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Deur, Bank AG
Credit • Dank 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 PITM(USD)
07970754M SOUTHERN CDSwapSov BRASOV 11.Jan-2015 1443n2015 20-Mai-2020 SELL 10 000 000 00 USD '!: :CC ICC :(1 is:.' 1 CCCC 452 :.
FINANCIAL LLC
Subtotal 1 339 931 161
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 TWTRN CALL 27.Jan.2016 389662000 us El 100 003 38 5662 22530.3 67 6233 0003 333 92
F!NANCLAL LLC
Subtotal: 333 32
FX • Options
Settlement Not.Ccy Not.Ccy
DealGroupiD 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 SOUTHERN F>&uro0pt 024A-2015 04-Jan-2016 06-Jan-2016 50,1%0%0.03 EUR (52.00100000) LSD SHORT EUROPEAN PUT 1.0400 (0 07)
1037233558 FINANCIAL, LLC
4971174981 SOOT ERN FiEuroOpt 0240015 04-Jan-2016 05Jan-2016 500:0030.00 EUR (58200.000 00) USD LONG ELROPEAN CALL 1.1840 1.62
1037233559 FINANCiAL, LLC
4971269937 SOUTHERN FxEuroOpt 024I-2015 04Jan•2016 05Jan-2016 25.000.030.00 EUR (26.250000.00) USD SHORT ELROPEAN PUT 1.0500 (723)
1037255502 FNANCIAl.. LLC
4971261)93/ SOUTHERN F,Euro0pt 02.Jul-2015 04-Jan-2016 06-Jn-2016 25.000,000.00 EUR (28.912.5C0 03) USD LONG EUROPEAN CALL 1.1565 5.69
1037255%13 FNANCIAI., LLC
Subtotal: 001
&PINY - Sly,ROM
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 5[,25300000i USD 22.5300 28882298
FINANCIAL. LLC
Statement ID: 182298_20151228_20151229_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-0119451
CONFIDENTIAL SDNY_GM_00265635
EFTA01459183