SOUTHERN TRUST COMPANY, INC ACCT. W89640002
For the Period 7/1/13 to 7/31/13
Adjusted Cost Unrealized Est. Annual Income
Price Quantity Value Original Cost Gain/Loss Accrued Interest Yield
Complementary Structured Strategies
HSBC BRL STEP UP NOTE 4/21/14 82.95 1.000,000.00 829.500O0 1.000.000.00 (170.500.00)
LNKD TO BRL VS USD
85%BARRIER- 5%CPN-28.5% MXRTRN
4/5113 INITIAL STRIKE: 2.0035
40432X-E5-6
Total Complementary Structured Strategies S1.632.600.00 52,000,000.00 ($367,400.00) $0.00 0.00%
J.P.Morgan Account W89640002 Page 7 of 9 Consolidated Statement Page 10
Confidential Treatment Requested by JPMorgan JPM-SDNY-00023986
Chase
CONFIDENTIAL SDNY_GM_00293184
EFTA01500093