SOUTHERN FINANCIAL LW ACCT.
For the Period 1111/13 to I U30/13
Alternative Assets Summary
Beginning Ending Change Current
Asset Categories Estimated Value Estimated Value In Value Allocation
Hard Assets 1,648,916.88 1,585,056.38 (63,860.50) 6%
Alternative Assets Detail
Estimated Est. Annual Income
Pnce Quantity Value Cost Accrued Income
Hard Assets
SO MARKET PLUS WTI CRUDE 08/06/14 98.50 2.000.000 000 1.970.000 00 2,000.000.00
LNKD TO CL1
78.75% BARRIER- 1096CPN ,UNCAPPED
INITIAL LEVEL-07/2913 CU:105 68
78423E-HS-8
WTI CALL OPTION 1 00 250.000 27187.97 562.50800
USD PUT OPTION
STRIKE 110.00
EXPIRING 02/14/2014
250,000 BARRELS
OTCBDC-PH-K
JP Morgan Account Page 8 of 28 Consolidated Statement Page 9
Confidential Treatment Requested by JPMorgan JPM-SDNY-00023595
Chase
CONFIDENTIAL SDNY_GM_00292793
EFTA01499788