SOUTHERN TRUST COMPANY, INC ACCT. M7565001
For the Period 9/1113 to 9/30113
Market Value
Receivable
Trade Date Currency Amount Contract Current Market Market Value Unrealized
Settlement Date Counter Currency Counter Amount Rate Forward Rate Payable Gain/Loss
Foreign Exchange Contracts
AUSTRALIA DOLLAR Sep. 27 13 AUD 2,000,000.00 0.931875 0.934509 1,869,017.19 5,267.19
US DOLLAR Oet 813 USD (1,863,750.00) 1.863.750.00
N ZEALAND DOLLAR Sep. 30 13 NZD 2,000,000.00 0.832075 0.832405 1.664.810.56 660.56
US DOLLAR Oct. 813 USD (1,664,150.00) 1,664,150.00
N ZEALAND DOLLAR Sep. 30 13 NZD 2,000,000.00 0.825075 0.832405 1,664,810.56 14,660.56
US DOLLAR Oet. 813 USD (1,650.150.00) 1.650.150.00
POUND STERLING Sep. 30 13 GSP 2,000,000.00 1.614821 1.619291 3,238,581.28 8,938 48
US DOLLAR Oct. 813 USD (3,229,642.80) 3,229,642.80
POUND STERLING Sep. 30 13 GBP 2,000,000.00 1.619521 1.619291 3.238.581.28 (461.52)
US DOLLAR Oct. 813 USD (3,239.042.80) 3,239,042.80
Total Foreign Exchange Contracts $11,676,800.97 429,068.27
911,646,735.60
J.P Morgan Page 10 of 37
Confidential Treatment Requested by JPMorgan JPM-SDNY-00024179
Chase
CONFIDENTIAL SDNY_GM_00293377
EFTA01500233