e an 03 Apr 2014
SOUTHERN FINAN Page 2 Of 2
Request 182298 r
As of 03 Apr 14
Osubchs Bank AO
SOUTHERN FINANCIAL. LW
FX•0pam.
Settlement Not.Ccy Not.Ccy
Trade ID Counterparty Trade Type Trade Date Maturity Date Date Not.Amt 1 1 Not.Amt 2 2 Long/ Short Opbon Style Put/ Call Strike Price MTM(USD)
SOUTHERN ExEurcept 21-Nor-2013 20.flov.2014 25-Nov-2014 (LOCO C(0Y)) USD 101.000.000 JPY SHORT EUROPEAN CALL 1010000 :-th 266::.!
FINANCIAL. LLC
SOUTHERN FXOneBatOneT 21-Nov-2013 20-Nov-2014 25-11m4014 (21.000.(0) USD 0 JPY LONG EUROPEAN 0.0003 10.15998
FINANCIAL. LLC ouchOpt
SOUTHERN FXOneBarOneT 21-Nov-2013 20-Nov2014 25-Nov-2014 (21,M0 00) USD 0 JPY LONG EUROPEAN 0.0000 8,49751
FINANCIAL. LLC ouchOpt
SOUTHERN EXOnef3anOneT 21-Nov-2013 20-Nov-2014 254104014 (21.000 WI USD 0 FY LONG EUROPEAN 0.0000 7,05987
FINANCIAL. LLC ouchOpt
SOUTHERN ExEuroOpl 31-Jan-2014 OI.May-2014 07-May-2014 (10.000,0(A03) USD 1.025000.000 SY SHORT EUROPEAN CALL 1025000 ,175.V.r5 42i
FINANCIAL. LLC
SOUTHERN FXDigtalept 13-Mar-2014 14-Apr-2014 -Apr-2014
15 (1000.0(00D) USD SHORT ELRCPEAN CALL 375960 :la 782(k)
FINANCIAL, LLC
Subtotal. .:•13839.8&
Commodities • Woes
Long! Not.Ccy
Trade ID Counterparty Trade Type Trade Date Maturity Date Settlement Date Short Option Style Putt Call Ref. Entity Not.Amt 1 1 Strike Price MTM(USD)
SOUTHERN FINANCIAL. Commodity 13-Mar.2014 15-May-2014 22-May-2014 LONG EUROPEAN WTI 100.00000 USD 0 CCOO !I' r.-!Ji r.!3!
LLC Derivative
Subtotal: )
Total: (327,775.94)
Statement ID: 182298_20140403_20140404_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-0111372
CONFIDENTIAL SDNY_GM_00257556
EFTA01453639