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Deere Berk AG
Credit • Dault 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 PATM(USD)
07970754M SOUTHERN CDSwapSov BRASOV IliJan-2015 14,bn-2015 20-Mai-2020 SELL la 000 000 00 USD I :(5 10:1:(1 is:.' 1 CO:;
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(USD)
Ny.618176 SOUTHERN TIMM N CALL 27..tan.2016 3896.62000 use 100 003 38 5662 22140"3 69.923 0009 874 25
FINANCIAL LLC
Subtotal: :7171 7)5
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 Pull Call Strike Price PATM(USD)
4971174981 SOUTI£PN FkuroOpt 02-JA-2015 04-Jan-2016 06J -2016 50,003.000.00 EUR (52.003000 DO) LSD SHORT EUROPEAN PUT 1.0400
1037233558 FINANCIAL, LLC
4971174981 SCUTHERN FiEuroOpt 02412015 04-Jen-2016 06Jan-2016 50,020,000.00 EUR (58.260.000 00) USD LONG ELROPEAN CALL 1.1840 4 IL
1037233559 FINANCIAL, LLC
497126993/ SOUTHERN FxEuroOpt 02-M-2015 01-Jan-2016 064an.2016 25,000.030.03 EUR (25258,000.00) LSD SHDR7 ELROPEAN PUT 1.0500 (1,14899:
1037255502 FNANCIAl.. LLC
497126993/ SOUTHERN FkuroOpt 02.041.2015 04-Jan-2016 06-Jan-2016 25.00900003 EUR (28.912.5C0 03) USD LONG EUROPEAN CALL 1.1565 27 68
1067255%13 FNANCIAI., LLC
Subtotal
Equity -Swap Hybrid
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 t254O000 00i USD 25.4000 327,33218
FINANCIAL. LLC
Statement ID: 182298_20151221_20151222_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-0119425
CONFIDENTIAL SDNY_GM_00265609
EFTA01459160