EFTA Document EFTA01452707

rig" e an SOUTHERN FINAN Request 182298 t, As of 24 Feb 14 ri.77-73:77-nmermin 24 Feb 2014 Pap 2 Of 2 ONRiWw Bork AO SOUTHERN FINANCIAL. LW Settlement NotCcy NotCcy Trade ID Counterparty Trade Type Trade Date Maturity Date Date NotAmt 1 1 Not.Arnt 2 2 Long/ Short Option Style Putt Call Strike Price MTM(USD) 366364436/ SOUTHERN FtEurcepl 21-Nor-2013 20410%42014 25-tlov-2014 (1.200200) USD 101,000,000 FY SHORT EUROPEAN CALL 101 0003 (40.07280 710423459 366364436/ 710423461 366364436l 710423463 366364436/ 710423465 FINANCIAL. LLC SOUTHF_RN FINANCIAL. LLC SOUTHERN FINANCIAL. LLC SOUTHERN FINANCIAL. LLC FXOneBanDneT outhOpl FXOneBarOneT ouchOpl FXOnef3anDneT ouchOpl 21-Nov-2013 21-N0/.2013 21-Nov-2013 20-Nov-2014 20-Nov-2014 20-Nov-2014 25-Nov-2014 25-Nov-2014 25-Nov-2014 (21.00090) (21,(IX CO) (21(A021 USD USD USD 0 0 0 JPY JPY PY LONG LONG LONG EUROPEAN EUROPEAN EUROPEAN 0.0000 0.020 0.0000 1348053 11,61661 9,93988 377817895/ SOUTHERN FtEuroOpl 17-Jan-2014 17.A4x.2014 21-Apr-2014 (10,00000000) USD 11.coosoo CO CAD SHORT EUROPEAN CALL 1.1000 '.480:11 541 737154817 FNANCIAL. LLC 377817895/ SOUTHERN FXOneBarEuto 17-Jan-2014 17-Apr-2014 21-Apr-2014 (1020.200D) USD 11,300,00000 CAD SHORT EUROPEAN CALL 1,1300 25.48405 737154818 FINANCIAL, LLC CPI 381388504/ SOUTHERN FkuroOpl 31-Jan-2014 01-May-2014 07-May-2014 (1020.20.2) USD 1.025.000,000 JPY SHORT EUROPEAN CALI. 102 523 t144..`,2iiilt 745230311 FINANCIAL. LLC Subtotal: (272 1.,. -• 9(;: ToW: (272.149.95) Statement ID : The valuation information set forth in this statement is prowled 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 109894 SDNY_GM_00256078 EFTA01452707