SOUTHERN TRUST COMPANY, INC ACCT.
For the Period 9/1/13 to 9/30/13
Adjusted Cost Unrealized Est Annual Income
Price Quantity Value Original Cost Gain/Loss Accrued Interest Yield
Complementary Structured Strategies
JPY PUT USD CALL 0.01 (510.000.000 00) (49.498.01) (93,500.00) 44,001.99
FX EUROPEAN STYLE OP
FEB06, 2014 CD 102
II@ 106
XJPYPB-GD-Z
NZD CALL USD PUT 2.45 (10,000,000.00) (244,928.03) (82,000.00) (162,928.03)
FX EUROPEAN STYLE OPTION
JAN 23, 2014 G.82
KIS 0.845 KO fg 0.768
XNZDCA-DD-Z
NZD CALL USD PUT 3.67 (2,000,000.00) (73,447.19) (15,280.00) (58,167.19)
FX EUROPEAN STYLE OPTION
FEB06, 2014 C.8
K000.77
XNZDCA-DE-Z
Total Conplernentary Structured Strategies ($1,077,211.09) ($704,521AS) ($372,090.60) $0.00 0.00%
J.P Morgan Page 9 of 37
Confidential Treatment Requested by JPMorgan JPM-SDNY-00024178
Chase
CONFIDENTIAL SDNY_GM_00293376
EFTA01500232