EFTA Document EFTA01451833

it'T • a s an 71,,ifim,i..7i. ---,-- ,ni,:-.1.,formirmor SOUTHERN MANG Request 182298 As of 22 Jan 14 Jae 22 Jan 2014 Page 2 Of 2 Dwindle Bank AG SOUTHERN FINANCIAL, LLC FX • Option Settlement Not. Ccy Trade ID Counterparty Trade Type Trade Date Maturity Date Date NotAmt 1 1 Not.Amt 2 Not. Ccy 2 Long/ Short Option Style Put/ Call Strike Price MTM(USD) SOJTHERN F% OPTION 214W-2013 20-Nov.2014 25-Nov-2014 (1.003.0:0.00) USD FINANCIAL. LLC SOUTHERN FXOPTION 2141:442313 20-Nov-2014 25-Nov-2014 (21.000.001 USD FINANCIAL, LLC SOUTHERN FXCPTION 214W.2013 20-Nov.2014 25-Nov-2014 (21,000 CDI USD FINANCIAL, LLC SOUTHERN FXOPTION 214W-2013 20-Nov-2014 25-Nov.2014 121.000 001 USD FINANCIAL. LLC SOUTHERN DIMON 17-Jan-2014 17-Apr-2014 21-Apr-2014 (10.000.000.00) USD FINANCIAL LLC SOUTHERN FXOPTION 17-Jan-2014 17.Afx.2014 21.Alx.2014 (10.020,000.03) USD FINANCIAL, LLC 101.030.000 0 [repeated 3 times] 11,000,000.00 11,300,000.03 FY JPY SY PY CAD CAD SHORT LONG [repeated 3 times] SHORT SHORT ELROPEAN ELROPEAN EUROPEAN [repeated 3 times] ELROPEAN CALL [repeated 3 times] 101.0000 0.000D 0.0000 0.0000 1.1000 1.13® :1Y, (.117 II.1 11,054 62 956775 6.24071 1' 7:16Sli t.St 6174096 Subtotal: (141 22r1 2 il Statement ID : Total' 141.226.21: 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 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0 108656 PROT1 PROT0