EFTA Document EFTA01455568

e an SOUTHERN FINAN Request 182298 it, As of 16 Sep 14 I 16 Sep 2014 Page 2 Of 2 Deulths Bank AO SOUTHERN FINANCIAL, LLC OS-00m Settlement Not.Ccy Not.Ccy Trade ID Counterparty Trade Type Trade Date Maturity Date Date NotAmt 1 1 Not.Amt 2 2 Long/ Short Option Style Put/ Call Strike Price MTM(USO) 366364435, SOUTHERN FxEurcepl 21-Nok2013 20.11o/2014 25-Nov-2014 (1.000(03(ft, USD 101.030.000 JPY SHORT EUROPEAN CALL 1010000 :CC 238:1! 710423459 FINANCIAL. LLC 3663644M/ SOUTHERN FXOneBarOneT 21-Nov-2013 20.W/2014 2541ov.2014 (21.00000) USD 0 JPY LONG EUROPEAN 0.000D 914.83 710423461 FINANCIAL. LLC oichOpt 366364436/ SOUTHERN FXOne8arOneT 21-Nor.2013 2911tiv2014 2541o4014 (21.030 DOI USD 0 JPY LONG EUROPEAN 0.0000 609.97 710423463 FINANCIAL. LC ouchOpt 366364436/ SOUTHERN FXOnef3arOneT 21-Nov-2013 20-Nov.2014 25.Nov.2014 121.0IXI MI USD 0 FY LONG EtPCPEAN 0.0000 40948 710423465 FINANCIAL.U.0 ouchOpt 418822243/ SOUTHERN FxEuroOpt 12-Aug-2014 12-Aug-2015 14.Aug.2015 75.00000000 USD (462000.000 00) CM-I SHORT EIPCPEAN PUT 6.1600 r.%651 74 8344623% FINANCIAL. LLC Subtotal: (222.256 17: Baal: (222,256.17) Statement ID: 18229829140916_20140917_1 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-0114399 SDNY_GM_00260583 EFTA01455568