EFTA Document EFTA01455300

en I" e an SOUTHERN FINAN Request 182298 t, As of 26 Aug 14 PIT77,77:5777.77 26Aug 2014 Rags 2 Of 2 Osubchs Sank AO SOUTHERN FINANCIAL, LW Settlement NotCcy NotCcy Trade ID Counterparty Trade Type Trade Date Maturity Date Date NotAmt 1 i Not.Arnt 2 2 Long/ Short Option Style Putt Call Strike Price MTM(USD) 366364436, SOUTHERN ExEural 21-Nov2013 20410%42014 25-tlov-2014 (1.020200) USD 101.030.000 FY SHORT EUROPEAN CALL 101 020 (32.3o9.30 710423459 FINANCIAL. LLC 3663644M/ SOUTHERN EXOneBarOneT 21-Not-2013 20-Nov-2014 25-Nov-2014 (21.OOO.CO) USD 0 JPY LONG EUROPEAN 0.0000 2.96035 710423461 FiNANCIALLLC ou310p1 366364436/ SOUTHERN FXOnef3arOneT 21-Nor-2013 2011ov.2014 25-Nov-2014 (21,20 00) USD 0 JPY LONG EUROPEAN 0.0000 127.59 710423463 FINANCIAL. LLC ouchOpl 366364436/ SOUTHERN EXOnef3anOneT 21-Nov-2013 20-Nov-2014 254104014 121.000 MI USD 0 FY LONG EURCPEAN 0.0000 1,27089 710423465 FINANCIAL.U.0 ouchOpl 407339131/ SOUTHERN ExEuroOpl 06-Jun-2014 08-Sep-2014 10-Sep-2014 10.00000000 EUR (13450,000 00) USD SHORT EIPICPEAN PUT 1 3450 (248.1252) 806424249 FINANCIAL. LLC 407339131/ SOUTHERN FxEurcCpt 06-Jun-2014 08-Sep-2014 10-Sep-2014 10,0200000 EUR (13.800.000.00) USD LONG ELRCPEAN CALL 1,3800 10.31 806424264 FINANCIAL, LLC 418822243, SOUTHERN F)EuroOpt 12-Aug-2014 12-Aug.2015 14.Aug.2015 15,000,030.00 USD (462.000,000.00) CbH SHORT EUROPEAN PUT 6.1600 1219337.93) 834462396 FINANCIAL. LLC Subbtat (463.33326, latak (493,303.16) Statement ID : 18229820140826201408271 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-0114004 SDNY_GM_00260188 EFTA01455300