SOUTHERN TRUST COMPANY, INC ACCT.
For the Period 3/1/13 to 3/31/13
Adjusted Cost Unrealized Est Annual Income
Price Quantity Value Original Cost Gain/Loss Accrued Interest Yield
Complementary Structured Strategies
HSBC BRL STEP UP NOTE 3/27114 96.38 1,000,000.00 963,800.00 1,000,000.00 (36.200 00)
LNKD TO BRL VS USD
85%BARRIER• 596CPN-28.6% MXRTRN
3/13/13; INITIAL STRIKE: 1.9619
40432X-03-2
J.P Morgan Account rage 9 o' '.4 Consolidated Statement Page 12
Confidential Treatment Requested by JPMorgan JPM-SDNY-00023896
Chase
CONFIDENTIAL SDNY_GM_00293094
EFTA01500018