EFTA01449691

SOUTHERN FINANCIAL, 1.1.0 ACCT For the Period 8/1/I3 Portfolio Activity Detail - Canadian Dollar INFLOWS & OUTFLOWS Type Description Quantity Amount USD Currency Gain/Loss USD Settle Date Selection Method Local Value Foreign Exchange - Inflows 8128 FX Fwd Contract SETTLE FORWARD CURRENCY CONTRACT BUY CAD SELL (242,025.000.000) 2,384,131.22 JPY CONTRACT RATE : 96.810000000 TRADE 6110/13 2,500,000.00 VALUE 8/28/13 (ID: OCADPR-AA-6) 8/28 Spot FX SPOT CURRENCY TRANSACTION - BUY BUY CAD SELL (469,400,000.000) 4'50,819.52 JPY EXCHANGE RATE 93.880000000 DEAL 06/23/13 5,000,000.00 VALUE 08,28,13 (ID: OCADPR-AA-8) Total Foreign Exchange - Inflows 37,134,950.74 $0.00 Type Amount USD Currency Settle Date Selection Method Descnption Quantity Local Value Gain/Loss USD Foreign Exchange - Outflows 8/28 FX Fwd Contract SETTLE FORWARD CURRENCY CONTRACT BUY JPY SELL 740,325,000.000 (7.134.950.74) 17,442.93 CAD CONTRACT RATE : 98.710030000 TRADE 5123/13 (7.500,000.00) VALUE 8/28/13 (ID: OCADPR-AA-6) J. P. M organ Account W91850003 Page 34 of 48 Consolidated Statement Page 37 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0105145 CONFIDENTIAL SDNY_GM_00251329 EFTA01449691