EFTA01499607.pdf

SOUTHERN FINANCIAL LLC ACCT For the Period 8/1/13 to 8/31/13 Atl usted Cost Unrealized Est Annual Income Price Quantity Value Original Coat Gain/Loss Accrued Interest Yield Complementary Structured Strategies JPY PUT CAD CALL 0.15 809,000,000.00 1,229,296.89 338,952.82 892,344.07 FX EUROPEAN STYLE OPTION OCT Oa, 2013 e 80.9 XJPYPB-EX-Z AD JPY PUT USD CALL 500,000,000.00 12,369.70 1219C0.00 (109,130.30) FX EUROPEAN STYLE OPTION SEP 10, 2013 100. XJPYPB-FJ-Z JPY PUT USD CALL (500,000,000.00) (65.94) (36,500.00) 36,434.06 FX EUROPEAN STYLE OPTION SEP 10. 2013 G 105. XJPYPB-FK-Z GS MXN STEP UP NOTE 11/22/13 101.87 1,000,000.00 1,018,690.00 1,000,000.00 18,890.00 LNKD TO MXN VS USD 85%BARRIER- 5% ATM CPN-22.9%MXRTRN 11/08/12, INMAL STRIKE: 13.11925 38141G-HY-3 JPM 3YR NC CLN TO MTOR 04/16/15 106.89 1,500,000.00 1,603,350.00 1,500,000.00 103,350.00 INITIAL RATE 6.20% CPN 3,874 50 DD 04/16/12 4662A0-40-1 Total Complementary Structured Strategies 839152,993.10 $2,500,000.00 S1.352.993.81 $0.00 0.00% 83.874.50 J.P Morgan Account Page 18 of 48 Consolidated Statement Page 21 Confidential Treatment Requested by JPMorgan JPM-SDNY-00023395 Chase CONFIDENTIAL SDNY GM_00292593 EFTA01499607