EFTA01452707.pdf

rig" e an SOUTHERN FINAN ri.77-73:77-nmermin 24 Feb 2014 Pap 2 Of 2 Request 182298 t, As of 24 Feb 14 ONRiWw Bork AO SOUTHERN FINANCIAL. LW Settlement NotCcy NotCcy Trade ID Counterparty Trade Type Trade Date Maturity Date Date NotAmt 1 1 Not.Arnt 2 2 Long/ Short Option Style Putt Call Strike Price MTM(USD) 366364436/ SOUTHERN FtEurcepl 21-Nor-2013 20410%42014 25-tlov-2014 (1.200200) USD 101,000,000 FY SHORT EUROPEAN CALL 101 0003 (40.07280 710423459 FINANCIAL. LLC 366364436/ SOUTHF_RN FXOneBanDneT 21-Nov-2013 20-Nov-2014 25-Nov-2014 (21.00090) USD 0 JPY LONG EUROPEAN 0.0000 1348053 710423461 FINANCIAL. LLC outhOpl 366364436l SOUTHERN FXOneBarOneT 21-N0/.2013 20-Nov-2014 25-Nov-2014 (21,(IX CO) USD 0 JPY LONG EUROPEAN 0.020 11,61661 710423463 FINANCIAL. LLC ouchOpl 366364436/ SOUTHERN FXOnef3anDneT 21-Nov-2013 20-Nov-2014 25-Nov-2014 (21(A021 USD 0 PY LONG EUROPEAN 0.0000 9,93988 710423465 FINANCIAL. LLC ouchOpl 377817895/ SOUTHERN FtEuroOpl 17-Jan-2014 17.A4x.2014 21-Apr-2014 (10,00000000) USD 11.coosoo CO CAD SHORT EUROPEAN CALL 1.1000 '.480:11 541 737154817 FNANCIAL. LLC 377817895/ SOUTHERN FXOneBarEuto 17-Jan-2014 17-Apr-2014 21-Apr-2014 (1020.200D) USD 11,300,00000 CAD SHORT EUROPEAN CALL 1,1300 25.48405 737154818 FINANCIAL, LLC CPI 381388504/ SOUTHERN FkuroOpl 31-Jan-2014 01-May-2014 07-May-2014 (1020.20.2) USD 1.025.000,000 JPY SHORT EUROPEAN CALI. 102 523 t 144..`,2iiilt 745230311 FINANCIAL. LLC Subtotal: (272 1.,. -• 9(;: ToW: (272.149.95) 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-0109894 CONFIDENTIAL SDNY_GM_00256078 EFTA01452707