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Deur, Berk AG
Credit • Debut Swap
Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date BuySell Not.Amt 1 Not.Ccyl Not Amt 2 Not.Ccy2 Rate Spread PA TM (USD)
07970754M SOUTHERN CDSwapSov BRASOV I I.Jan.2015 1443n.2015 20.Mar-2020 SELL la 000 000 00 USD 'C. :(i:. 10:1:(1 is:.' 1 CO:; af,3
FINANCIAL LLC
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(USO)
NY.6I8176 SOUTHERN TWTR N CALL 27-km.2016 3896.62000 us0 100(03 38 5662 25 9109 568144 0.047 4 743 30
FINANCIAL LLC
Subtotal: 4 3Y)
FX • Options
Settlement Not.Ccy Not.Ccy
DealGrouND Counterparty Trade Type Trade Date Maturity Date Date NotAmt 1 1 Not.Amt 2 2 Long) Short Option Style Put/ Call Strike Price MTM(USD)
4971174981 SOUTL£PN FkuroOpt 02-..bl.2015 04-Jan-2016 063 .2016 50,00000003 EUR (52.0).000 XI) LSD SHORT EUROPEAN PUT 1.0400 (26.43467)
1037233558 FINANCIAL, LLC
4971174987 SCUTHERN FaEuroOpt 02-Jul-2015 04-Jan-2016 05Jan-2016 500:0030.00 EUR (58200.000 03) USD LONG ELROPEAN CALL 1.1840 579758
1037233559 FINANCIAL, LLC
4971269937 SOUTHERN FxEuroOpt 02-M-2015 04-Jan-2016 06-Jan-2016 25.000.030.00 EUR (26.258,000.00) LSD SHORT ELR0PEAN PUT 1.0500 (25,34983)
1037255502 FNANCIAl.. LLC
497126993/ SOUTHERN FkuroOpt 0241-2015 04-Jan-2016 06-Jan-2016 25.009000.03 EUR (28.912.560 03) USD LONG EUROPEAN CALL 1.1565 5,32234
1037255503 FNANCIAI., LLC
Subtotal 00%4 581
Equity -Swap Hybrid
db Ticket Counterparty Ref. Entity Put/ Call E >miry Date Not.Amt Not.Ccy Not.Mu 2 Not.Ccy2 Strike Price MTM(USD)
612676 SOUTHERN TWTR N 01.Feb-2016 t 2.540CCO 00i USD 25.4000 (53,439081
FINANCIAL. LLC
Statement ID: 18229820151210_20151211_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-0119327
CONFIDENTIAL SDNY_GM_00265511
EFTA01459097