EFTA01499550.pdf

SOUTHERN FINANCIAL LLC ACCT. For the Period 7/1/13 to 7/31/13 Ad usted Cost Unrealized Est Annual Income Price Quantity Value Original Coat Gain/Loss Accrued Interest Yield Complementary Structured Strategies JPY PUT CAD CALL 0.18 809,000,000.00 1,490,733.44 338,952.82 1,153,780.62 FX EUROPEAN STYLE OPTION OCT 06, 2013 e 80.9 XJPYPB-EX-Z AD JPY PUT USD CALL 0.01 500,000,000.00 45,477.66 121,500.00 (76,022.34) FX EUROPEAN STYLE OPTION SEP 10, 2013 (8 100. XJPYPB-FJ-Z JPY PUT USD CALL (500,000,000.00) (4,424.35) (36,500.00) 32,075.85 FX EUROPEAN STYLE OPTION SEP 10. 2013 6105. XJPYPB-FK-Z MXN STEP UP NOTE 11/22/13 108.19 1,000,000.00 1,081,920.00 1,000,000.00 81,920.00 LNKD TO MXN VS USD 85%BARRIER- 5% ATM CPN-22.916MXRTRN 11/08/12, INMAL STRIKE: 13.11925 38141G-HY-3 JPM 3YR NC CLN TO MTOR 04/16/15 108.23 1,500,000.00 1,593,450.00 1,500,000.00 93,450.00 INITIAL RATE 6.20% CPN 3,874 50 DD 04/16/12 4662A0-40-1 Total Complementary Structured Strategies $4,169,761.47 $2.600,000.00 $1,659.761.47 $0.00 0.00% 83.874.50 J.P Morgan Account age 19 of 33 Consolidated Statement Page 22 Confidential Treatment Requested by JPMorgan JPM-SDNY-00023332 Chase CONFIDENTIAL SDNY GM_00292530 EFTA01499550