SOUTHERN FINANCIAL LLC ACCT.
For the Period 8/1/13 to 8/31/13
Portfolio Activity Detail - Canadian Dollar
INFLOWS & OUTFLOWS
Type Amount USD Currency
Settle Date Selection Method Description Quantity Local Value Gaintoss USD
Foreign Exchange - Inflows
8/28 FX Fwd Contract SETTLE FORWARD CURRENCY CONTRACT BUY CAD SELL (242,025,000.000) 2,384,131.22
JPY CONTRACT RATE : 96.810000000 TRADE 8/10/13 2,500,000.00
VALUE 8/28/13 (ID: OCADPR-AA-6)
8/28 Spot FX SPOT CURRENCY TRANSACTION - BUY BUY CAD SELL (469,400.000.000) 4,750,819.52
JPY EXCHANGE RATE 93.880000003 DEAL 08/23/13 5,000,000.00
VALUE 08)28/13 (ID: OCADPR-AA-6)
Total Foreign Exchange - Inflows 87,134,95014 60.00
Type Amount USD Currency
Settle Date Select on Method Description Guantfty Local Value Gain/Loss USD
Foreign Exchange - Out0ows
828 FX Fwd Contract SETTLE FORWARD CURRENCY CONTRACT BUY JPY SELL 740,325,000.000 (7,134.950.74) 17.44293
CAD CONTRACT RATE : 96.710000000 TRADE 5/23/13 (7,500,000.00)
VALUE 8128/13 (ID: OCADPRAA-6)
J.P.Morgan Account Page 34 of 48 Consolidated Statement Page 37
Confidential Treatment Requested by JPMorgan JPM-SDNY-00023411
Chase
CONFIDENTIAL SDNY_GM_00292609
EFTA01499623