SOUTHERN TRUST COMPANY,INC ACCT
For the Period 11/1/13 to 11/30113
Adjusted Cost Unreakzed Est. Annual Income
Pnce Quantity Value Original Cost Gain/Loss Acaued Interest Yield
Foreign Exchange & Non-USD Fixed Income
JPY PUT USD CALL 0.02 (204,000,000.00) (31,558.27) (37,400.00) 5,841.73
FX EUROPEAN STYLE OP
FEB 06, 2014 a 102
14: 6 1
NM CALL USD PUT 2.21 (2,000,000.00) (44,178.99) (15,260.00) (28,898.99)
FX EUROPEAN STYLE OPTION
FEB 06, 2014 (1.8
d( 7
Total Foreign Exchange 8 Non-USD Fixed Income ($113,626.06) (8201,744.71) $89,219.65 $0.00 0.00%
Market Value
Receivable
Trade Date Currency Amount Contract Current Market Market Value Unrealized
Settlement Date Counter Currency Counter Amount Rate Forward Rate Payable Gain/Loss
Foreign Exchange Contracts
JAPANESE YEN Nov. 20 13 JPY (490.445.000 00) 100 000000 102.358870 4,904,460.00 113,023.55
US DOLLAR Dec. 613 USD 4,904,450 00 4,791,426.45
POUND STERLING Nov. 20 13 GBP (3.000.000 00) 1.614000 1 637977 4,842,000.00 (71.930 88)
US DOLLAR Dec. 613 USD 4.842.000.00 4,913,930.88
Total Foreign Exchange Contracts $8,748,450.00 $41,092.67
$9,706,367.33
JP Morgan Page 7 of 23
Confidential Treatment Requested by JPMorgan JPM-SDNY-00024348
Chase
CONFIDENTIAL SDNY_GM_00293546
EFTA01500359