SOUTHERN TRUST COMPANY,INC ACCT.
For the Period 1/1/14 to 1/31/14
Adjusted Cost Unrealized Est. Annual Income
Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield
Foreign Exchange & Non-USD Fixed Income
CAD CALL USD PUT (4,590,000.00) (58,500.00) 58,500.00
FX EUROPEAN STYLE OPTION
FEB 11,2014 1.02
XCADCA-FG-Z
JPY PUT USD CALL (204,000,000.00) (10.03) (37,400.00) 37,389.97
FX EUROPEAN STYLE OP
FEB 06.2014 fa 102
KIC 106
XJPYPB-GD-Z
NZD CALL USD PUT 1.02 (2.000.000 00) (20,444.00) (15,280.00) (5,164.00)
FX EUROPEAN STYLE OPTION
FEB 06, 2014 C.8
KO (g 0.T7
XNZDCA-DE-Z
Total Foreign Exchange & Non-USD Fixed Income (S20.456.16) (5122,220.00) $101,763.84 $0.00 0.00%
Market Value
Receivable
Trade Date Currency Amount Contract Current Market Market Value Unouthzed
Settlement Date Counter Currency Counter Amount Rate Forward Rate Payable Gain/Loss
Foreign Exchange Contracts
JAPANESE YEN Jan. 30 14 JPY (490,445,000.00) 102.820000 101.982208 4,769,937.76 (39,185.42)
US DOLLAR Feb. 6 14 USD 4,769,937.78 4,809,123.18
JP Morgan Page 6 of 12
Confidential Treatment Requested by JPMorgan JPM-SDNY-00024469
Chase
CONFIDENTIAL SDNY_GM_00293667
EFTA01500443