EFTA Document EFTA01455384

Ds/Ache WRAC' e an coup SOUTHERN FINANCIAL. LLC Request 182298 As of 04 Sep 14 04 Sep 2014 Page 2 Of 2 SOUTHERN FINANCIAL. LLC Trade ID Counterparty Trade Type Trade Date Maturity Date Settlement Date NotAmt 1 Not.Ccy 1 Not.Amt 2 Not.Ccy 2 Long/ Short Opbon Style Putt Call Strike Price MTM(USD) SOUTHERN ExEurcepl 21-Nov.2013 20-Nov-2014 254lov..2014 (1.000 CO3 00; USD 101,000000 ,PY SHORT EUROPEAN CALL 1010000 ;4.] SC, 6.0 FINANCIAL. LLC SOUTHERN FINANCIAL. LLC SOUTHERN FINANCIAL. LLC SOUTHERN FINANCIAL, LLC FXOnegatOneT ouchCpl FXOnegarOneT ouchOpt EXOneganOneT ouchOpt 2 I-NI:y.2013 21-Nov-2013 21-Nov-2013 20-Nov-2014 20.11ov.2014 20-Nov.2014 2541oe2014 25-Nov-2014 25.Nov.2014 (21.00000) (21,C100 COI 1.21.000 061 USD [repeated 3 times] 0 [repeated 3 times] PY SY FY LONG [repeated 3 times] EUROPEAN EUROPEAN EURCPEAN 0.0000 [repeated 3 times] 1.59426 1,020 79 661.28 SOUTHERN ExEuroOpl 06-Jun-2014 08Sep-2014 10-Sep-2014 10.00000000 EUR (13,450.000 03) USD SHORT EIPICKAN PUT 1 3450 (484.32456) FINANCIAL. LLC SOUTHERN FvEurcCpt 06-Jun-2014 08-Sep-2014 10Seμ2014 10,000,000 00 EUR (13.800,000.00) USD LONG EIACCIAN CALL 1.3803 0.00 FINANCIAL, LLC SOUTHERN FkuroOpt 12-Aug-2014 12-Aug.2015 14-Aug•2015 75,000930.00 USD (462.0000W.00) at SHORT EUROPEAN PUT 6.1600 1.2(M,.%0.96) FINANCIAL. LLC SOUTHERN FxEuroOpl 02Sep-2014 08Sep-2014 10Sep2014 CO.D1.3:0 03; EUR 13.450000 00 USD LONG ELPCPEAN PUT 1 3450 484.324 56 FINANCIAL. LLC Subtotal: (2207,51326: Islet Statement ID : (297,673.26) 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) DB-SDNY-0114110 CONFIDENTIAL PROT1 PROT0