SOUTHERN TRUST COMPANY, INC ACCT. W97565001
For the Period 711113 to 7/31/13
Note This is the Annual Percentage Yield (APY) which is the rate earned if balances remain on deposit for a full year with compounding, there is no change in the interest rate and all Interest
is left in the account.
Cash & Fixed Income Detail
Adjusted Cost Unrealized Est. Annual Income
Price Quantity Value Original Cost Gain/Loss Accrued Interest Yield
Cash
US DOLLAR 1.00 5,337,800.00 5,337,800.00 5,337,800.00 533.78 0.01% '
19.27
COST OF PENDING PURCHASES 1.00 (30,615.00) (30.615 00) (30.615 00)
Total Cash $5,307,185.00 55,307,185.00 $0.00 $533.78 0.01%
$19.27
Complementary Structured Strategies
AUD CALL USD PUT 0.63 (10000000.00) (62.685.10) (96.350 00) 33,664.90
FX EUROPEAN STYLE OPTION
JAN 24, 2014 C .94
KID 0.96 KO 0.88
XAUDCA-FK-Z
CAD CALL USD PUT 0.99 (10.200,000.00) (100,480.67) (91.000.00) (9,480.67)
FX EUROPEAN STYLE OPTION
JAN 24, 2014 @ 1.02
10 G 1.005 KO @ 1.055
XCADCA-FF-Z
JPY CALL USD PUT 0.01 (475,000,000.00) (67,067.03) (71,250.00) 4,182.97
FX EUROPEAN STYLE OPTION
JAN 29, 2014 I) 95.
10 694 K0©101
XJPYCA•UNLZ
J.P Morgan Page 5 of 14
Confidential Treatment Requested by JPMorgan JPM-SDNY-00024078
Chase
CONFIDENTIAL SDNY_GM_00293276
EFTA01500154