EFTA01499551.pdf

SOUTHERN FINANCIAL LLC ACCT. For the Period 7/1/13 to 7/31/13 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 CANADIAN DOLLAR Jun. 1013 CAD 2,500,000.00 96.810000 95.586170 2,429,990.42 (31,112.18) JAPANESE YEN Aug. 28 13 JPY (242,025,000.00) 2,481,102.60 CANADIAN DOLLAR May. 23 13 CAD (7,500,000.00) 98.710000 95.586170 7,528213.10 238,241.89 JAPANESE YEN Aug. 28 13 JPY 740,325,000.00 7,289,971.26 SWISS FRANC May. 613 CHF 6,138,000.00 1.227600 1.233722 6,606,483.37 (32,946.54) EURO CURRENCY Aug. 813 EUR (5,000.000.00) 6,639,429.91 SWISS FRANC May. 23 13 CHF (6,137,999.99) 1.251550 1.233722 6,512,375.97 (94,107.39) EURO CURRENCY Aug. 8 13 EUR 4,904,318.64 6.606.483.36 Total Foreign Exchange Contracts 623,077,062.91 180,076.78 $22,186.987.13 J.P.Morgan Accoun Page 20 of 33 Consolidated Statement Page 23 Confidential Treatment Requested by JPMorgan JPM-SDNY-00023333 Chase CONFIDENTIAL SDNY_GM_00292531 EFTA01499551