EFTA01452473.pdf

C6 Feb 2014 Paps 2 012 lakSib Deutichs Bark AO SOUTHERN FINANCIAL, LW 8S,Splleal Settlement Not.Ccy Not.Ccy Trade ID 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) 366364436! SOUTHERN EXOPTION 21-Noy-2013 20.11or.2014 25-Noy-2014 (1030 030 Cr.); USD 101,000,000 .FY SHORT EUROPEAN CALL 1010000 c• ti29' 09! 710423459 FINANCIAL. LLC 366364438/' SOUTHERN EX OPTION 21-Not-2013 20-Nov-2014 25.1loy.2014 (21.00080( USD 0 JPY LONG EUROPEAN 0.0000 15.10125 710423461 FINANCIAL, LLC 366364436/ SOUTHERN EX OPTION 21.Noy.2013 20-11o/.2014 25-Nov-2014 Ill.CtX.I CO) USD 0 JPY LONG EUROPEAN 0.000D 13 25336 710423463 E INANCLAL. LLC 366364436/ SOUTHER! EX OPTION 21-Noy-2013 20-NN-2014 25-Noy-2014 (21.030 MI USD 0 JPY LONG ELRCPEAN 0.0300 11.552 18 710423465 ENANCKL. LLC 3778178W SOUTHERN EX OPTION 17-Jan-2014 17-Apr-2014 21-Apr-2014 (10.010:0 00) USD 11.003,00D.00 CAD SHORT ELRCKAN CALL 1 1002 .1'77 792 C:5) 737154817 ENANCLAL, LLC 377817895/ SOUTHERN EX OPTION 17-Jan-2014 11/14x.2014 21Apr.2014 (10.000 CC000) USD 11.300.00D 00 CAD SHORT EIRCPEAN CALL 1.1300 53,19262 737154818 ENANCIAL, LLC 381388504/ SOUTHERN EX OPTION 31-Jan-2014 01.May-2014 07.May-2014 (10.800.000 CO) USD 1,025000.000 JPY SHORT EURCPEAN CALL 1025003 (159 488 161 745230011 ENANCIAL. LLC Subtotal: (284 47100; la: (284,471.90) Statement ID : 182298_20140206 20140207 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-0109512 CONFIDENTIAL SDNY_GM_00255696 EFTA01452473