EFTA Document EFTA01452873

T e an SOUTHERN FINAN Request 182298 t, As of 05 Mar 14 P77,77:5777.77 AIMS 0514w 2014 Papa 2 Of 2 O•utudip 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 FtEurolOpI 21-Nor-2013 20Nov2014 25-Nov-2014 (1.0130000 00) USD 101,000,000 FY SHORT ELRCPEAN CALL 1010000 :id 93' 1(.1 710423459 FINANCIAL. LLC 366364436/ SOUTHF_RN FXOneBatOneT 21-Nov-2013 20-Nov2014 25-Nov2014 (21.000.00) USD 0 JPY LONG EUROPEAN 0.0000 13.670 13 710423461 FINANCIAL. LLC outhOpl 366364436r SOUTHERN FXOneBarOneT 21-N4:m2013 20tiov2014 25-Nov-2014 (21.030 00) USD 0 JPY LONG EUROPEAN 0.0000 11.762 26 710423463 FINANCIAL. LLC ouchOpl 366364436/ SOUTHERN FXOnef3a0OneT 21-Nov-2013 20-Nov2014 25.Nov.2014 (21.000 CC USD 0 JPY LONG EUROPEAN 0.0000 10.04036 710423465 FINANCIAL. LLC ouchOpl 377817895i SOUTHERN FxEuroOpl 17-Jan-2014 17.A/x.2014 2144x-2014 (10.000.0(0 00) USD 11,003,000.00 CAD SHORT EIPICPEAN CALL 1.1000 ('31086783 737154817 FINANCIAL. LLC 3778178W SOUTHERN FXOneBarEuro 17-Jan-2014 17-Apr-2014 21-Apr-2014 (10.CCO.00O OD) USD 11,300,00000 CAD SHORT ELRCPEAN CALL 1.1300 14.501 00 737154818 FINANCIAL, LLC OPI 381388504/ SOUTHERN FiEuroOpl 31-Jan-2014 01-May-2014 07-May-2014 /10B:0.320.00) USD 1025.000000 JPY SHORT EUROPEAN CALI. 1025000 1128237 49) 745230311 FINANCIAL. LLC Subtotal: (24,3 282 64; Total: (248.283.64) Statement ID : 182298_20140305_20140306_1 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 a CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0110168 PROT1 PROT0