EFTA01452464.pdf

6727 - ' 7,47.M..77.12.1.T.J.IIMPRIrir 05Feb 2014 SOUTHERN Paw 2 C42 .. , • t Muted). Bank AO SOUTHERN FINANCIAL, LLC Itt;Opios 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) 366364435f SOUTHERN FX OPTION 21-No0-2013 20-Nov2014 25-Nov-2014 (LOCO 030 Cr.4 USD 101,000,000 FY SHORT EUROPEAN CALL 1010000 : io `IA. 710423459 FINANCIAL. LLC 366364438/' SOUTHER! FXOPTION 21-Not-2013 20-Nov-2014 25-Nov-2014 (21.000.00) USD 0 JPY LONG EUROPEAN 0.0003 16.35312 710423461 FINANCIAL, LLC 36i6364438/ SOUTHERN FXOPTION 21Nov-2013 20Now2014 25-Now2014 121.CM COI USD 0 JPY LONG EUROPEAN 0.0000 14.415 07 710423463 FINANCIAL. LLC 366364438/ SOUTHER! FXOPTION 21-Nov-2013 20-Nov-2014 25-Nov-2014 0se C01, USD 0 JPY LONG EUROPEAN 0.0000 1261392 710423465 FINANCIAL. LLC 3778178W SOUTHERN FXOPTION 17-Jan-2014 17-Apr-2014 21-Apr-2014 (10.01X000) USD 11,003,003.00 CAD SHORT ELRODEAN CALL 1.1003 .11% 816 461 737154817 FINANCIAL, LLC 377817895/ SOUTHERN FXOPTION 17-Jan-2014 17-Apv2014 21Apv2014 (10.000,00000) USD 11.303.00D 00 CAD SHORT EUROPEAN CALL 1.1300 62.349.01 737154818 FINANCIAL, LLC 381388504/ SOUTHERN FXOPTION 31-.18n-2014 01.May-2014 07.May-2014 (10.0300000 USD 1025.000.000 JPY SHORT EUROPEAN CALL 102 5003 (113155h70) 745230011 FINANCIAL. LLC Subtotal: (261 542 14) ROL (261:642.14) Statement ID : 18229820140205_20140206_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-0109494 CONFIDENTIAL SDNY_GM_00255678 EFTA01452464