EFTA01451833.pdf

it'T • a s an SOUTHERN MANG 71,,fiim,i..7i. ---,-- ,ni,:-.1.,formirmor Page 22 Jan 2014 2 Of 2 Request 182298 As of 22 Jan 14 Jae Dwindle Bank AG SOUTHERN FINANCIAL, LLC FX • Option 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) SOJTHERN F% OPTION 214W-2013 20-Nov.2014 25-Nov-2014 (1.003.0:0.00) USD 101.030.000 FY SHORT ELROPEAN CALL 101.0000 :1Y, (.117 Ii.1 FINANCIAL. LLC SOUTHERN FXOPTION 2141:442313 20-Nov-2014 25-Nov-2014 (21.000.001 USD 0 JPY LONG ELROPEAN 0.000D 11,054 62 FINANCIAL, LLC SOUTHERN FXCPTION 214W.2013 20-Nov.2014 25-Nov-2014 (21,000 CDI USD 0 SY LONG EUROPEAN 0.0000 956775 FINANCIAL, LLC SOUTHERN FXOPTION 214W-2013 20-Nov-2014 25-Nov.2014 121.000 001 USD 0 PY LONG EUROPEAN 0.0000 6.24071 FINANCIAL. LLC SOUTHERN DIMON 17-Jan-2014 17-Apr-2014 21-Apr-2014 (10.000.000.00) USD 11,000,000.00 CAD SHORT EUROPEAN CALL 1.1000 1' 7:16Sli t.St FINANCIAL LLC SOUTHERN FXOPTION 17-Jan-2014 17.Afx.2014 21.Alx.2014 (10.020,000.03) USD 11,300,000.03 CAD SHORT ELROPEAN CALL 1.13® 6174096 FINANCIAL, LLC Subtotal: (141 22r1 2 il Total' 141.226.21: Statement ID : The valuation information set forth in this statement is prowled 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-0108656 CONFIDENTIAL SDNY_GM_00254840 EFTA01451833