EFTA01381383

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DOJ Data Set 10

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efta-01381383

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EFTA Disclosure

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Last Price 1146.95 -T High on 09/07/15 1203.80 11.- Average 1117.05 Low on 10/29/14 1047.30 Dec Mar 2014 •Used with the permission of Bloomberg Finance LP ,M\ 1200 1180 1160 1120 1100 1080 1060 1040 Jun Sep 2015 CaprigNS 2015 Bloomberg Finance L.G. 14-0a-2075 15:S9•25 From: Vahe Stepanian Sent: Tuesday, September 22, 2015 4:17 PM To: jeffrey E. Cc: Daniel Sabba; Ariane Dwyer; Paul Morris; Stewart Oldfield; Richard Kahn Subject: USDKRW [C] Classification: Confidential Jeffrey — we are following up on USDKRW per your meeting with Todd and Daniel. Please let us know indicative size should you wish to trade and we will provide live pricing. All pricing is indicative for 6 month tenor For call spreads, Southern Financial (SOFL) buys low strike and sells high strike Collars are premium neutral, in which SOFL buys the call option and sells the put option (quoted as Call Strike / Put Strike ) Reverse Knock Out (RKO) call options give SOFL the option to buy USD / sell KRW at strike as long as USDKRW remains below barrier through life of trade USDKRW Spot Ref: 1186.60 6m Fwd: 1192.10 Call Spreads (near strike / far strike / premium) 1200/ 1250/ 1.30% 1220/ 1270/ 1.05% Premium Neutral Collar (call strike / put strike) 1220/ 1177 1230/ 1170 RKO Call (strike / barrier / premium) 1200 / 1300 / 0.70% 1220/ 1280/ 0.45% USDKRW ly historical chart CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0080321 CONFIDENTIAL SDNY_GM_00226505 EFTA01381383

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DOJ Data Set 9OtherUnknown

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From: Vahe Stepania Sent: 12/4/2015 1:56:49 PM To: Richard Kahn mj CC: Daniel Sabba riane Dwyer " ' 'Paul Morris [ Stewart Oldfield Subject: RE: Dispersion Call Option [CI Classification: Confidential One more point worth mentioning - the realized dispersion when we spoke on Wednesday was - 9.95%. This decline from 9.95% to 9.41% would also affect the indicative bid of the option. From: Vahe Stepanian Sent: Friday, December 04, 2015 1:09 PM To: Richard Kahn Cc: Daniel Sabba

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EFTA Document EFTA01365873

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From: Ariane Dwyer Sent: 9/3/20)5 3:47:02 PM To: Darren Indyke ; Richard Kahn CC: Daniel Sabba I; Vahe Stepanian Stewart Oldfield I Paul Morris Subject: ISDA Amendments ICI Attachments: Southern Financial LLC - Amendment Agreement - First Draft.doc; Southern Trust Company Inc. - Amendment Agreement - First Draft.doc Classification: Confidential Darren and Rich, Please find attached the ISDA amendments for Southern Financial and Southern Trust. Let us know if you have any quest

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EFTA Document EFTA01457801

From: Paul Morris Sent: 7/1/2015 3:52:39 PM To: 'Jeffrey E.' [email protected]) Subject: RE: EURUSD Risk Reversal Pricing [C] Ok ---Original Message--- From: Jeffrey E. [jeevacation©gmail.com] Sent: Wednesday, July 01, 2015 03:51 PM Eastern Standard Time To: Paul Morris Subject: Re: EURUSD Risk Reversal Pricing [C] on plane with people talk tomor morning On Wed, Jul 1, 2015 at 9:50 PM, Paul Morris < > wrote: Jeffrey Daniel and Vahe are on the desk if you have a few minutes no

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