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SOUTHERN TRUST COMPANY, INC ACCT. VV97565001
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
AUD CALL USD PUT 2.78 (3.000,000.00) (83.436.57) (11,040.00) (72.396.57)
FX EUROPEAN STYLE OPTION
FEB 052014 fl .92
0.9230 WINDOW KI EXPIRING 13 SEP 13
OPTION KNOCKEDIN
XAUDCA-FL-Z
AUD CALL USD PUT 0.93 (5,000,000.00) (46,251.91) (59,783.68) 13,531.77
FX EUROPEAN STYLE OPTION
FEB 05, 2014 0.95
K000.902 KI00.98
XAUDCA-FO-Z UD
AUD PUT USD CALL (4,500,000.00) (43,654.50) 43,654.50
FX EUROPEAN STYLE OPTION
JAN 24.2014 0 .89
WINDOW RKI 0 0.8760 UNTIL 9SEP13
XAUDPA-JE-Z
AUD PUT USD CALL 0.94 (5,000,000.00) (47240.41) (51,100.00) 3,859.59
FX EUROPEAN STYLE OPTION
JAN 24, 2014 0 .89
0
KI 0.84
XAUDPA-JF-Z
CAD CALL USD PUT 0.99 (4,590,000.00) (45,568.84) (58,500.00) 12,931.16
FX EUROPEAN STYLE OPTION
FEB 11, 2014 01.02
XCADCA-FG-Z
GBP CALL USD PUT 5/4 (3,003,000.00) (172,314.12) (290 38.50) (142,405.62)
FX EUROPEAN STYLE OPTION
FEB 06. 2014 01.57
KI O 1.585 KO O 1.53
OPTION KNOCKED IN
XGBPCA-OV-Z
J.P.Morgan Account VV97565001 Page 8 of 38 Consolidated Statement Page 11
Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00062693
EFTA01583082