SOUTHERN TRUST COMPANY, INC ACCT.
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
NZD CALL USD PUT 0.84 (10.000000.00) (84,338.32) (82,000.00) (2036.32)
FX EUROPEAN STYLE OPTION
JAN 23 2014 § 82
KI § 0 845 KO § 0 768
XNZDCA-DD-Z
NED PUT USD CALL 2.08 (5,000,00(1.00) (104,249.24) (72,200.00) (32,049.24)
FX EUROPEAN STYLE OPTION
OCT 24, 2013 @ .8
KO 12 0.84
XNZDPA-EV-Z
Total Complementary Structured Strategies (8418,819.38) (8412,600.00) ($6,018.36) $0.00 0.00%
J.P Morgan Page 6 of 14
Confidential Treatment Requested by JPMorgan JPM-SDNY-0O024079
Chase
CONFIDENTIAL SDNY GM_00293277
EFTA01500155