SOUTHERN FINANCIAL LLC ACCT. W91850003
For the Period 8/1/13 to 8/31/13
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
CANADIAN DOLLAR Aug. 23 13 CAD (5,000,009.00) 93.730000 92.900150 4,777,445.75 42,297.72
JAPANESE YEN Oct. 1013 JPY 458,550,000.00 4,735,148.03
J.P Morgan Account W91850003 Page 19 of 48 Consolidated Statement Page 22
Confidential Treatment Requested by JPMorgan JPM-SDNY-00023396
Chase
CONFIDENTIAL SDNY GM_00292594
EFTA01499608