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Page 2 of 3
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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 NITM(USD)
07970754M SOUTHERN CDSwapSov BRASOV 13Jan-2015 14,bn-2015 20-Mai-2020 SELL 10 000 000 00 USD I :(0. 1O: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)
NY8I8176 SOUTHERN TIMM ti CALL 27-Jan-2016 389662000 usn 100 003 38 5662 23140D 725123 0.035 48261
FINANCAL.LLC
Subtotal: 482 61
Settlement NotCcy NotCcy
DealGroup10 Counterparty Trade Type Trade Date Maturity Date Date NotAmt 1 1 Not.Amt 2 2 Long/ Short Option Style Putt Call Strike Price MTM(USD)
497117498? SOUTHERN FkuroOpl 02-JJI-2015 04-Jan-2016 06-Jan-2016 50,000,000.00 EUR (52.00300000) LSD SHORT EUROPEAN PUT 1.0400 0.00
1037233558 FINANCIAL, LLC
497117498/ SCUTHERN FiEuroOpt 02,4.2015 04-Jan-2016 05Jan-2016 5003:1030.00 EUR (58200.000 00) USD LONG ELROPEAN CALL 1.1840 0.00
1037233559 FINANCRL, LLC
497126993/ SOUTHERN FxEuroOpt 02-M-2015 04-Jan-2016 05Jan•2016 25.000.030.60 EUR (26.250000.00) USD SHORT ELROPEAN PUT 1.0500 (0.05)
1037255502 FINANCIAL. LLC
4971261)93/ SOUTHER( F,Euro0pt 02-Jul-2015 04-Jan-2016 06-Ja1-2016 25.000000.03 EUR (28.912.5C0 00) USD LONG EUROPEAN CALL 1.1565 0.00
1037255503 FINANCIAL, LW
Subtotal: (0 (6)
db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy NotAmt 2 Not.Ccy2 Slit. Price MTM(USD)
612676 SOUTHERN TWTR N 01-Feb-2016 t2,a3C,C0 00i USD 22.5300 228,257.07
FINANCIAL. LLC
Statement ID: 182298_20151231_20160104_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-0119505
CONFIDENTIAL SDNY_GM_00265689
EFTA01459213