SOUTHERN TRUST COMPANY, INC ACCT
For the Period 511/13 to 5131113
Adjusted Cost Unrealized Est. Annual Income
Price Quantity Value Original Cost Gain/Loss Accrued Interest Yield
Complementary Structured Strategies
HSBC BRL STEP UP NOTE 4121/14 91.80 1.000,000.00 918,000.00 1,000,000.00 (82,000.00)
LNKD TO BRL VS USD
85%BARRIER• 5%CPN-28.5%MXRTRN
4/5/13 INITIAL STRIKE: 2.0035
40432X-E5-6
Total Complementary Structured Strategies S1817,400.00 S2,000,000.00 ($182,600.00) $0.00 0.00%
J.P.Morgan Accoun Page 6 of 8 Consolidated Statement Page 9
Confidential Treatment Requested by JPMorgan JPM-SDNY-00023943
Chase
CONFIDENTIAL SDNY_GM_00293141
EFTA01500057