EFTA Document EFTA01455657

e an SOUTHERN FINAN Request 182298 it, As of 24 Sep 14 aS 24 Sep 2014 Page 2 Of 2 Deulths Bank AO SOUTHERN FINANCIAL, LLC PS • OiSbes 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(USD) 3663644351 SOUTHERN ExEurcepl 21-Nov-2013 20-Nov2014 25-Nov-2014 (1000 WO Cr.4 USD 101.030.000 RV SHORT EUROPEAN CALL 1010000 ;71 (::" CC? 710423459 FINANCIAL. LLC 3663644M/ SOUTHERN FXOneBatOneT 21-Nov-2013 20-Nor-2014 25-Nov-2014 (21.000.00) USD 0 JPY LONG EUROPEAN 0.0003 278 02 710423461 FINANCIAL. LLC ouchCpl 366364436/ SOUTHERN FXOneBarOneT 21-Nov-2013 2011ev.2014 25-Nov-2014 121,C DOI USD 0 JPY LONG EUROPEAN 0.0000 171 13 710423463 FINANCIAL. LLC ouchOpt 366364436/ SOUTHERN EXOnef3atOneT 21-Nov-2013 20-Nov.2014 25-Nov-2014 1.21.000 00; USD 0 FY LONG EUROPEAN 0.0000 104.71 710423465 FINANCIAL.U.0 ouchOpt 418622243/ SOUTHERN ExEuroOpl 12-Aug-2014 12-Aug-2015 14.Aug.2015 75.00000000 USD (462.000.000 00) cmi SHORT ELFICKAN PUT 6.1600 ;228 047M 8344623% FINANCIAL. LLC Subtotal: (a41.364 a): Imo; (299.064.80) Statement ID: 18229829140924_201409251 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-0114536 PROT1 PROT0