EFTA Document EFTA01453895

22Act 2014 Page 2 Ora Dadachs Bark AO SOUTHERN FINANCIAL, LW RC•00loss Trade ID Counterparty Trade Type Settlement Trade Date Maturity Date Date Not.Ccy NotAmt 1 1 Not.Ccy Not.Amt 2 2 Long/ Short Option Style Put/ Call Strike Price MTM(USD) SOUTHERN FINANCIAL. LLC SOUTHERN FINANCIAL. LLC SOUTHERN FINANCIAL. LLC SOUTHERN FINANCIAL. LLC SOUTHERN FINANCIAL. LLC ExEuroCtil FXOneBanDneT owhOpt FXOneSarOneT ouchOpt EXOneeatiOneT ouchOpt ExEuroOpl 214/0/2013 2041o/2014 2541ov.2014 21-Nw.2013 2041w-2014 2541w-2014 21-Nor-2013 20-Nov2014 2541w-2014 21-Nov-2013 20-Nov-2014 254404014 31-Jan-2014 01-May-2014 07-May-2014 41.00D 000 CV, USD (21.00000) USD (21,M0 COI USD (21.000 WI USD (10.CC0.00303) USD 101.000.000 JPY 0 JPY 0 JPY 0 FY 1.025.000.000 SY SHORT LONG [repeated 3 times] SHORT EUROPEAN [repeated 3 times] EL.RCPEAN ELFICKAN CALL CALL 101 0000 0.0003 0.0000 0.0000 1025000 :i...) 47' ':..,.1 11.752 36 9,67769 7,89482 150.41161i Subtotal: /5..): .)5), Borroodkles • Base Natal DaelvatIns Trade ID Counterparty Trade Type Trade Date Maturity Date Settlement Date Long/ Short Option Style Put/ Call Ref. Entity Not Amt 1 NotCcy 1 Quantity Unit Price Per Unit Stnke Price MTM(USD) SOUTI-ERN FINANCIAL. LLC Commodlyop/Eu ro BaseMetal 03-Apr-2014 05-Dec-20I4 05-Dec-2014 SHORT EUROPEAN CALL XCU i8 750 ID1)..0i USD /f.000)&4125 0 7.000 0000 4: :ail -.)) Subtotal: :./80:: ,A, ;45: DUlola Trade ID DealGrouplD Counterparty Trade Type Trade Date Eff. Date Maturity Date NotAmt 1 Not.Ccy 1 Not.Arnt 2 NotCcy 2 DBPays DBReceives MTM(USD) SOUTHERN FINANCIAL, LLC FixedCashflovefee 17.Apr.2014 I 7.Apr.2014 24-Apr.2014 (3'2 DV) 30) USD (3'I ,..xf2 tti 15/784115 152 Statement ID Subtotal: t311 971 3i.' 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-0 111743 PROT1 PROT0