EFTA01499629

SOUTHERN FINANCIAL LI.0 ACCT. Mt For the Period 811/13 to 8/31/13 Portfolio Activity Detail - Japanese Yen 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 JPY SELL (7,500,000.000) 7,577,145.49 CAD CONTRACT RATE : 98.710000000 TRADE 5/23/13 740325,000.00 VALUE 8/28/13 (ID: OJPYPR-AA-9) Type Amount USD Currency Settle Date Selection Method Description Quantity Local Value Gaintoss USD Foreign Exchange - Outflows 8/28 FX Fwd Contract SETTLE FORWARD CURRENCY CONTRACT BUY CAD SELL 2,500,000.000 (2,477,099.43) JPY CONTRACT RATE : 96.810000000 TRADE 6/10/13 (242,025,000.00) VALUE 8/28/13 (ID: OJPYPR-AA-9) 8/28 Spot FX SPOT CURRENCY TRANSACTION - SELL BUY CAD SELL 5,000,000.000 (4,750,819.52) (53,438.20) JPY EXCHANGE RATE 90.880000000 DEAL 08/23/13 (489,400,000.00) VALUE 08/28/13 (ID: OJPYPR-AA-9) 8/28 Spot FX SPOT CURRENCY TRANSACTION - SELL BUY USD SELL 297,447.510 (297,447.51) 1,859.17 JPY EXCHANGE RATE 97.160000000 DEAL 0827/13 (28,900,000.00) VALUE 08(28/13 (I0: 0JPYPR-AA-9) Total Foreign Exchange - Outflows (67.525,388.46) ($61,779.03) J.P Morgan Account Page 40 of 48 Consolidated Statement Page 43 Confidential Treatment Requested by JPMorgan JPM-SDNY-00023417 Chase CONFIDENTIAL SDNY_GM_00292615 EFTA01499629