PVT 1.050D (88.165 23) 1037255%2 FINANCIAL, LLC 49712690 SOUTHERN MuroOpt 02•Jul-2015 04-Jan-2016 06-Jan-2016 25.000000.00 EUR (26.9 I2.5C0.00) USD LONG ELRCPEAN CALL 1.1565 430238.93 1037255503 FINANCIAL. LW Subtotal: 923,013 20 Statement ID: 182298_20150918_20150921_1 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) DB-SDNY-0118286 CONFIDENTIAL SDNY_GM_00264470 EFTA01458393