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711,471M.1:.i..7.1-." -. MMRIF 24 Dec 2015
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More Bank AG
credit • Debut Swap
Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft. Date Maturity Date BuySell Not.Amt 1 Not.Ccyl Not Amt 2 Not.Ccy2 Rate Spread LITFA(USD)
SOUTHERN CDSwapSov BRASOV I 3,lan.2015 1443n-2015 20-Mar-2020 SELL 10 00000000 USD I :Cll. 10:1:(1 is:.' 1 CO:C 4';.I
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)
SOUTHERN TIMM N CALL 27.4an.2016 389662000 USD 100 (03 381;662 226700 652837 0005 49955
FINANCAL.LLC
Subtotal: 499 55
FX • Op bas
Settlement NotCcy NotCcy
DealGrouplD Counterparty Trade Type Trade Date Maturity Date Date NotAmt 1 1 Not.Amt 2 2 Long/ Short Option Style Put/ Call Strike NCO MTM(USD)
SOUTHERN FkuroOpl 02-Ad-2015 04-Jan-2016 06-Jan-2016 50,000,000.00 EUR (52.(00.000 0) LSD SHORT EUROPEAN PUT 1.0400 (311 XI)
FINANCLAL, LLC
SOUTHERN FifuroOpt 02-Jul-2015 04-Jan-2016 06Jan-2016 50,030,000.00 EUR (58260.000 00) USD LONG ELROPEAN CALL 1.1840 0.00
FINANCLAL. LLC
SOUTHERN FxEuroOpt 02-Jul-2015 04-Jan-2016 06-Jan-2016 25.000.030.00 EUR (2620600.00) USD SHORT EtROPEAN PUT 1.0500 (757.31)
Ft4ANCIAl.. LLC
SOUTHERN FkuroOpt 02-Jul-2015 04-Jan-2016 06-Jan-2016 25.006000.00 EUR (28.912.50:00) USD LONG EUROPEAN CALL 1.1565 (0 .14)
FINANCIAL, LLC
Subtotal
Equity —SAW HOS
rib Ticket Counterparty Ref Entity Put/ Call Expiry Date Not Amt Not Ccy Not Amt 2 Not Ccy2 Strike Price MTM(USD)
SCUIHHI. • \ ,. -, I. O1.Feb-2016 (2,540,C,Ce O0i USD 254000 274 472 it'
illAt„CiAL _0
Statement ID
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-0119437
CONFIDENTIAL SDNY_GM_00265621
EFTA01459171