I e an 240:t 2014
SOUTHERN FINAN Paps 2 Of 2
Request 182298 h.
As of 24 Oct 14
Deulths Bat AO
SOUTHERN FINANCIAL, LLC
PS • Oplbss
Settlement Not.Ccy Not.Ccy
Trade ID Counterparty Trade Type Trade Date Maturity Date Date NotAmt 1 1 Not.Amt 2 2 Long/ Short Option Style Put/ Call Strike Price MTM(USD)
366364435, SOUTHERN FxEurcepl 21-Nov-2013 20-Nov2014 25.11ov.2014 (1.003 CO3 CV, USD 101,000.000 FY SHORT EUROPEAN CALL 1010000 ie./3,400/i
710423459 FINANCIAL. LLC
3663644M/ SOUTHERN FXOneBatOneT 21-Nov-2013 20-Nov-2014 2541or.2014 (21.000.00) USD 0 JPY LONG EUROPEAN 0.0003 93.40
710423461 FINANCIAL. LLC owhOpt
366364436/ SOUTHERN FXOneBarOneT 21-Nov-2013 2011ok2014 25-Nov-2014 (21,M0 DOI USD 0 JPY LONG EUROPEAN 0.0000 50.74
710423463 FINANCIAL LLC ouchOpt
366364436/ SOUTHERN FXOnef3anOneT 21-Nov-2013 20-Nov-2014 25.Nov.2014 121.000R USD 0 FY LONG EUROPEAN 0.0000 27.55
710423465 FINANCIAL.U.0 ouchOpt
418622243/ SOUTHERN FxEuroOpt 12-Aug-2014 12-Aug-2015 14.Aug.2015 75.00000000 USD (462000.000 00) C144 SHORT ELRCPEAN PUT 6.1600 (258.676 101
8344623% FINANCIAL. LLC
Subtotal: (324 749 06:
Baal: (324,748.08)
Statement ID: 182298_29141024_201410271
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-0114922
CONFIDENTIAL SDNY_GM_00261106
EFTA01455907