EFTA01454572

r e an roup SOUTHERN FINANCIAL, LL. Request 182298 As of 30 Jun 14 rrIrr."' aka 30 Jun 2014 Page 2 Of 2 Oudfls Bank AG SOUTHERN FINANCIAL, LLC NI •Clato'n Settlement Not Ccy Not Ccy Counterparty Trade Type Trade Date Maturity Date Date NotAnit 1 1 Not.Amt 2 2 Long/ Short Option Style Put/ Call Strike Price MTM(USD) SOUTHERN ExEurcepl 21-Noo-2013 20410%42014 25-Nov-2014 (I .oco co) op: USD 101.030.000 FINANCIAL. LLC SOUTH SOUTHERNN FXOneBanDneT 21-Ncpt-2013 20-Nor-2014 25-Nov-2014 (21.000.00) USD 0 FINANCIAL. LLC otchOpt SOUTHERN FXOneBarOneT 21-Nor-2013 2011ov2014 25-Nov-2014 (21,030 CO) USD 0 FINANCIAL. LLC ouchOpt SOUTHER EXOnef3anOneT 21-Nov-2013 20-Nov-2014 25-Nov-2014 N (21.000 MI USD 0 FINANCIAL.U.0 ouchOpt SOUTHERN ExEuroOpl 10.000.03000 EUR (13,450.000 00) FINANCIAL. LLC F)EuroCpt 06-Jun-2014 08-Sep-2014 10-Sep-2014 SOIJTHERN 06-Jun-2014 08-Sep-2014 10-Sep-2014 10,000,000 00 EUR (13.800.000.00) FINANCIAL. LLC JPY JPY JPY PY USD USD SHORT LONG LONG LONG SHORT LONG EUROPEAN EUICPEAN EUFIOPEAN EtRCPEAN ELFICPEAN ELRCPEAN CALL PUT CALL 101 0000 0.0003 0 0000 0 0000 1 3450 1,380D ; ' ?9 4 F7! 11.504 87 8,361 06 5,952 40 IM 48193i 68.427 49 Subtotal: 38.358 02 Commodities • Base Metal Nitrates Long! Counterparty Trade Type Trade Date Maturity Date Settlement Date Short Option Style PuV Call Ref. Entity NotAmt 1 NoLCcy 1 Quantity Unit Price Per Unit Strike Price MTM(USD) SOUTHERN Commodty0pEu 03-Apr-2014 05.Dec-20I 4 05.0,x-2014 SHORT EURCPEAN CALL XCU FINANCIAL, LLC ro BaseMetal II (8 rzo.ca xt) USD I:0 00)MT25 0 7.000 0000 (37194' OD) Subtotal: tirl • ' Statement ID : 182298_20140630_20140701_1 Total: (333,57249) 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) CONFIDENTIAL DB-SDNY-0112753 SDNY_GM_00258937 EFTA01454572