30 My 2014
Pap 2 Of 2
Douro Bank AG
SOUTHERN FINANCIAL, LLC
FX • Options
Settlement Not.Ccy Not Ccy
Trade ID Counterparty Trade Type Trade Date Maturity Date Date NotArnt 1 1 Not.Amt 2 2 Long/ Short Option Style Put/ Call Strike Price MTM(USD)
SOUTHERN ExEurcON 21-Nor.2013 2040%42014 25-Nov-2014 (1.000 COD Cr;i: USD 101.000,000 JPY SHOAT EUROPEAN CALL 1010000 ;4.) 259 C-.10)
FINANCIAL. LLC
SOUTHERN FXOneBanDneT 21-Nov-2013 20-Nov-2014 25-Nov.2014 (21.00000) USD 0 JPY LONG EUROPEAN 0.000D 12,117 29
FINANCIAL. LLC ouchOpt
SOUTHERN FXOnef3arOneT 21-Nov-2013 20.11ov.2014 25-Nov-2014 (21.0)0 00) USD 0 JPY LONG EUROPEAN 0.0000 1025578
FINANCIAL. LLC ouchOpt
SOUTHERN EXOnef3anOneT 21-Nov-2013 20-Nov.2014 254104014 (21.000 WI USD 0 PT LONG EURCPEAN 0.0000 0610 96
FINANCIAL. LLC ouchOpt
SOUTHERN ExEuroOpl 31-Jan-2014 01.May-2014 07-May-2014 (10000.003 CO) USD 1.025000.000 SY SHORT ELIRCPEAN CALL 1025000 (I 22819 56)
FINANCIAL. LLC
SOUTHERN EXThg atcpt 13-Mar.2014 14-Apr-2014 15-4r-2014 (1,00.0000D) USD SHORT ELRCPEAN CALL 375660 (45.1® 17)
FINANCIAL. LLC
Subtotal: (17133539:
Commodities - DarNadvas
Long! Not.Ccy
Trade ID Counterparty Trade Type Trade Date Maturity Date Settlement Date Short Option Style Put/ Call Ref. Entity Not.Amt 1 1 Strike Price MTM(USD)
SOUTHERN FINANCIAL. Commodity 13.lilar.2014 15.May-2014 22.May-2014 LONG ELRCFEAN WTI 100.00000 USD 0 CODO
LLC Derivative
Subtotal. CI 3?
Total: (391,234.26)
Statement ID : 182298_20140328_20140331_1
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-0 111066
CONFIDENTIAL SDNY_GM_00257250
EFTA01453466