EFTA Document EFTA01452777

i ,n . e an SOUTHERN FINAN Request 182298 t, As of 28 Feb 14 rirrrir...3.... 77751 23Feb 2014 Pap 2 Of 2 Deutsch* Berk AO SOUTHERN FINANCIAL. LW Settlement NotCcy NotCcy Trade ID Counterparty Trade Type Trade Date Maturity Date Date NotAmt 1 1 Not.Arnt 2 2 Long/ Short Option Style Putt Call Strike Price MTM(USD) 366364436/ SOUTHERN FxEurcepl 21-Nor-2013 20-Nov-2014 25-Noy-2014 (1.0130033 00) USD 101.030.000 FY SHORT EUROPEAN CALL 1010000 : it( 2:'2 15( 710423459 366364436/ 710423461 366364436I 710423463 366364436/ 710423465 FINANCIAL. LLC SOUTHERN FINANCIAL. LLC SOUTHERN FINANCIAL. LLC SOUTHERN FINANCIAL. LLC FXOneBanDneT owhOpl FXOne8arOneT ouchOpl FXOneemOneT ouchOpl 21-Np2013 [repeated 3 times] 20-Nov-2014 20-Nov2014 20-Noy-2014 25-Nov-2014 25-Np2014 25-Nov-2014 (21.000.00) (21,M0001 (21.000 061 USD 0 JPY LONG EUICIREAN EUROPEAN EUROPEAN 0.0000 0.0000 1437356 12.447 48 10.69238 377817895/ SOUTHERN FxEuroOpl 17-Jan-2014 17-Ap-2014 21-Arx-2014 (10.603.0O3 0:0 USD town CO CAD SHORT EUROPEAN CALL 1.1000 (139.940 A 737154817 FINANCIAL. LLC 3778178W SOUTHERN FXOneBarEuro 17-Jan-2014 17-Apr-2014 21-Ap2014 00930.0(00D) USD 11300,00000 CAD SHORT EUROPEAN CALL 1 ,13C0 17.68285 737154818 FINANCIAL, LLC CPI 381388504/ SOUTHERN FkutoOpl 31-Jan-2014 01-May-2014 07-May-2014 ('0,0:0.0236x) USD 1.025.000,000 JPY SHORT EUROPEAN CALL 1025003 (123.C419, P33) 745230311 FINANCIAL. LLC Subtotal: (245.715 91) Total: (245.715.91) Statement ID : 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 110013 PROT1 PROT0