EFTA Document EFTA01454421

e an SOUTHERN FINAN Request 18 As of 13 Jun 7,77:57 77.77 13 An 2014 Page 2 0(2 Osubchs Bank AG SOUTIIERN FINANCIAL, LLC Trade ID Counterparty Trade Type Settlement NotCcy Trade Date Maturity Date Date NotAmt 1 1 NotCcy Not.Arnt 2 2 Long/ Short Option Style Put Call Strike Price MTM(USD) SOUTHERN FINANCIAL. LLC SOUTHERN FINANCIAL. LLC SOUTHERN F NANCIAL . LLC SOUTHERN FINANCIAL. LLC SOUTHERN FINANCIAL. LLC SOUTHERN FINANCIAL, LLC ExEurcepl FXOneBarOneT ouchCpl FXOnef3arOneT ouchOpl EXOnellitOneT ouchOpl ExEuroOpl bfuroCp1 21-No./.2013 20.Nov.2014 25-Nov-2014 (1.000000 00) USD 21-Nov-2013 2048,4014 25-Nov-2014 (21.0002) USD 21-No/-2013 20.Nov.2011 25-Nov-2011 (21,ClXl CO) USD 21-Nov-2013 20-Nov.2014 25.Nov.2011 121000 MI USD 06-Jun-2014 08-Sep-2011 10-Sep-2011 10.00000000 EUR 06-Jun-2014 08-Sep-2011 10-Sep-2011 10,000,000 00 EUR 101.030.000 0 [repeated 3 times] (13.450.000 00) 03.800.066.00) JPY [repeated 4 times] LED USD SHORT LONG LONG LOG SHORT LONG EUROPEAN EU1CPEAN EUROPEAN EURCPEAN ELARCPEAN ELRCPEAN CALL PUT CALL 1010000 0.0003 0.0000 0.0000 1.3150 1.3803 (23.%I .67) 10.016 10 7.47804 5,50838 (112 76397) 49.722 46 Subbtal: (63.633 56 Trade ID Counterparty Trade Type Long/ Trade Date Maturity Date Settlement Date Short Option Style PuV Call Ref. Entity Not.Amt 1 NoLCcy 1 Quantity Unit Price Per Unit Strike Price MTM(USD) SOUTHERN FINANCIAL. LLC Commodity0pEu ro Elasebbial 03-Apr.2014 05.Dec.20I 4 O50et-2014 SHORT EURCPEAN CALL XCU 18 rzo.ca A USD i 50 00)1425 0 7.000 0000 (217X2399) Subtotal: :21( 22)3 :..;c: Statement ID : 182298_29140613_20140616_1 Total: (281,004.55) 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-0 112515 PROT1 PROT0