EFTA01453290.pdf

16 Ma 2014 SOU ERN Fl Papa 2 a 3 R • 182298 A ;i4 .. Deubchs Bank AG SOUTIERN FINANCIAL. LW Settlement NotCcy NotCcy Trade ID Counb3rparty Trade Type Trade Date Maturity Date Date NotAmt 1 1 Not.Amt 2 2 Long/ Short Option Style Putt Call Strike Price MTM(USD) 366364436/ SOUTHERN FxEurial 21-Nov-2013 20-11w-2014 2541ov-2014 (106000300) use 101,000,000 JPY SHORT EUROPEAN CALL 1010000 0.5 4I! 2th 710423459 FINANCIAL. LLC 366364436/ SOUTHERN FXOneBaoDneT 21-Not-2013 20-Nov-2014 25-Nov-2014 (21.00080) USD 0 JPY LONG EUROPEAN 0.0030 15.25218 710423461 FINANCIAL. LLC ouchOpl 366364436( SOUTHERN FXOne8arOneT 21-Nor-2013 20-Nov-2014 25-Ntm-2014 (21,0'10.60) USD 0 JPY LONG EUROPEAN 0.0300 13.14456 710423463 FINANCIAL. LLC ouchOpl 366364436/ SOUTHERN FXOnef3anOneT 21-Nov-2013 20-Nov-2014 25-Nov-2014 (21.000 Cel USD 0 JPY LONG EUROPEAN 0.0000 11,221 90 710423465 FINANCIAL. U.0 ouchOpl 377817895/ SOUTHERN FkuroOpl 17-Jan-2014 17-Apr-2014 21-Apr-2014 (10,00000000) USD 11.000.000 00 CAD SHORT EUROPEAN CALL 1.1000 (134.111 89) 737154817 FINANCIAL. LLC 3778178W SOUTHERN FXOne8aEuro 17-Jan-2014 17-Apr-2014 21-Apr-2014 (10.030.0:0 OD) USD 11,300,00000 CAD SHORT EUROPEAN CALL 1.13C0 10.408.89 737154818 FINANCIAL, LLC 00 381388504/ SOUTHERN FkuroOpl 31-Jan-2014 01-May-2014 07-May-2014 (10.0:0.020.R USD 1.025.000,000 SY SHORT EUROPEAN CALL 1025000 ;76219461 745230311 FINANCIAL, LLC 34184r15615/ SOUTHERN F)curcOpI C6-fikir-2014 17-Apr-2014 21-Apr-2014 10000,00000 USD ( 11.0ID.0X) 93) CAD LONG EUROPEAN CALL 1.1000 134,111 89 762758526 FINANCIAL, U.0 388935615/ SOUTHERN FXOne8arEuro 05•Mar-2014 17-Apr-2014 21-Apr-2014 {10.000 07000) USD 11,300,000 00 CAD SHORT EUROPEAN CALL 1.1300 ;:040x889) 762758531 FINANCIAL. LLC Cpl 39%50729/ SOUTHERN FXD9laXJpt 13-Mar-2014 14-Apr-2014 15-Apr-2014 ( t .00.: 300 CD) USD SHORT EUROPEAN CALL 375660 (31103823) 767041028 FINANCIAL, LLC Subtotal: (382.150 34) Long/ NotCcy Trade ID Counterparty Trade Type Trade Date Maturity Date Settlement Date Short Option Style Put/ Call Ref. Entity Not.Amt 1 1 Strike Price MTM(USD) 390%2915/ SOUTHERN FINANCIAL. Commodity 13-Mar-2014 15-May-2014 22-May-2014 LONG EUROPEAN WTI 100.030.00 USD 00000 (31.43421y 767318425 LLC Derivative Subtotal: (31.434 2 t t Statement ID : 18229820140314_20140317_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-0110816 CONFIDENTIAL SDNY_GM_00257000 EFTA01453290