OO
zz
m m
5 5
mm
zz
C
Al
C SOUTHERN TRUST COMPANY, LNC ACCT.
z
For the Peeled 7/1/13 to 7131/13
O
Note: ' This is the Annual Percentage Yield (APY) which is the rate earned ii balances ro.nain on deposit for year with compourdrig, there is 03 change In the Interest rate and all interest
m is lelt in the account.
C) Cash & Fixed Income Detail
Adjusted Cost Unrealized Est. Annual Income
Pries Quantity Vakie Original Cost Gain/Loss Mowed Interest Yield
co
to Cash
US DOLLAR 1.00 5,337,800.00 5,337,800.00 5,337,800.00 533.78 0,01% 1
1927
COST OF PENDING PURCHASES 1.00 (30,61500) (30,615.00) (30,615.00)
Total Cash $5,307,185.00 $5,307,185.00 $0.00 $633.76 0.01%
$1927
Complementary Structured Strategies
AUD CALL USD PUT 0.63 (10,000,000.00) (62,685.10) (96,350.00) 33,864.90
FX EUROPEAN STYLE OPTION
JAN 24, 2014 ®.94
IC ®0.96 KO 0 0.88
XAUDCA-FK-Z
CAD CALL USD PUT 0.99 (10,200,000.00) (100,480.67) (91,000.00) (9,480.67)
EX EUROPEAN STYLE OPTION
JAN 24, 2014 0 1.02
IC 0 1.005 KO 0 1.056
XCADCA-FF-Z
JPY CALL. USD PUT 0.01 (475,000,000.00) (67,087.03) (71,250.00) 4,18297
FX EUROPEAN STYLE OPTION
JAN 29,2014 0 95.
Kt 0 94 KO 0101
XJPYCA-UW-Z
Page 5 of 14
J.P. Morgan
EFTA01344347