EFTA01458677

1150/ 1250/ 0.80% 1170/ 1250/ 0.45% USDKRW ly historical chart • Last Price 1 1146.95 T High on 09/07/15 1203.80 -- Average 1117.05 1 Low on 10/29/14 1047.30 Dec Mar Jun filri\N\ Sep 2014 2015 1200 1130 1160 1120 1100 1080 1060 1040 USDKRW Cso-ncy (USD-KRM X-RATE) Daily 140CT2014-140CT201.5 CopserightS 2015 Bloomberg Piratic* L.P. 14-Oct-2015 15:59:25 'Used with the permission of Bloomberg Finance LP 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 (5OFL) 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) CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0 118694 CONFIDENTIAL SDNY_GM_00264878 EFTA01458677