EFTA01500265

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 Non-US Fixed Income PETROLEOS DE VENEZUELA S 87.75 2,000,000.00 1,755,000.00 1,800,000.00 (45.000 00) 100.000 00 11 82% 5% OCT 282015 42,500 00 DTD 10128/2009 HELD BY EUROCLEAR Complementary Structured Strategies AUD CALL USD PUT 1.47 (10,000,000.00) (147,468.24) (96,350.00) (51,118.24) FX EUROPEAN STYLE OPTION JAN 24. 2014 .94 KJ@ 0.96 KO © 0.88 AUD CALL USD PUT 2.78 (3,000,000.00) (83,436.57) (11,040.00) (72,396.57) FX EUROPEAN STYLE OPTION FEB 06,2014 .92 0.9230 WINDOW K1 EXPIRING 13 SEP 13 OPTION KNOCKEDIN AUD CALL USD PUT 0.93 (5,000,000.00) (46,251.91) (59,783.68) 13,531.77 FX EUROPEAN STYLE OPTION FEB 06, 2014 © .95 KO 0.902 Kt 0.98 AUD PUT USD CALL (4500,000.00) (43,654.50) 43,854.50 FX EUROPEAN STYLE OPTION JAN 24. 2014 .89 WINDOW RKI 0.8780 UNTIL 9SEP13 J.P Morgan Page 7 of 37 Confidential Treatment Requested by JPMorgan JPM-SDNY-00024220 Chase CONFIDENTIAL SDNY_GM_00293418 EFTA01500265