EFTA Document EFTA01420655

FX True/False Database ID Version Status Structure ID Trade Type ry Date Settlement Date FarSettlement Date Counterparty Currency Pair ter CCY Amount Strike Call/Put Premium Amount Premium Currency Up Mark Up CCY Salesperson Source System Notes Product Type ) Revenues (EUR) Revenues (USD) TRUE 1.607091749E9 3 Open 6.83213634E8 FxNonDeliverableForward 5/18 SOFL USDARS -2738023.95 54870000 - MAXMCHR RMS DF Mid 48 Ex pts 48.46 and TRUE 3/18 7-Mar-18 20.02 2833 0 0 1.607099785E9 15-Jun-18 20.99 2086 0 2086 TRUE 1.608439409E9 30-Apr-18 2500 EUR T- RUE 1.618883809E9 30-Apr-18 3125 EUR D- RUBIN TRUE 1.632404274E9 SOFL EURCHF 2- 563.32 EUR MAXMCHR TRUE 1.632474102E9 CHR TRUE n-18 426.29 TRUE 5/18 5871 TRUE 3/18 2- 642 TRUE 1.664455332E9 18-Jun-18 -19428.20 TRUE 1.664455333E9 18-Jun-18 32534.85 TRUE 1.664455334E9 18-Jun-18 -8934.44 TRUE 1.671991591E9 eb-18 SOFL USDPLN EUR MAXMCHR RMS TRUE 1.674125364E9 18-Jun-18 3500 EUR T- RUE 1.674125365E9 18-Jun-18 T- RUE 1.674125366E9 18-Jun-18 TRUE T- RUE T- RUE SOFL USDCHF RMS 1.656405934E9 4 SOFL USDPLN EUR MAXMCHR RMS 1.658505846E9 2 19-Jun-18 23.28 5871 USD U- SD 2833 3 U- SD Trade Date Expi Notional Amount Coun Trader Rate Mark 401209 Revenue (USD 01/24/18 03/0 20.04 - FxNonDeliverableForw Open 6.83216245E8 FxNonDeliverableForward 01/24/18 06/1 SOFL USDARS -1422930.54 29910000 21.02 - MAXMCHR RMS df mid 143 Ex pts 146 FxNonDeliverableForward 0 4 Open SOFL EURUSD AGLIJOE RMS 3 Open SOFL EURUSD RMS 1 Open 10000000 RMS 1 Open 6264.48 -5950 FxSpot 0 1.660577771E9 15-Jun-18 24.15 2642 1.638771734E9 401209 EURUSD MAXMCHR RMS 1.641932758E9 401209 EURUSD MAXMCHR RMS 1.662455019E9 401209 EURUSD MAXMCHR RMS T- RUE 1.67910758E9 un-18 - 401209 110.0431 873252 0 TRUE 1.679109614E9 401209 USDHKD MAXMCHR RMS T- RUE 1.682191553E9 401209 USDHKD MAXMCHR RMS -1 384.1059309030009 EURUSD 1.16 SOFL MAXMCHR 3 SOFL MAXMCHR 3 SOFL MAXMCHR 3 2 U- SD 6.83661816E8 FxEuroOpt -8500000 10455000 mid 97,260 FxEuroOpt 6.87168986E8 FxEuroOpt 8500000 -10455000 1.23 FxEuroOpt 6.91750475E8 -11697050 FxSpot 0 6.91773044E8 0.9498 - 0 01/25/18 1.23 P O 2500 02/12/18 O -128000 0 3125 FxSpot 03/08/18 1.169705 2563.32 FxSpot 03/08/18 0.9498 - Open 6.99909007E8 FxForward 04/30/18 -1367521.37 4800000 3.51 - [repeated 3 times] DF Mid -10.36 Ex pts 4 FxForward 0 426.29 Open 7.00611175E8 FxNonDeliverableForward 05/03/18 SOFL USDARS -2502421.77 58381500 23.33 - AGLIJOE RMS mid pts = FxNonDeliverableForward 0 Open SOFL MAXMCHR 04/26/18 100000 USD 04/26/18 USD 12 -Mar -18 12-Mar-18 MAXM 1-Ju -3 .508679 06/1 0 7.01304249E8 FxNonDeliverableForward 05/08/18 06/1 USDARS -1235950.41 29910000 24.20 - - RMS Ex pts 95 FxNonDeliverableForward 0 0 2 Open 7.02598133E8 SOFL EURUSD -10000000 EUR MAXMCHR RMS - 2 Open 7.02598133E8 SOFL EURUSD 20000000 EUR MAXMCHR RMS - 2 Open 7.02598133E8 SOFL EURUSD -10000000 EUR MAXMCHR RMS - 4 Open 7.05132082E8 -1292186.18 - - DF mid -23.50 Ex pts -15.65 6 Open 7.05849143E8 EURUSD 10000000 RMS Open EURUSD RMS - FxEuroOpt 0 Open 7.05849143E8 FxEuroOpt 05/31/18 EURUSD 10000000 -11500000 1.15 P RMS - FxEuroOpt 0 0 Open 6.93848144E8 FxSpot 03/21/18 -398769.28 489788.37 1.22825 - - n4g023804/1.22855/EUR FxSpot 119.63078399998683 2 Open 6.94925985E8 FxSpot 03/27/18 -391373.62 485420.70 N4G023804/1.2408/EUR FxSpot 2 Open 7.01917771E8 909941.10 -1085168.46 1.19257 - - n4g023804/1.19207/EUR FxSpot 454.97054999994987 0 2 Open 7.07500186E8 FxForward 06/11/18 USDJPY -205435.04 22606709 110.0431 - - MAXMCHR RMS N4G023804/110.0439/JPY FxForward FxEuroOpt 11800000 FxEuroOpt FxEuroOpt -23200000 FxEuroOpt FxEuroOpt 11500000 FxEuroOpt FxSwap 05/29/18 05/15/18 06/14/18 1.18 P 41250 USD O -19428.20 05/15/18 06/14/18 1.16 P 0 USD O 32534.85 05/15/18 06/14/18 1.15 P 0 USD O -8934.44 - 07-F 3- .714434 60 60 05/31/18 1.18 P 3500 05/31/18 1.16 P 0 FxSwap 0 FxEuroOpt -11800000 FxEuroOpt 0 7.05849143E8 FxEuroOpt -20000000 23200000 1.2403 - 195.68680999997844 FxSpot 05/10/18 0 0 2 Open 7.07500886E8 -2317868.49 1.818727098E7 N4G023804/7.84855/HKD FxSpot 2 Open 7.08504429E8 -125157.76 982444.65 n4g023804/7.8510/HKD FxSpot 16346.819999999998 13432 FxSpot 06/11/18 7.84655 - 590.7993933641599 FxSpot 06/15/18 7.84965 - 21.52490569643880- 7 0 0 06/14/18 -68500 USD 06/14/18 0 USD 06/14/18 0 USD 23 -Mar -18 1.22825 - 29 -Mar -18 1.2403 - 14-May-18 1.19257 - 14-J 1- .4934878424 13-Jun-18 7.84655 - 20-Jun-18 7.84965 - PROT0 in USD-> AA26*1.16962.311199999996 TOTAL AA28+AB262394.311199999996 &aerial unicode ms,Regular"For internal use only PROT1 OTC Counterparty Name Coverage Office Location TRADE ID e Date Maturity Date Notional Revenue Southern Financial LLC (SOUTHFINANMD) Terri Sohrab (MZ) curve cap 01/12/18 04/12/18 100000000 Southern Financial LLC (SOUTHFINANMD) Terri Sohrab (MZ) 01/12/18 01/16/20 12800000 2500 Southern Financial LLC Yr10YR curve cap wap 01/12/18 et swap (XS1715303779) et swap (XS1715303779) ve Cap 0.07% strike ve Cap 0.10% strike SUM(12:19)@488.25 &"arial unicode msf Regular"For internal use only (SOUTHFINANMD) 01/12/18 (SOUTHFINANMD) 01/16/20 (SOUTHFINANMD) 04/13/18 (SOUTHFINANMD) 05/10/18 (SOUTHFINANMD) 05/22/18 (SOUTHFINANMD) 06/01/18 Terri Sohrab 04/12/18 Terri Sohrab 12800000 Terri Sohrab 01/15/28 Terri Sohrab 05/14/18 Terri Sohrab 05/22/20 Terri Sohrab 06/01/20 NY 4000 NY (MZ) NY 100000000 (MZ) NY 0 (MZ) NY 1232550 18488 (MZ) NY 1232550 2000 (MZ) NY Trade Description Trad ND814115M D814527N ND814115M 0 D814527N G175714L .25 G175714L NG310526M 45000000 6750 (MZ) NY NG348669M 45000000 6750 3M1 5Yr10YR 2yr swap Unwind 3M1 5 Unwind 2yr s lOy xccy ass lOy xccy ass 2y 10y2y Cur 2y 10y2y Cur PROT2 FI As of Date Security Description B/S 1 Commission Currency Identifier Amount Price Settle Date Counterparty Tota 01/25/2018 BPL 6 3/8 01/22/78 5 1000 101.875 01/29/2018 N4G0238121 1250 USD 118230A50 01/25/2018 FTR 8 1/2 04/15/20 1000 96.158 01/29/2018 N4G0238041 1250 USD 35906AAH1 03/20/2018 SERV 7 1/4 03/01/38 500 100.475 03/22/2018 N4G0238041 625 USD 81760NAB5 03/29/2018 AIZ 7 03/27/48 5 2000 102 04/03/2018 N4G0238041 2500 USD 04621XAK4 04/13/2018 ARGENT 5 1/4 01/15/28 S 1000 100.85 04/17/2018 N4G0238041 1400 EUR X51715303779 05/08/2018 ARGENT 5 1/4 01/15/28 B 1000 89.34 05/10/2018 N4G0238041 0 EUR X51715303779 05/18/2018 4BSSBZ 7 3/4 10/28/20 5 1000 102.655 05/22/2018 N4G0238041 1250 USD USA29866AA70 06/01/2018 DB 4 7/8 12/01/32 5 1000 86.825 06/05/2018 N4G0238041 1250 USD 251526BN8 06/01/2018 DB 4.296 05/24/28 5 1000 91.777 06/05/2018 N4G0238041 1250 USD 251525AM3 SUM(H2:H10)775 Snarial unicode ms,Regular"For internal use only PROT3