EFTA01452476.pdf

67411" ... : 77471,Thinr—n— ,i21,,:.1.11MMINPRIF 07 Feb 2014 SaUTHERN FINAN Page 2 Of 2 r .. Aa rf e Deutichs Bank AO SOUTHERN FINANCIAL, LW RCOOkes 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(USO) 366364465f SOUTHERN EX OPT ION 21-Noy-2013 204lov.2014 25-Nov-2014 (1.0:0 WO Cr.); USD 101.000.000 FY SHORT EUROPEAN CALL 1010000 :11 Cd,o COI 710423459 FINANCIAL. LLC 366364436/ SOOTHE/6J EX OPTION 21-Nat-2013 20-Nov-2014 25-Nov-2014 (21.000.00) USD 0 JPY LONG EUROPEAN 0.0000 1434293 710423461 FINANCIAL, !LC 36i6364436/ SOUTHERN FXOPTION 21.Noy.2013 20-Noy.2014 2541e/2014 121000 00) USD 0 JPY LONG EUROPEAN 0.0000 1252537 710423463 EINANCLAL. LLC 366364436/ SOUTHER! FXOPTION 21-Noy-2013 20-Noy-2014 25-Noy-2014 (21.030 MI USD 0 JPY LONG EUROPEAN 0.0000 1086612 710423465 FINANCIAL. LLC 3778178W SOUTHERN FXOPTION 17-Jan-2014 17-Apr-2014 21-Apr-2014 (10.01X000) USD 11.009003.00 CAD SHORT ELRODEAN CALL 1.1003 ;1415'..6.0≥.) 737154817 FINANCIAL, LLC 377817895/ SOUTHERN FXOPTION 17-Jan-2014 17-A4;42014 21-442014 (10.COD.CC000) USD 11.300.003 00 CAD SHORT EUROPEAN CALL 1.130D 3325180 737154818 FINANCIAL, LLC 381388504/ SOUTHEPII FXOPTION 31-Jan-2014 01.May.2014 07.May.2014 (10600.000 CO) USE) 1025.000.000 JPY SHORT EUROPEAN CALL 1025003 ;155.16957) 745230011 FINANCIAL. LLC Subtotal: (278 945 00) latat (278,945.00) Statement ID : 182298_20140207_20140210_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-0 109517 CONFIDENTIAL SDNY_GM_00255701 EFTA01452476