EFTA01462293

a (well Date Trade OesalptIon undeller Not tonal 00.dity Slate Expiry Underlky Underlie %chart level at Level mot Promkam Ned Underlie Inception 03.36.2015 1/0/011 induitIve Mid Attnaird intenta /Net Carry P/t USD pp 10/14/2014 U50 lurtre steepener-LMS curve CEO Lab 55101 5 10,060000.03 54.50 10/14115 /1 43./5 -38.36% 5.15,00030 53,003.00 Na $11.2 uleLf5 (S.2.1.1,0 06, 2 10/24/2014 E/RUSDNital Pu:- 10x Payout EURUSO $ 1400330030 1.20 02/C1/15 1.2655 1.189 445% 51,00030000 $5.600.000.00 Na 54,601000SM 54.600000.03 3 10/24/2015 ly AAPLTRS @ UM/ 75bps AAPL 5 10,000,00000 Na 11/11/15 105 22 106.26 0.99% $9:3369.52 ($18,287.12) 580,553.40 580,553.40 4 11/1/7014 apt tuft Lied tneen• • ilyv bonds apt 1 11/10/72Cep E 10,000,000.00 Na 11/10/22 1CO 101.92 1.92% t 10,197,000.00 616564.1a 208.161.38 $247.507.45 5 11/3/2014 AAPt. ELM Flied Income - 12yr bones PAOLI 5/8 11/10/24 Corp E 10300000 60 Na 11/10/26 100 103.316 3.32% n/a 10,33L600.00 (26,267.12 1357467.12 $42550601 6 11/23/2014 5, EUR Premium Neutral Risk Reversal EURUSD C 10004000 00 1.2450/1.46 11/13/15 1.2477 Lam 4.70% 40.00 (280,030.00 Na 280,000.00 5332.920.00 7 11/13/2014 Val WA Sy forward EURUSD E 10,000,000.02 Na 11/13/15 1.2477 1.189 4.70% n/a (477,01000 n/a 6477,00030 5567.153.00 8 11/13/2014 ly EURUSO Puts EURUSD E 10.000.000.00 1.2450 11/13/15 1.2477 1.189 -4.70% 629000030 C 55030000 n/a 6214060.00 5309,140.00 9 11/17/2014 Snort Crude Vol. index Swap DIKLAWSV2 10.002300.00 11/17/15 276.6033 253.6431 450% n/a 59.169,9214 Na (%36.07680) (5ancn.a6 10 11/18/2014 AAA. Monday Outpedormance vs. SPY nor 10303,030.00 Na Na n(a 100 96.10 -3.90% n/a (5.389.91.0.21) n/a (539939023) (5189.961.25) 11 11/1814014 3/ SPX Can Option SPX ineks $ 10:000.000.00 2,24140 11/18/19 1044 1002.61 -2.02% $11630030 5/1030000 Na Sam 3040 12 11/18/2014 3y SPX Call Option SPX Index 10,000,000.00 2.452.80 11/18/19 2014 2002.61 4.02% $402,000.00 $407=00 Na 55.00030 $5.000.00 1311/21/2014 Long Dated Knock In Cal! on WTI (595 XI) CU Con dtv $ 100601100.00 100 11,11411$ 76.00 47.93 -36.93% $347.368,41 5789.894.74 $642.526.32 3641 $26.32 IS 12/12/2014 ClO Me:Janine CIA'.0 200814C 5 moonsoo oo Ns n/a 96 95 n/a $9.500.030.00 511.199.66 590.967311 (550.041 15 W12/2014 0-0 hlezzamn. 100120 :On La O $ 10000.000.00 Na nta 100 99.75 0.23% n/a $9.975.00100 $36,921.90 $11,911.90 $11,911.90 161/5/2015 &Wash USD8RI. Risk Pevelsal 17506R1 5 10,003,000.00 2.70/310 07/03/15 2.706 2.7008 4.19% 5003 54,000.00 n/a 54000.30 54,000 00 rononser 1,16/1015 Total 51303,221.54 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0 124780 SDNY_GM_00270964 EFTA01462293