dOL
Cr A AS
er
SOUTHERN FINANCIAL, ACCT
For the Period 9/1/13 to 9/30113
Adjusted Cost Unrealized Est Annual Inc.
Pike Quantity Value Original Cost Gain Loss Accrued Div. Yield
Concentrated & Other Equity
LONG TOTAL RETURN SWAP 1.00 888,972 000 (29,980 51) N/A
1,999,999.368942 USD NOTIONAL
KOSPTREQ INDEX
MAT MAR 20 2014 DEAL 30140386
N/O Client
SWPBDR-UH-6
Unclassified
P JPM CONT BUFF EQ SX7P 10/16/14 100.00 1,000,000 000 1,000000.00 1,000000.00
85% CONTIN BARRIER- 091CPN
25% CAP
INITIAL LEVEL-09/24/13 SX7P:186.77
48126N-VE-4
J.P.Morgan Account Page 8 of 34 Consolidated Statement Page 11
Confidential Treatment Requested by JPMorgan JPM-SDNY-00023463
Chase
CONFIDENTIAL SDNY_GM_00292661
EFTA01499669