EFTA01449601

SOUTHERN FINANCIAL LLC ACCT. W91850003 For the Period 8/1/13 to 8/31/13 Portfolio Activity Detail - Swiss Franc INFLOWS & OUTFLOWS Type Description Quantity Amount USD Currency Gain/Loss USD Settle Date Selection Method Local Value Foreign Exchange - Inflows 818 FX Fwd Contract SETTLE FORWARD CURRENCY CONTRACT BUY CHF SELL (5,000,000.000) 6.676.819.32 EUR CONTRACT RATE : 1.227600000 TRADE 5106/13 6.138.000 00 VALUE 8108/13 (ID: OCHFPR-AA-4) 8/14 Spot FX LINKED CURRENCY TRANSACTION - BUY BUY CHF SELL (168,156.440) 168,156.44 USD EXCHANGE RATE .921588000 DEAL 08/09/13 154,970.96 VALUE 06/14/13 (ID: OCHFPR-CV-6) 8/15 Spot FX LINKED CURRENCY TRANSACTION - BUY BUY CHF SELL (171,083.800) 171,063.80 USD EXCHANGE RATE .924191000 DEAL 08/12/13 158095.62 VALUE 08/15/13 (ID: OCHFPR-AA-4) Total Foreign Exchange - Inflows $7,016,039.56 $0.00 Type Amount USD Currency Settle Date Selection Method Descnption Quantity Local Value Gain Loss USD Foreign Exchange -Outflows 8 FX Fwd Contract (6,676.819.31) SETTLE FORWARD CURRENCY CONTRACT BUY EUR SELL 4,904,318.840 CHF CONTRACT RATE : 1.251 550000 TRADE 5/23/13 (6,137 999 99) VALUE 8108/13 (ID: OCHFPRAA-4) J. P. M organ Account W91850003 Page 45 of 48 Consolidated Statement Page 48 CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0105054 CONFIDENTIAL SDNY_GM_00251238 EFTA01449601