📄 Extracted Text (9,213 words)
SOUTHERN TRUST COMPANY, INC
6100 RED HOOK QUARTER, B3
ST. THOMAS 00802
VIRGIN ISLANDS (U.S.)
EFTA01548113
EFTA01548114
JPMorgan Chase Bank, N.A.
270 Park Avenue, New York, NY 10017-2014
SOUTHERN TRUST COMPANY, INC ACCT.
For the Period 10/1/13 to 10/31/13
Asset Account
J.P. Morgan Team
William Sheridan
Justin Nelson
Paul Barrett
Janet Young
Gina Magliocco
Jason Grosse
Online access
Banker
Banker
Investment Specialist
Client Service Team
Client Service Team
Client Service Team
www.jpmorganonline.com
Please see disclosures located at the end of this statement package for
important information relating to each J.P.Morgan account(s).
800/634-1318
Table of Contents
Account Summary
Holdings
Equity
Cash & Fixed Income
Portfolio Activity
Page
2
4
5
10
Client News
If you plan to make gifts of securities this year, please
notify your Client Service Representative before
December 1, 2013. This will allow us to process your
request before year-end and meet the deadline for tax
filing purposes.
0000007656.15.0.15.00001.SOUTHAF.20131104
Page 1 of 35
EFTA01548115
SOUTHERN TRUST COMPANY, INC ACCT.I
For the Period 10/1/13 to 10/31/13
Account Summary
Asset Allocation
Equity
Cash & Fixed Income
Market Value
Accruals
Market Value with Accruals
Beginning
Market Value
1,350.00
6,065,033.93
$6,066,383.93
42,544.55
$6,108,928.48
Ending
Market Value
0.00
2,310,566.33
$2,310,566.33
856.43
$2,311,422.76
Current
Portfolio Activity
Beginning Market Value
Contributions
Withdrawals & Fees
Securities Transferred In
Net Contributions/Withdrawals
Income & Distributions
Change In Investment Value
Ending Market Value
Accruals
Market Value with Accruals
($4,000,000.00)
(133,640.41)
377,822.81
$2,310,566.33
856.43
$2,311,422.76
(4,000,000.00)
Period Value
6,066,383.93
Change
In Value
(1,350.00)
(3,754,467.60)
($3,755,817.60)
(41,688.12)
($3,797,505.72)
EFTA01548116
Year-to-Date
Value
0.00
5,000,000.00
(4,077,400.00)
1,820,000.00
$2,742,600.00
(401,625.89)
(30,407.78)
$2,310,566.33
856.43
$2,311,422.76
100,081.40
$100,081.40
100%
100%
Estimated
Current
Annual Income Allocation
Page 2 of 35
EFTA01548117
SOUTHERN TRUST COMPANY, INC ACCT.I
For the Period 10/1/13 to 10/31/13
Account Summary
Income Summary
Currency Gain/Loss
Interest Income
Income
CONTINUED
Current
Period Value
(183,684.96)
50,044.55
($133,640.41)
Year-to-Date
Value
(451,734.86)
50,108.97
($401,625.89)
Unrealized Gain/Loss
To-Date Value
($30,454.30)
ST Realized Gain/Loss
Realized Gain/Loss
Current
Period Value
1,334.28
$1,334.28
Year-to-Date
Value
1,334.28
$1,334.28
Cost Summary
Cash & Fixed Income
2,322,308.39
Cost
Total
$2,322,308.39
Page 3 of 35
EFTA01548118
SOUTHERN TRUST COMPANY, INC ACCT.
For the Period 10/1/13 to 10/31/13
Equity Summary
Asset Categories
Concentrated & Other Equity
Beginning
Market Value
1,350.00
Ending
Market Value
0.00
Change
In Value
(1,350.00)
Current
Allocation
Page 4 of 35
EFTA01548119
SOUTHERN TRUST COMPANY, INC ACCT.
For the Period 10/1/13 to 10/31/1
Cash & Fixed Income Summary
Beginning
Asset Categories
Cash
Non-US Fixed Income
Complementary Structured Strategies
Foreign Exchange Contracts
Foreign Exchange & Non-USD Fixed Income
Total Value
Market Value/Cost
Market Value
Cost
Unrealized Gain/Loss
Estimated Annual Income
Accrued Interest
Yield
SUMMARY BY MATURITY
1
Cash & Fixed Income
0-6 months
1-5 years,
Total Value
1
Market Value
5,358,180.65
1,755,000.00
(1,077,211.99)
29,065.27
0.00
$6,065,033.93
Ending
Market Value
814,013.74
1,730,000.00
0.00
18,712.24
(252,159.65)
$2,310,566.33
Current
Period Value
2,310,566.33
2,322,308.39
(30,454.30)
100,081.40
856.43
9.65%
SUMMARY BY TYPE
Market
Value
EFTA01548120
561,854.09
1,730,000.00
$2,291,854.09
% of Bond
Portfolio
22%
78%
100%
The years indicate the number of years until the bond is scheduled to mature
based on the statement end date. Some bonds may be called, or paid in full,
before their stated maturity.
Page 5 of 35
Cash & Fixed Income
Cash
International Bonds
Other
Total Value
Market
Value
814,013.74
1,730,000.00
(252,159.65)
$2,291,854.09
% of Bond
Portfolio
31%
69%
100%
Cash & Fixed Income as a percentage of your portfolio 100%
Change
In Value
(4,544,166.91)
(25,000.00)
1,077,211.99
(10,353.03)
(252,159.65)
($3,754,467.60 )
Current
Allocation
35%
64%
1%
100%
Cash
Foreign Exchange Contracts
Non-US Fixed Income
Asset Categories
EFTA01548121
SOUTHERN TRUST COMPANY, INC ACCT.
For the Period 10/1/13 to 10/31/13
Cash & Fixed Income Summary
NET FX CONTRACTS EXPOSURE SUMMARY
Value
in Currency
POUND STERLING
JAPANESE YEN
US DOLLAR
(2,500,000.00)
(490,445,000.00 )
9,034,100.00
Note:
1
This is the Annual Percentage Yield (APY) which is the rate earned if
balances remain on deposit for a full year with compounding, there is no
change in the interest rate and all interest
is left in the account.
Cash & Fixed Income Detail
Price
Cash
US DOLLAR
1.00
814,013.74
814,013.74
814,013.74
81.40
24.43
0.01%
Quantity
Value
Adjusted Cost
Original Cost
Unrealized
Gain/Loss
Est. Annual Income
Accrued Interest
Yield
Page 6 of 35
EFTA01548122
SOUTHERN TRUST COMPANY, INC ACCT.
For the Period 10/1/13 to 10/31/13
Price
Non-US Fixed Income
PETROLEOS DE VENEZUELA S
5% OCT 28 2015
DTD 10/28/2009
HELD BY EUROCLEAR
ISIN XS0460546525 SEDOL BSBQGP8
71668A-9B-9
Foreign Exchange & Non-USD Fixed Income
AUD CALL USD PUT
FX EUROPEAN STYLE OPTION
FEB 06,2014 @ .92
0.9230 WINDOW KI EXPIRING 13 SEP 13
OPTION KNOCKEDIN
XAUDCA-FL-Z
AUD CALL USD PUT
FX EUROPEAN STYLE OPTION
FEB 06, 2014 @ .95
[email protected] [email protected]
XAUDCA-FO-Z
AUD PUT USD CALL
FX EUROPEAN STYLE OPTION
JAN 24, 2014 @ .89
WINDOW RKI @ 0.8760 UNTIL 9SEP13
XAUDPA-JE-Z
CAD CALL USD PUT
FX EUROPEAN STYLE OPTION
FEB 11, 2014 @ 1.02
XCADCA-FG-Z
0.31
(4,590,000.00 )
(14,046.67)
(58,500.00)
44,453.33
(4,500,000.00 )
(43,654.50)
43,654.50
1.06
(3,000,000.00 )
(31,876.75)
(35,870.21)
3,993.46
Quantity
Value
Adjusted Cost
Original Cost
Unrealized
Gain/Loss
Est. Annual Income
EFTA01548123
Accrued Interest
Yield
86.50
2,000,000.00
1,730,000.00
1,800,000.00
(70,000.00)
100,000.00
832.00
12.89%
3.11
(3,000,000.00 )
(93,183.12)
(11,040.00)
(82,143.12)
Page 7 of 35
EFTA01548124
SOUTHERN TRUST COMPANY, INC ACCT.
For the Period 10/1/13 to 10/31/13
Price
Foreign Exchange & Non-USD Fixed Income
GBP PUT USD CALL
FX EUROPEAN STYLE OPTION
FEB 06, 2014 @ 1.58
[email protected] [email protected]
XGBPPA-MH-Z BP
JPY PUT USD CALL
FX EUROPEAN STYLE OP
FEB 06, 2014 @ 102
KI @ 106
XJPYPB-GD-Z
NZD CALL USD PUT
FX EUROPEAN STYLE OPTION
FEB 06, 2014 @ .8
KO @ 0.77
XNZDCA-DE-Z
Total Foreign Exchange & Non-USD Fixed Income
($252,159.65)
($291,705.35)
$39,545.70
$0.00
0.00%
3.08
(2,000,000.00 )
(61,580.56)
(15,280.00)
(46,300.56)
(510,000,000.00 )
(22,643.05)
(93,500.00)
70,856.95
Quantity
Value
Adjusted Cost
Original Cost
Unrealized
Gain/Loss
Est. Annual Income
Accrued Interest
Yield
0.96
(3,000,000.00 )
(28,829.50)
(33,860.64)
5,031.14
Page 8 of 35
EFTA01548125
SOUTHERN TRUST COMPANY, INC ACCT.I
For the Period 10/1/13 to 10/31/13
Market Value
Receivable
Trade Date
Foreign Exchange Contracts
AUSTRALIA DOLLAR
AUSTRALIA DOLLAR
AUSTRALIA DOLLAR
JAPANESE YEN
JAPANESE YEN
N ZEALAND DOLLAR
N ZEALAND DOLLAR
N ZEALAND DOLLAR
POUND STERLING
US DOLLAR
US DOLLAR
US DOLLAR
US DOLLAR
US DOLLAR
US DOLLAR
US DOLLAR
US DOLLAR
US DOLLAR
Total Foreign Exchange Contracts
Oct. 25 13
Nov. 8 13
Oct. 28 13
Nov. 8 13
Oct. 29 13
Nov. 8 13
Oct. 29 13
Nov. 8 13
Oct. 31 13
Nov. 8 13
Oct. 25 13
Nov. 8 13
Oct. 28 13
Nov. 8 13
Oct. 29 13
Nov. 8 13
Oct. 25 13
Nov. 8 13
AUD
USD
AUD
USD
AUD
USD
JPY
USD
EFTA01548126
JPY
USD
NZD
USD
NZD
USD
NZD
USD
GBP
USD
2,000,000.00
(1,915,080.00)
(1,000,000.00)
959,500.00
(1,000,000.00)
949,570.00
(293,667,000.00 )
3,000,000.00
(196,778,000.00 )
2,000,000.00
2,000,000.00
(1,656,000.00)
(1,000,000.00)
829,550.00
(1,000,000.00)
824,060.00
(2,500,000.00)
4,042,500.00
0.957540
0.959500
0.949570
97.889000
98.389000
0.828000
0.829550
0.824060
1.617000
0.946455
0.946455
0.946455
98.106178
98.106178
0.827301
0.827301
0.827301
1.606505
1,892,910.53
1,915,080.00
959,500.00
946,455.26
949,570.00
EFTA01548127
946,455.26
3,000,000.00
2,993,358.89
2,000,000.00
2,005,765.63
1,654,601.17
1,656,000.00
829,550.00
827,300.58
824,060.00
827,300.58
4,042,500.00
4,016,263.26
$16,152,691.70
$16,133,979.46
(22,169.47)
13,044.74
3,114.74
6,641.11
(5,765.63)
(1,398.83)
2,249.42
(3,240.58)
26,236.74
$18,712.24
Currency
Settlement Date Counter Currency
Amount
Counter Amount
Contract
Rate
Current Market
Forward Rate
Market Value
Payable
Unrealized
Gain/Loss
Page 9 of 35
EFTA01548128
SOUTHERN TRUST COMPANY, INC ACCT.
For the Period 10/1/13 to 10/31/13
Portfolio Activity Summary - U S Dollar
Beginning Cash Balance
Current
Transactions
INFLOWS
Income
Contributions
Foreign Exchange - Inflows
Total Inflows
OUTFLOWS **
Withdrawals
Foreign Exchange - Outflows
Total Outflows
TRADE ACTIVITY
Settled Sales/Maturities/Redemptions
Settled Securities Purchased
Total Trade Activity
Ending Cash Balance
(694,465.86)
($694,465.86)
$814,013.74
* Year to date information is calculated on a calendar year basis.
** Your account's standing instructions use a HIGH COST method for relieving
assets
from your position
(852,962.86)
817,855.64
($35,107.22)
-63,189,695.00
$63,239,739.55
(4,000,000.00)
(63,089,440.60)
($67,089,440.60)
Period
Value
5,358,180.65
50,044.55
Year-To-Date
Value*
-50,108.97
5,000,000.00
108,023,705.05
$113,073,814.02
(4,077,400.00)
(108,147,293.06)
($112,224,693.06
)
Current
Securities Transferred In/Out
EFTA01548129
Securities Transferred In
Period Value
Year-To-Date
Value*
1,820,000.00
Page 10 of 35
EFTA01548130
SOUTHERN TRUST COMPANY, INC ACCT.
For the Period 10/1/13 to 10/31/13
Portfolio Activity Detail - U S Dollar
INFLOWS & OUTFLOWS
Type
Settle Date Selection Method
Income
10/1
10/28
Interest Income
Foreign Interest
Total Income
Type
Settle Date Selection Method
Foreign Exchange - Inflows
FX Fwd Contract
10/8
10/8
10/8
10/8
FX Fwd Contract
FX Fwd Contract
Spot FX
Description
SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL
GBP CONTRACT RATE : 1.620400000 TRADE 10/01/13
VALUE 10/08/13 (ID: OGBPPR-AA-9)
SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL
NZD CONTRACT RATE : 0.831200000 TRADE 10/01/13
VALUE 10/08/13 (ID: ONZDPR-AA-5)
SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL
AUD CONTRACT RATE : 0.933100000 TRADE 10/01/13
VALUE 10/08/13 (ID: OAUDPR-AA-8)
SPOT CURRENCY TRANSACTION - SELL BUY USD SELL
GBP EXCHANGE RATE 1.619480000 DEAL 10/03/13
VALUE 10/08/13 (ID: OGBPPR-AA-9)
Page 11 of 35
(2,000,000.000 )
(3,221,099.96)
3,238,960.00
(2,000,000.000 )
(1,891,299.88)
1,866,200.00
(2,000,000.000 )
(1,663,699.86)
1,662,400.00
Quantity
Cost
(2,000,000.000 )
(3,221,099.96)
Description
EFTA01548131
DEPOSIT SWEEP INTEREST FOR 09/01/13 - 09/30/13
@ .01% RATE ON AVG COLLECTED BALANCE OF
$5,490,935.18 AS OF 10/01/13
PETROLEOS DE VENEZUELA S 5% OCT 28 2015 DTD
10/28/2009 HELD BY EUROCLEAR ISIN XS0460546525
SEDOL B5BQGP8 (ID: 71668A-9B-9)
$50,044.55
2,000,000.000
0.025
50,000.00
Quantity
Cost
Per Unit
Amount
Amount
44.55
Amount
3,240,800.00
EFTA01548132
SOUTHERN TRUST COMPANY, INC ACCT.
For the Period 10/1/13 to 10/31/13
Type
Settle Date Selection Method
Foreign Exchange - Inflows
Spot FX
10/8
10/11
10/11
10/15
10/15
10/16
10/17
10/18
10/22
FX Fwd Contract
Spot FX
Spot FX
Spot FX
Spot FX
Spot FX
Spot FX
FX Fwd Contract
Description
SPOT CURRENCY TRANSACTION - SELL BUY USD SELL
NZD EXCHANGE RATE .831900000 DEAL 10/03/13
VALUE 10/08/13 (ID: ONZDPR-AA-5)
SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL
GBP CONTRACT RATE : 1.606460000 TRADE 10/07/13
VALUE 10/11/13 (ID: OGBPPR-AA-9)
SPOT CURRENCY TRANSACTION - SELL BUY USD SELL
GBP EXCHANGE RATE 1.594100000 DEAL 10/09/13
VALUE 10/11/13 (ID: OGBPPR-AA-9)
SPOT CURRENCY TRANSACTION - SELL BUY USD SELL
AUD EXCHANGE RATE .945900000 DEAL 10/10/13
VALUE 10/15/13 (ID: OAUDPR-AA-8)
SPOT CURRENCY TRANSACTION - SELL BUY USD SELL
NZD EXCHANGE RATE .829300000 DEAL 10/10/13
VALUE 10/15/13 (ID: ONZDPR-AA-5)
SPOT CURRENCY TRANSACTION - SELL BUY USD SELL
AUD EXCHANGE RATE .941500000 DEAL 10/14/13
VALUE 10/16/13 (ID: OAUDPR-AA-8)
SPOT CURRENCY TRANSACTION - SELL BUY USD SELL
AUD EXCHANGE RATE .952800000 DEAL 10/15/13
VALUE 10/17/13 (ID: OAUDPR-AA-8)
SPOT CURRENCY TRANSACTION - SELL BUY USD SELL
NZD EXCHANGE RATE .839600000 DEAL 10/16/13
VALUE 10/18/13 (ID: ONZDPR-AA-5)
SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL
GBP CONTRACT RATE : 1.601300000 TRADE 10/04/13
VALUE 10/22/13 (ID: OGBPPR-AA-9)
EFTA01548133
(2,000,000.000 )
(3,240,538.42)
3,202,600.00
(2,000,000.000 )
(1,687,600.00)
1,679,200.00
(3,000,000.000 )
(2,853,600.00)
2,858,400.00
(3,000,000.000 )
(2,838,480.00)
2,824,500.00
(1,000,000.000 )
(827,300.00)
829,300.00
(1,250,000.000 )
(1,176,875.00)
1,182,375.00
(800,000.000)
(1,275,280.00)
1,275,280.00
(2,000,000.000 )
(3,205,800.00)
3,212,920.00
Quantity
Cost
(2,000,000.000 )
(1,663,699.86)
Amount
1,663,800.00
Page 12 of 35
EFTA01548134
SOUTHERN TRUST COMPANY, INC ACCT.
For the Period 10/1/13 to 10/31/13
Type
Settle Date Selection Method
Foreign Exchange - Inflows
FX Fwd Contract
10/22
10/22
10/22
10/22
10/22
10/22
10/22
10/24
10/24
FX Fwd Contract
FX Fwd Contract
FX Fwd Contract
Spot FX
Spot FX
Spot FX
Spot FX
Spot FX
Description
SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL
AUD CONTRACT RATE : 0.946700000 TRADE 10/08/13
VALUE 10/22/13 (ID: OAUDPR-AA-8)
SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL
GBP CONTRACT RATE : 1.609340000 TRADE 10/09/13
VALUE 10/22/13 (ID: OGBPPR-AA-9)
SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL
NZD CONTRACT RATE : 0.832070000 TRADE 10/11/13
VALUE 10/22/13 (ID: ONZDPR-AA-5)
SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL
GBP CONTRACT RATE : 1.599000000 TRADE 10/14/13
VALUE 10/22/13 (ID: OGBPPR-AA-9)
SPOT CURRENCY TRANSACTION - SELL BUY USD SELL
AUD EXCHANGE RATE .966400000 DEAL 10/18/13
VALUE 10/22/13 (ID: OAUDPR-AA-8)
SPOT CURRENCY TRANSACTION - SELL BUY USD SELL
AUD EXCHANGE RATE .966900000 DEAL 10/18/13
VALUE 10/22/13 (ID: OAUDPR-AA-8)
SPOT CURRENCY TRANSACTION - SELL BUY USD SELL
NZD EXCHANGE RATE .849000000 DEAL 10/18/13
VALUE 10/22/13 (ID: ONZDPR-AA-5)
SPOT CURRENCY TRANSACTION - SELL BUY USD SELL
AUD EXCHANGE RATE .966900000 DEAL 10/22/13
VALUE 10/24/13 (ID: OAUDPR-AA-8)
SPOT CURRENCY TRANSACTION - SELL BUY USD SELL
NZD EXCHANGE RATE .848900000 DEAL 10/22/13
VALUE 10/24/13 (ID: ONZDPR-AA-5)
EFTA01548135
(1,000,000.000 )
(850,300.00)
848,900.00
(2,000,000.000 )
(1,937,800.00)
1,933,800.00
(2,000,000.000 )
(1,704,599.91)
1,698,000.00
(2,000,000.000 )
(1,940,279.93)
1,933,800.00
(6,000,000.000 )
(5,820,839.81)
5,798,400.00
(2,500,000.000 )
(4,050,673.02)
3,997,500.00
(2,000,000.000 )
(1,704,599.91)
1,664,140.00
(2,000,000.000 )
(3,240,538.41)
3,218,680.00
Quantity
Cost
(2,000,000.000 )
(1,940,279.94)
Amount
1,893,400.00
Page 13 of 35
EFTA01548136
SOUTHERN TRUST COMPANY, INC ACCT.
For the Period 10/1/13 to 10/31/13
Type
Settle Date Selection Method
Foreign Exchange - Inflows
FX Fwd Contract
10/29
10/29
10/29
10/29
10/29
10/29
10/29
Spot FX
Spot FX
Spot FX
Spot FX
Spot FX
Spot FX
Total Foreign Exchange - Inflows
Type
Settle Date Selection Method
Withdrawals
10/16
Description
Misc Disbursement INTERNAL TRANSFER OF FUNDS
Quantity
Cost
Description
SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL
GBP CONTRACT RATE : 1.616900000 TRADE 10/18/13
VALUE 10/29/13 (ID: OGBPPR-AA-9)
SPOT CURRENCY TRANSACTION - SELL BUY USD SELL
AUD EXCHANGE RATE .964430000 DEAL 10/24/13
VALUE 10/29/13 (ID: OAUDPR-AA-8)
SPOT CURRENCY TRANSACTION - SELL BUY USD SELL
AUD EXCHANGE RATE .961630000 DEAL 10/24/13
VALUE 10/29/13 (ID: OAUDPR-AA-8)
SPOT CURRENCY TRANSACTION - SELL BUY USD SELL
GBP EXCHANGE RATE 1.621880000 DEAL 10/24/13
VALUE 10/29/13 (ID: OGBPPR-AA-9)
SPOT CURRENCY TRANSACTION - SELL BUY USD SELL
AUD EXCHANGE RATE .958140000 DEAL 10/25/13
VALUE 10/29/13 (ID: OAUDPR-AA-8)
SPOT CURRENCY TRANSACTION - SELL BUY USD SELL
AUD EXCHANGE RATE .958140000 DEAL 10/25/13
VALUE 10/29/13 (ID: OAUDPR-AA-8)
SPOT CURRENCY TRANSACTION - SELL BUY USD SELL
NZD EXCHANGE RATE .828500000 DEAL 10/25/13
VALUE 10/29/13 (ID: ONZDPR-AA-5)
$63,189,695.00
EFTA01548137
(2,000,000.000 )
(1,652,999.91)
1,657,000.00
(1,000,000.000 )
(949,649.94)
958,140.00
(2,000,000.000 )
(1,899,299.88)
1,916,280.00
(1,000,000.000 )
(1,617,180.00)
1,621,880.00
(2,000,000.000 )
(1,899,299.88)
1,923,260.00
(1,000,000.000 )
(949,649.94)
964,430.00
Quantity
Cost
(1,500,000.000 )
(2,425,770.00)
Amount
2,425,350.00
Amount
(4,000,000.00)
Page 14 of 35
EFTA01548138
SOUTHERN TRUST COMPANY, INC ACCT.
For the Period 10/1/13 to 10/31/13
Type
Settle Date Selection Method
Foreign Exchange - Outflows
FX Fwd Contract
10/8
10/8
10/8
10/8
10/8
10/11
10/15
10/15
10/15
FX Fwd Contract
FX Fwd Contract
FX Fwd Contract
FX Fwd Contract
Spot FX
Spot FX
Spot FX
Spot FX
Description
SETTLE FORWARD CURRENCY CONTRACT BUY AUD SELL
USD CONTRACT RATE : 0.931875000 TRADE 9/27/13
VALUE 10/08/13 (ID: OAUDPR-AA-8)
SETTLE FORWARD CURRENCY CONTRACT BUY GBP SELL
USD CONTRACT RATE : 1.614821400 TRADE 9/30/13
VALUE 10/08/13 (ID: OGBPPR-AA-9)
SETTLE FORWARD CURRENCY CONTRACT BUY GBP SELL
USD CONTRACT RATE : 1.619521400 TRADE 9/30/13
VALUE 10/08/13 (ID: OGBPPR-AA-9)
SETTLE FORWARD CURRENCY CONTRACT BUY NZD SELL
USD CONTRACT RATE : 0.832075000 TRADE 9/30/13
VALUE 10/08/13 (ID: ONZDPR-AA-5)
SETTLE FORWARD CURRENCY CONTRACT BUY NZD SELL
USD CONTRACT RATE : 0.825075000 TRADE 9/30/13
VALUE 10/08/13 (ID: ONZDPR-AA-5)
SPOT CURRENCY TRANSACTION - BUY BUY GBP SELL
USD EXCHANGE RATE 1.602900000 DEAL 10/08/13
VALUE 10/11/13 (ID: OGBPPR-AA-9)
SPOT CURRENCY TRANSACTION - BUY BUY AUD SELL
USD EXCHANGE RATE .941500000 DEAL 10/10/13
VALUE 10/15/13 (ID: OAUDPR-AA-8)
SPOT CURRENCY TRANSACTION - BUY BUY NZD SELL
USD EXCHANGE RATE .827300000 DEAL 10/10/13
VALUE 10/15/13 (ID: ONZDPR-AA-5)
SPOT CURRENCY TRANSACTION - BUY BUY GBP SELL
USD EXCHANGE RATE 1.597000000 DEAL 10/09/13
VALUE 10/11/13 (ID: OGBPPR-AA-9)
EFTA01548139
800,000.000
1,275,280.00
(1,277,600.00)
1,000,000.000
827,300.00
(827,300.00)
1,250,000.000
1,176,875.00
(1,176,875.00)
2,000,000.000
3,205,800.00
(3,205,800.00)
2,000,000.000
1,663,699.86
(1,650,150.00)
2,000,000.000
1,663,699.86
(1,664,150.00)
2,000,000.000
3,221,099.96
(3,239,042.80)
2,000,000.000
3,221,099.96
(3,229,642.80)
Quantity
Cost
2,000,000.000
1,891,299.88
Amount
(1,863,750.00)
Page 15 of 35
EFTA01548140
SOUTHERN TRUST COMPANY, INC ACCT.
For the Period 10/1/13 to 10/31/13
Type
Settle Date Selection Method
Foreign Exchange - Outflows
Spot FX
10/16
10/17
10/18
10/22
10/22
10/22
10/22
10/22
10/22
Spot FX
Spot FX
FX Fwd Contract
FX Fwd Contract
FX Fwd Contract
FX Fwd Contract
FX Fwd Contract
FX Fwd Contract
Description
SPOT CURRENCY TRANSACTION - BUY BUY AUD SELL
USD EXCHANGE RATE .946160000 DEAL 10/11/13
VALUE 10/16/13 (ID: OAUDPR-AA-8)
SPOT CURRENCY TRANSACTION - BUY BUY AUD SELL
USD EXCHANGE RATE .951200000 DEAL 10/16/13
VALUE 10/17/13 (ID: OAUDPR-AA-8)
SPOT CURRENCY TRANSACTION - BUY BUY NZD SELL
USD EXCHANGE RATE .843800000 DEAL 10/16/13
VALUE 10/18/13 (ID: ONZDPR-AA-5)
SETTLE FORWARD CURRENCY CONTRACT BUY AUD SELL
USD CONTRACT RATE : 0.943130000 TRADE 10/04/13
VALUE 10/22/13 (ID: OAUDPR-AA-8)
SETTLE FORWARD CURRENCY CONTRACT BUY GBP SELL
USD CONTRACT RATE : 1.604750000 TRADE 10/04/13
VALUE 10/22/13 (ID: OGBPPR-AA-9)
SETTLE FORWARD CURRENCY CONTRACT BUY GBP SELL
USD CONTRACT RATE : 1.612730000 TRADE 10/04/13
VALUE 10/22/13 (ID: OGBPPR-AA-9)
SETTLE FORWARD CURRENCY CONTRACT BUY NZD SELL
USD CONTRACT RATE : 0.832150000 TRADE 10/04/13
VALUE 10/22/13 (ID: ONZDPR-AA-5)
SETTLE FORWARD CURRENCY CONTRACT BUY GBP SELL
USD CONTRACT RATE : 1.602000000 TRADE 10/08/13
VALUE 10/22/13 (ID: OGBPPR-AA-9)
SETTLE FORWARD CURRENCY CONTRACT BUY AUD SELL
USD CONTRACT RATE : 0.941150000 TRADE 10/14/13
VALUE 10/22/13 (ID: OAUDPR-AA-8)
EFTA01548141
3,000,000.000
2,912,999.88
(2,823,450.00)
1,000,000.000
1,621,249.97
(1,602,000.00)
2,000,000.000
1,704,599.91
(1,664,300.00)
2,000,000.000
3,242,499.94
(3,225,460.00)
2,000,000.000
3,242,499.94
(3,209,500.00)
2,000,000.000
1,941,999.92
(1,886,260.00)
2,000,000.000
1,687,600.00
(1,687,600.00)
3,000,000.000
2,853,600.00
(2,853,600.00)
Quantity
Cost
3,000,000.000
2,838,480.00
Amount
(2,838,480.00)
Page 16 of 35
EFTA01548142
SOUTHERN TRUST COMPANY, INC ACCT.
For the Period 10/1/13 to 10/31/13
Type
Settle Date Selection Method
Foreign Exchange - Outflows
FX Fwd Contract
10/22
10/22
10/22
10/22
10/24
10/24
10/29
10/29
10/29
FX Fwd Contract
Spot FX
Spot FX
Spot FX
Spot FX
FX Fwd Contract
FX Fwd Contract
Spot FX
Description
SETTLE FORWARD CURRENCY CONTRACT BUY AUD SELL
USD CONTRACT RATE : 0.941150000 TRADE 10/14/13
VALUE 10/22/13 (ID: OAUDPR-AA-8)
SETTLE FORWARD CURRENCY CONTRACT BUY NZD SELL
USD CONTRACT RATE : 0.828890000 TRADE 10/14/13
VALUE 10/22/13 (ID: ONZDPR-AA-5)
SPOT CURRENCY TRANSACTION - BUY BUY AUD SELL
USD EXCHANGE RATE .966700000 DEAL 10/18/13
VALUE 10/22/13 (ID: OAUDPR-AA-8)
SPOT CURRENCY TRANSACTION - BUY BUY GBP SELL
USD EXCHANGE RATE 1.617000000 DEAL 10/18/13
VALUE 10/22/13 (ID: OGBPPR-AA-9)
SPOT CURRENCY TRANSACTION - BUY BUY AUD SELL
USD EXCHANGE RATE .968900000 DEAL 10/23/13
VALUE 10/24/13 (ID: OAUDPR-AA-8)
SPOT CURRENCY TRANSACTION - BUY BUY NZD SELL
USD EXCHANGE RATE .850300000 DEAL 10/23/13
VALUE 10/24/13 (ID: ONZDPR-AA-5)
SETTLE FORWARD CURRENCY CONTRACT BUY AUD SELL
USD CONTRACT RATE : 0.966000000 TRADE 10/18/13
VALUE 10/29/13 (ID: OAUDPR-AA-8)
SETTLE FORWARD CURRENCY CONTRACT BUY NZD SELL
USD CONTRACT RATE : 0.848650000 TRADE 10/18/13
VALUE 10/29/13 (ID: ONZDPR-AA-5)
SPOT CURRENCY TRANSACTION - BUY BUY GBP SELL
USD EXCHANGE RATE 1.617180000 DEAL 10/25/13
VALUE 10/29/13 (ID: OGBPPR-AA-9)
EFTA01548143
Total Foreign Exchange - Outflows
($63,089,440.60)
Page 17 of 35
2,500,000.000
4,042,950.00
(4,042,950.00)
2,000,000.000
1,652,999.91
(1,697,300.00)
6,000,000.000
5,697,899.64
(5,796,000.00)
1,000,000.000
850,300.00
(850,300.00)
2,000,000.000
1,937,800.00
(1,937,800.00)
1,500,000.000
2,425,500.00
(2,425,500.00)
2,000,000.000
1,933,400.00
(1,933,400.00)
2,000,000.000
1,704,599.91
(1,657,780.00)
Quantity
Cost
3,000,000.000
2,912,999.88
Amount
(2,823,450.00)
EFTA01548144
SOUTHERN TRUST COMPANY, INC ACCT.
For the Period 10/1/13 to 10/31/13
TRADE ACTIVITY
Note:
Trade Date
Settle Date
S indicates Short Term Realized Gain/Loss
Type
C indicates Currency Gain/Loss
Selection Method Description
Settled Sales/Maturities/Redemptions
10/4
10/8
10/7
10/8
10/7
10/9
10/9
10/11
10/9
10/11
10/9
10/11
10/9
10/11
10/10
10/15
Sell Option
High Cost
Option Buyback GBP CALL USD PUT FX EUROPEAN STYLE OPTION FEB
FIFO
06, 2014 @ 1.595 [email protected] [email protected] REPURCHASE
OF WRITTEN FX OPTION (ID: XGBPCA-OX-Z)
CHICAGO BOARD OPTIONS EXCHANGE INDEX CALL
10/16/13 @ 16 SELL-OFF PURCHASED OPTION
(ID: 12497K-9L-Z)
Option Buyback AUD PUT USD CALL FX EUROPEAN STYLE OPTION JAN
FIFO
24, 2014 @ .89 KI @ 0.84 REPURCHASE OF WRITTEN
FX OPTION (ID: XAUDPA-JF-Z)
Option Buyback JPY CALL USD PUT FX EUROPEAN STYLE OPTION JAN 475,000,000.000
FIFO
29, 2014 @ 95. KI @ 94 KO @101 REPURCHASE OF
WRITTEN FX OPTION (ID: XJPYCA-UW-Z)
Option Buyback AUD CALL USD PUT FX EUROPEAN STYLE OPTION JAN
FIFO
24, 2014 @ .94 KI @ 0.96 KO @ 0.88 REPURCHASE
OF WRITTEN FX OPTION (ID: XAUDCA-FK-Z)
Option Buyback NZD CALL USD PUT FX EUROPEAN STYLE OPTION JAN
FIFO
23, 2014 @ .82 KI @ 0.845 KO @ 0.768 REPURCHASE
EFTA01548145
OF WRITTEN FX OPTION (ID: XNZDCA-DD-Z)
Option Buyback GBP CALL USD PUT FX EUROPEAN STYLE OPTION FEB
FIFO
06, 2014 @ 1.57 KI @ 1.585 KO @ 1.53 OPTION
KNOCKED IN REPURCHASE OF WRITTEN FX OPTION
(ID: XGBPCA-OV-Z)
Option Buyback NZD CALL USD PUT FX EUROPEAN STYLE OPTION JAN
FIFO
23, 2014 @ .82 KI @ 0.845 KO @ 0.768 REPURCHASE
OF WRITTEN FX OPTION (ID: XNZDCA-DD-Z)
5,000,000.000
0.019
(97,170.00)
41,000.00
(56,170.00) C
3,000,000.000
0.04
(119,163.00)
29,908.50
(89,254.50) C
5,000,000.000
0.022
(108,855.00)
41,000.00
(67,855.00) C
5,000,000.000
0.018
(92,120.00)
48,175.00
(43,945.00) C
(67,000.00)
71,250.00
4,250.00 C
5,000,000.000
0.007
(33,597.50)
51,100.00
17,502.50 C
(10.000)
228.964
2,289.64
(955.36)
1,334.28 S
Quantity
3,000,000.000
Per Unit
Amount
0.021
Proceeds
(63,640.00)
Cost
EFTA01548146
58,294.17
Realized
Gain/Loss
(5,345.83) C
Page 18 of 35
EFTA01548147
SOUTHERN TRUST COMPANY, INC ACCT.
For the Period 10/1/13 to 10/31/13
Trade Date
Settle Date
Type
Selection Method Description
Settled Sales/Maturities/Redemptions
10/10
10/15
10/17
10/21
Option Buyback AUD CALL USD PUT FX EUROPEAN STYLE OPTION JAN
FIFO
24, 2014 @ .94 KI @ 0.96 KO @ 0.88 REPURCHASE
OF WRITTEN FX OPTION (ID: XAUDCA-FK-Z)
Option Buyback AUD CALL USD PUT FX EUROPEAN STYLE OPTION FEB
FIFO
06, 2014 @ .95 [email protected] [email protected] REPURCHASE OF
WRITTEN FX OPTION (ID: XAUDCA-FO-Z)
Total Settled Sales/Maturities/Redemptions
($694,465.86)
$411,860.78
$1,334.28 S
($283,939.36) C
2,000,000.000
0.016
(32,490.00)
23,913.47
(8,576.53) C
Quantity
5,000,000.000
Per Unit
Amount
0.017
Proceeds
(82,720.00)
Cost
48,175.00
Realized
Gain/Loss
(34,545.00) C
Page 19 of 35
EFTA01548148
SOUTHERN TRUST COMPANY, INC ACCT.
For the Period 10/1/13 to 10/31/13
Portfolio Activity Summary - Australia Dollar
Beginning Cash Balance
US Dollar Value
Current
Transactions
INFLOWS
Total Inflows
Foreign Exchange - Inflows
OUTFLOWS **
Total Outflows
Period Value
-26,097,354.20
$26,097,354.20
Foreign
Exchange - Outflows
TRADE ACTIVITY
Settled Sales/Maturities/Redemptions
Settled Securities Purchased
Total Trade Activity
Ending Cash Balance
$0.00
-(67,093.72)
59,783.68
($7,310.04)
-0.00
0.00
*
Year to date information is calculated on a calendar year basis.
** Your account's standing instructions use a HIGH COST method for relieving
assets
from your position
(71,040.00)
63,300.00
(7,740.00)
-(26,124,964.82)
($26,124,964.82)
Year-To-Date
Value*
-38,966,011.57
$38,966,011.57
(38,988,420.62)
($38,988,420.62)
Local
Value
Current
Period Value
0.00
27,250,000.00
27,250,000.00
EFTA01548149
(27,250,000.00)
(27,250,000.00)
Year-To-Date
Value*
-41,257,740.00
41,257,740.00
(41,250,000.00)
(41,250,000.00)
Page
20 of 35
EFTA01548150
SOUTHERN TRUST COMPANY, INC ACCT.
For the Period 10/1/13 to 10/31/13
Portfolio Activity Detail - Australia Dollar
INFLOWS & OUTFLOWS
Type
Settle Date Selection Method
Foreign Exchange - Inflows
FX Fwd Contract
10/8
10/15
10/16
10/17
10/22
10/22
10/22
10/22
Spot FX
Spot FX
Spot FX
FX Fwd Contract
FX Fwd Contract
FX Fwd Contract
Spot FX
Description
SETTLE FORWARD CURRENCY CONTRACT BUY AUD SELL
USD CONTRACT RATE : 0.931875000 TRADE 9/27/13
VALUE 10/08/13 (ID: OAUDPR-AA-8)
SPOT CURRENCY TRANSACTION - BUY BUY AUD SELL
USD EXCHANGE RATE .941500000 DEAL 10/10/13
VALUE 10/15/13 (ID: OAUDPR-AA-8)
SPOT CURRENCY TRANSACTION - BUY BUY AUD SELL
USD EXCHANGE RATE .946160000 DEAL 10/11/13
VALUE 10/16/13 (ID: OAUDPR-AA-8)
SPOT CURRENCY TRANSACTION - BUY BUY AUD SELL
USD EXCHANGE RATE .951200000 DEAL 10/16/13
VALUE 10/17/13 (ID: OAUDPR-AA-8)
SETTLE FORWARD CURRENCY CONTRACT BUY AUD SELL
USD CONTRACT RATE : 0.943130000 TRADE 10/04/13
VALUE 10/22/13 (ID: OAUDPR-AA-8)
SETTLE FORWARD CURRENCY CONTRACT BUY AUD SELL
USD CONTRACT RATE : 0.941150000 TRADE 10/14/13
VALUE 10/22/13 (ID: OAUDPR-AA-8)
SETTLE FORWARD CURRENCY CONTRACT BUY AUD SELL
USD CONTRACT RATE : 0.941150000 TRADE 10/14/13
VALUE 10/22/13 (ID: OAUDPR-AA-8)
SPOT CURRENCY TRANSACTION - BUY BUY AUD SELL
USD EXCHANGE RATE .966700000 DEAL 10/18/13
VALUE 10/22/13 (ID: OAUDPR-AA-8)
(1,933,400.000 )
1,933,400.00
2,000,000.00
EFTA01548151
(2,823,450.000 )
2,912,999.88
3,000,000.00
(2,823,450.000 )
2,912,999.88
3,000,000.00
(1,886,260.000 )
1,941,999.92
2,000,000.00
(2,853,600.000 )
2,853,600.00
3,000,000.00
(2,838,480.000 )
2,838,480.00
3,000,000.00
(1,176,875.000 )
1,176,875.00
1,250,000.00
Quantity
(1,863,750.000 )
Amount USD
Local Value
1,891,299.88
2,000,000.00
Currency
Gain/Loss USD
Page 21 of 35
EFTA01548152
SOUTHERN TRUST COMPANY, INC ACCT.)IIIIIIIII
For the Period 10/1/13 to 10/31/1
Type
Settle Date Selection Method
Foreign Exchange - Inflows
Spot FX
10/24
10/29
FX Fwd Contract
Total Foreign Exchange - Inflows
Type
Settle Date Selection Method
Foreign Exchange - Outflows
FX Fwd Contract
10/8
10/15
10/16
10/17
10/22
Spot FX
Spot FX
Spot FX
FX Fwd Contract
Description
SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL
AUD CONTRACT RATE : 0.933100000 TRADE 10/01/13
VALUE 10/08/13 (ID: OAUDPR-AA-8)
SPOT CURRENCY TRANSACTION - SELL BUY USD SELL
AUD EXCHANGE RATE .945900000 DEAL 10/10/13
VALUE 10/15/13 (ID: OAUDPR-AA-8)
SPOT CURRENCY TRANSACTION - SELL BUY USD SELL
AUD EXCHANGE RATE .941500000 DEAL 10/14/13
VALUE 10/16/13 (ID: OAUDPR-AA-8)
SPOT CURRENCY TRANSACTION - SELL BUY USD SELL
AUD EXCHANGE RATE .952800000 DEAL 10/15/13
VALUE 10/17/13 (ID: OAUDPR-AA-8)
SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL
AUD CONTRACT RATE : 0.946700000 TRADE 10/08/13
VALUE 10/22/13 (ID: OAUDPR-AA-8)
Page 22 of 35
1,893,400.000
(1,940,279.94)
(2,000,000.00)
1,719.98
2,858,400.000
(2,858,400.00)
(3,000,000.00)
4,800.00
2,824,500.000
(2,824,500.00)
(3,000,000.00)
EFTA01548153
(13,980.00)
1,182,375.000
(1,182,375.00)
(1,250,000.00)
5,500.00
Quantity
1,866,200.000
Description
SPOT CURRENCY TRANSACTION - BUY BUY AUD SELL
USD EXCHANGE RATE .968900000 DEAL 10/23/13
VALUE 10/24/13 (ID: OAUDPR-AA-8)
SETTLE FORWARD CURRENCY CONTRACT BUY AUD SELL
USD CONTRACT RATE : 0.966000000 TRADE 10/18/13
VALUE 10/29/13 (ID: OAUDPR-AA-8)
$26,097,354.20
Amount USD
Local Value
(1,891,299.88)
(2,000,000.00)
$0.00
Currency
Gain/Loss USD
(5,796,000.000 )
5,697,899.64
6,000,000.00
Quantity
(1,937,800.000 )
Amount USD
Local Value
1,937,800.00
2,000,000.00
Currency
Gain/Loss USD
EFTA01548154
SOUTHERN TRUST COMPANY, INC ACCT.
For the Period 10/1/13 to 10/31/13
Type
Settle Date Selection Method
Foreign Exchange - Outflows
Spot FX
10/22
10/22
10/24
10/29
10/29
10/29
10/29
Spot FX
Spot FX
Spot FX
Spot FX
Spot FX
Spot FX
Description
SPOT CURRENCY TRANSACTION - SELL BUY USD SELL
AUD EXCHANGE RATE .966400000 DEAL 10/18/13
VALUE 10/22/13 (ID: OAUDPR-AA-8)
SPOT CURRENCY TRANSACTION - SELL BUY USD SELL
AUD EXCHANGE RATE .966900000 DEAL 10/18/13
VALUE 10/22/13 (ID: OAUDPR-AA-8)
SPOT CURRENCY TRANSACTION - SELL BUY USD SELL
AUD EXCHANGE RATE .966900000 DEAL 10/22/13
VALUE 10/24/13 (ID: OAUDPR-AA-8)
SPOT CURRENCY TRANSACTION - SELL BUY USD SELL
AUD EXCHANGE RATE .964430000 DEAL 10/24/13
VALUE 10/29/13 (ID: OAUDPR-AA-8)
SPOT CURRENCY TRANSACTION - SELL BUY USD SELL
AUD EXCHANGE RATE .961630000 DEAL 10/24/13
VALUE 10/29/13 (ID: OAUDPR-AA-8)
SPOT CURRENCY TRANSACTION - SELL BUY USD SELL
AUD EXCHANGE RATE .958140000 DEAL 10/25/13
VALUE 10/29/13 (ID: OAUDPR-AA-8)
SPOT CURRENCY TRANSACTION - SELL BUY USD SELL
AUD EXCHANGE RATE .958140000 DEAL 10/25/13
VALUE 10/29/13 (ID: OAUDPR-AA-8)
Total Foreign Exchange - Outflows
($26,124,964.82)
$29,330.60
958,140.000
(958,140.00)
(1,000,000.00)
8,490.06
1,916,280.000
(1,916,280.00)
(2,000,000.00)
EFTA01548155
16,980.12
1,923,260.000
(1,923,260.00)
(2,000,000.00)
23,960.12
964,430.000
(964,430.00)
(1,000,000.00)
14,780.06
1,933,800.000
(1,933,800.00)
(2,000,000.00)
(4,000.00)
1,933,800.000
(1,933,800.00)
(2,000,000.00)
(6,479.93)
Quantity
5,798,400.000
Amount USD
Local Value
(5,798,400.00)
(6,000,000.00)
Currency
Gain/Loss USD
(22,439.81)
Page 23 of 35
EFTA01548156
SOUTHERN TRUST COMPANY, INC ACCT.
For the Period 10/1/13 to 10/31/13
Portfolio Activity Summary - N Zealand Dollar
Beginning Cash Balance
US Dollar Value
Current
Transactions
INFLOWS
Total Inflows
Foreign Exchange - Inflows
OUTFLOWS **
Total Outflows
Period Value
-11,754,799.45
$11,754,799.45
Foreign
Exchange - Outflows
Ending Cash Balance
(11,744,499.77)
($11,744,499.77)
-Year-To-Date
Value*
-27,276,684.41
$27,276,684.41
(27,300,143.85)
($27,300,143.85)
-Local
Value
Current
Period Value
0.00
14,000,000.00
14,000,000.00
(14,000,000.00)
(14,000,000.00)
0.00
* Year to date information is calculated on a calendar year basis.
** Your account's standing instructions use a HIGH COST method for relieving
assets
from your position
Year-To-Date
Value*
-33,300,000.00
33,300,000.00
(33,300,000.00)
(33,300,000.00)
-Page
24 of 35
EFTA01548157
SOUTHERN TRUST COMPANY, INC ACCT.
For the Period 10/1/13 to 10/31/13
Portfolio Activity Detail - N Zealand Dollar
INFLOWS & OUTFLOWS
Type
Settle Date Selection Method
Foreign Exchange - Inflows
FX Fwd Contract
10/8
10/8
10/15
10/18
10/22
10/22
10/24
10/29
FX Fwd Contract
Spot FX
Spot FX
FX Fwd Contract
FX Fwd Contract
Spot FX
FX Fwd Contract
Total Foreign Exchange - Inflows
Description
SETTLE FORWARD CURRENCY CONTRACT BUY NZD SELL
USD CONTRACT RATE : 0.832075000 TRADE 9/30/13
VALUE 10/08/13 (ID: ONZDPR-AA-5)
SETTLE FORWARD CURRENCY CONTRACT BUY NZD SELL
USD CONTRACT RATE : 0.825075000 TRADE 9/30/13
VALUE 10/08/13 (ID: ONZDPR-AA-5)
SPOT CURRENCY TRANSACTION - BUY BUY NZD SELL
USD EXCHANGE RATE .827300000 DEAL 10/10/13
VALUE 10/15/13 (ID: ONZDPR-AA-5)
SPOT CURRENCY TRANSACTION - BUY BUY NZD SELL
USD EXCHANGE RATE .843800000 DEAL 10/16/13
VALUE 10/18/13 (ID: ONZDPR-AA-5)
SETTLE FORWARD CURRENCY CONTRACT BUY NZD SELL
USD CONTRACT RATE : 0.832150000 TRADE 10/04/13
VALUE 10/22/13 (ID: ONZDPR-AA-5)
SETTLE FORWARD CURRENCY CONTRACT BUY NZD SELL
USD CONTRACT RATE : 0.828890000 TRADE 10/14/13
VALUE 10/22/13 (ID: ONZDPR-AA-5)
SPOT CURRENCY TRANSACTION - BUY BUY NZD SELL
USD EXCHANGE RATE .850300000 DEAL 10/23/13
VALUE 10/24/13 (ID: ONZDPR-AA-5)
SETTLE FORWARD CURRENCY CONTRACT BUY NZD SELL
USD CONTRACT RATE : 0.848650000 TRADE 10/18/13
VALUE 10/29/13 (ID: ONZDPR-AA-5)
$11,754,799.45
Page 25 of 35
EFTA01548158
$0.00
(1,697,300.000 )
1,652,999.91
2,000,000.00
(850,300.000)
850,300.00
1,000,000.00
(1,657,780.000 )
1,704,599.91
2,000,000.00
(1,664,300.000 )
1,704,599.91
2,000,000.00
(1,687,600.000 )
1,687,600.00
2,000,000.00
(827,300.000)
827,300.00
1,000,000.00
(1,650,150.000 )
1,663,699.86
2,000,000.00
Quantity
(1,664,150.000 )
Amount USD
Local Value
1,663,699.86
2,000,000.00
Currency
Gain/Loss USD
EFTA01548159
SOUTHERN TRUST COMPANY, INC ACCT.
For the Period 10/1/13 to 10/31/13
Type
Settle Date Selection Method
Foreign Exchange - Outflows
FX Fwd Contract
10/8
10/8
10/15
10/18
10/22
10/22
10/24
10/29
Spot FX
Spot FX
Spot FX
FX Fwd Contract
Spot FX
Spot FX
Spot FX
Description
SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL
NZD CONTRACT RATE : 0.831200000 TRADE 10/01/13
VALUE 10/08/13 (ID: ONZDPR-AA-5)
SPOT CURRENCY TRANSACTION - SELL BUY USD SELL
NZD EXCHANGE RATE .831900000 DEAL 10/03/13
VALUE 10/08/13 (ID: ONZDPR-AA-5)
SPOT CURRENCY TRANSACTION - SELL BUY USD SELL
NZD EXCHANGE RATE .829300000 DEAL 10/10/13
VALUE 10/15/13 (ID: ONZDPR-AA-5)
SPOT CURRENCY TRANSACTION - SELL BUY USD SELL
NZD EXCHANGE RATE .839600000 DEAL 10/16/13
VALUE 10/18/13 (ID: ONZDPR-AA-5)
SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL
NZD CONTRACT RATE : 0.832070000 TRADE 10/11/13
VALUE 10/22/13 (ID: ONZDPR-AA-5)
SPOT CURRENCY TRANSACTION - SELL BUY USD SELL
NZD EXCHANGE RATE .849000000 DEAL 10/18/13
VALUE 10/22/13 (ID: ONZDPR-AA-5)
SPOT CURRENCY TRANSACTION - SELL BUY USD SELL
NZD EXCHANGE RATE .848900000 DEAL 10/22/13
VALUE 10/24/13 (ID: ONZDPR-AA-5)
SPOT CURRENCY TRANSACTION - SELL BUY USD SELL
NZD EXCHANGE RATE .828500000 DEAL 10/25/13
VALUE 10/29/13 (ID: ONZDPR-AA-5)
Total Foreign Exchange - Outflows
($11,744,499.77)
($10,299.68)
1,657,000.000
(1,657,000.00)
EFTA01548160
(2,000,000.00)
4,000.09
848,900.000
(848,900.00)
(1,000,000.00)
(1,400.00)
1,698,000.000
(1,698,000.00)
(2,000,000.00)
(6,599.91)
1,664,140.000
(1,704,599.91)
(2,000,000.00)
1,679,200.000
(1,679,200.00)
(2,000,000.00)
(8,400.00)
829,300.000
(829,300.00)
(1,000,000.00)
2,000.00
1,663,800.000
(1,663,800.00)
(2,000,000.00)
100.14
Quantity
1,662,400.000
Amount USD
Local Value
(1,663,699.86)
(2,000,000.00)
Currency
Gain/Loss USD
Page 26 of 35
EFTA01548161
SOUTHERN TRUST COMPANY, INC ACCT.
For the Period 10/1/13 to 10/31/13
Portfolio Activity Summary - Pound Sterling
Beginning Cash Balance
US Dollar Value
Current
Transactions
INFLOWS
Total Inflows
Foreign Exchange - Inflows
OUTFLOWS **
Total Outflows
Period Value
-25,500,299.77
$25,500,299.77
Foreign
Exchange - Outflows
TRADE ACTIVITY
Settled Sales/Maturities/Redemptions
Settled Securities Purchased
Total Trade Activity
Ending Cash Balance
$0.00
-4,320.95
(6,509.19)
($2,188.24)
-0.00
0.00
*
Year to date information is calculated on a calendar year basis.
** Your account's standing instructions use a HIGH COST method for relieving
assets
from your position
2,700.00
(4,060.00)
(1,360.00)
-(25,520,539.81)
($25,520,539.81)
Year-To-Date
Value*
-38,285,945.60
$38,285,945.60
(38,298,400.93)
($38,298,400.93)
Local
Value
Current
Period Value
0.00
15,800,000.00
15,800,000.00
EFTA01548162
(15,800,000.00)
(15,800,000.00)
Year-To-Date
Value*
-23,804,060.00
23,804,060.00
(23,802,700.00)
(23,802,700.00)
Page
27 of 35
EFTA01548163
SOUTHERN TRUST COMPANY, INC ACCT.
For the Period 10/1/13 to 10/31/13
Portfolio Activity Detail - Pound Sterling
INFLOWS & OUTFLOWS
Type
Settle Date Selection Method
Foreign Exchange - Inflows
FX Fwd Contract
10/8
10/8
10/11
10/15
10/22
10/22
10/22
10/22
FX Fwd Contract
Spot FX
Spot FX
FX Fwd Contract
FX Fwd Contract
FX Fwd Contract
Spot FX
Description
SETTLE FORWARD CURRENCY CONTRACT BUY GBP SELL
USD CONTRACT RATE : 1.614821400 TRADE 9/30/13
VALUE 10/08/13 (ID: OGBPPR-AA-9)
SETTLE FORWARD CURRENCY CONTRACT BUY GBP SELL
USD CONTRACT RATE : 1.619521400 TRADE 9/30/13
VALUE 10/08/13 (ID: OGBPPR-AA-9)
SPOT CURRENCY TRANSACTION - BUY BUY GBP SELL
USD EXCHANGE RATE 1.602900000 DEAL 10/08/13
VALUE 10/11/13 (ID: OGBPPR-AA-9)
SPOT CURRENCY TRANSACTION - BUY BUY GBP SELL
USD EXCHANGE RATE 1.597000000 DEAL 10/09/13
VALUE 10/11/13 (ID: OGBPPR-AA-9)
SETTLE FORWARD CURRENCY CONTRACT BUY GBP SELL
USD CONTRACT RATE : 1.604750000 TRADE 10/04/13
VALUE 10/22/13 (ID: OGBPPR-AA-9)
SETTLE FORWARD CURRENCY CONTRACT BUY GBP SELL
USD CONTRACT RATE : 1.612730000 TRADE 10/04/13
VALUE 10/22/13 (ID: OGBPPR-AA-9)
SETTLE FORWARD CURRENCY CONTRACT BUY GBP SELL
USD CONTRACT RATE : 1.602000000 TRADE 10/08/13
VALUE 10/22/13 (ID: OGBPPR-AA-9)
SPOT CURRENCY TRANSACTION - BUY BUY GBP SELL
USD EXCHANGE RATE 1.617000000 DEAL 10/18/13
VALUE 10/22/13 (ID: OGBPPR-AA-9)
(2,425,500.000 )
2,425,500.00
1,500,000.00
EFTA01548164
(1,602,000.000 )
1,621,249.97
1,000,000.00
(3,225,460.000 )
3,242,499.94
2,000,000.00
(3,209,500.000 )
3,242,499.94
2,000,000.00
(1,277,600.000 )
1,277,600.00
800,000.00
(2,320.00)
(3,205,800.000 )
3,205,800.00
2,000,000.00
(3,239,042.800 )
3,221,099.96
2,000,000.00
Quantity
(3,229,642.800 )
Amount USD
Local Value
3,221,099.96
2,000,000.00
Currency
Gain/Loss USD
Page 28 of 35
EFTA01548165
SOUTHERN TRUST COMPANY, INC ACCT.
For the Period 10/1/13 to 10/31/13
Type
Settle Date Selection Method
Foreign Exchange - Inflows
Spot FX
10/29
Total Foreign Exchange - Inflows
Type
Settle Date Selection Method
Foreign Exchange - Outflows
FX Fwd Contract
10/8
10/8
10/11
10/11
10/22
10/22
Spot FX
FX Fwd Contract
Spot FX
FX Fwd Contract
FX Fwd Contract
Description
SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL
GBP CONTRACT RATE : 1.620400000 TRADE 10/01/13
VALUE 10/08/13 (ID: OGBPPR-AA-9)
SPOT CURRENCY TRANSACTION - SELL BUY USD SELL
GBP EXCHANGE RATE 1.619480000 DEAL 10/03/13
VALUE 10/08/13 (ID: OGBPPR-AA-9)
SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL
GBP CONTRACT RATE : 1.606460000 TRADE 10/07/13
VALUE 10/11/13 (ID: OGBPPR-AA-9)
SPOT CURRENCY TRANSACTION - SELL BUY USD SELL
GBP EXCHANGE RATE 1.594100000 DEAL 10/09/13
VALUE 10/11/13 (ID: OGBPPR-AA-9)
SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL
GBP CONTRACT RATE : 1.601300000 TRADE 10/04/13
VALUE 10/22/13 (ID: OGBPPR-AA-9)
SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL
GBP CONTRACT RATE : 1.609340000 TRADE 10/09/13
VALUE 10/22/13 (ID: OGBPPR-AA-9)
Page 29 of 35
3,218,680.000
(3,240,538.41)
(2,000,000.00)
1,961.53
3,202,600.000
(3,240,538.42)
(2,000,000.00)
1,961.52
EFTA01548166
1,275,280.000
(1,275,280.00)
(800,000.00)
3,212,920.000
(3,205,800.00)
(2,000,000.00)
(16,500.08)
3,238,960.000
(3,238,960.00)
(2,000,000.00)
17,860.04
Quantity
3,240,800.000
Description
SPOT CURRENCY TRANSACTION - BUY BUY GBP SELL
USD EXCHANGE RATE 1.617180000 DEAL 10/25/13
VALUE 10/29/13 (ID: OGBPPR-AA-9)
$25,500,299.77
Amount USD
Local Value
(3,221,099.96)
(2,000,000.00)
($2,320.00)
Currency
Gain/Loss USD
Quantity
(4,042,950.000 )
Amount USD
Local Value
4,042,950.00
2,500,000.00
Currency
Gain/Loss USD
EFTA01548167
SOUTHERN TRUST COMPANY, INC ACCT.
For the Period 10/1/13 to 10/31/13
Type
Settle Date Selection Method
Foreign Exchange - Outflows
FX Fwd Contract
10/22
10/29
10/29
FX Fwd Contract
Spot FX
Description
SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL
GBP CONTRACT RATE : 1.599000000 TRADE 10/14/13
VALUE 10/22/13 (ID: OGBPPR-AA-9)
SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL
GBP CONTRACT RATE : 1.616900000 TRADE 10/18/13
VALUE 10/29/13 (ID: OGBPPR-AA-9)
SPOT CURRENCY TRANSACTION - SELL BUY USD SELL
GBP EXCHANGE RATE 1.621880000 DEAL 10/24/13
VALUE 10/29/13 (ID: OGBPPR-AA-9)
Total Foreign Exchange - Outflows
($25,520,539.81)
($4,710.13)
1,621,880.000
(1,621,880.00)
(1,000,000.00)
4,700.00
2,425,350.000
(2,425,770.00)
(1,500,000.00)
(17,145.04)
Quantity
3,997,500.000
Amount USD
Local Value
(4,050,673.02)
(2,500,000.00)
Currency
Gain/Loss USD
2,451.90
Page 30 of 35
EFTA01548168
SOUTHERN TRUST COMPANY, INC ACCT.I
For the Period 10/1/13 to 10/31/13
Settled Foreign Exchange Contracts
Currency
Trade Date
Settle Date Counter Currency
Trade Related
POUND STERLING
U S DOLLAR
N ZEALAND DOLLAR
U S DOLLAR
POUND STERLING
U S DOLLAR
POUND STERLING
U S DOLLAR
AUSTRALIA DOLLAR
U S DOLLAR
AUSTRALIA DOLLAR
U S DOLLAR
N ZEALAND DOLLAR
U S DOLLAR
N ZEALAND DOLLAR
U S DOLLAR
POUND STERLING
U S DOLLAR
AUSTRALIA DOLLAR
U S DOLLAR
AUSTRALIA DOLLAR
U S DOLLAR
AUSTRALIA DOLLAR
U S DOLLAR
Oct. 3 13
Oct. 8 13
Oct. 3 13
Oct. 8 13
Oct. 8 13
Oct. 11 13
Oct. 9 13
Oct. 11 13
Oct. 10 13
Oct. 15 13
Oct. 10 13
Oct. 15 13
Oct. 10 13
Oct. 15 13
Oct. 10 13
Oct. 15 13
Oct. 9 13
Oct. 15 13
Oct. 14 13
Oct. 16 13
EFTA01548169
Oct. 15 13
Oct. 17 13
Oct. 16 13
Oct. 17 13
GBP
USD
NZD
USD
GBP
USD
GBP
USD
AUD
USD
AUD
USD
NZD
USD
NZD
USD
GBP
USD
AUD
USD
AUD
USD
AUD
USD
(2,000,000.00)
3,238,960.00
(2,000,000.00)
1,663,800.00
2,000,000.00
(3,205,800.00)
(800,000.00)
1,275,280.00
1,250,000.00
(1,176,875.00)
(1,250,000.00)
1,182,375.00
1,000,000.00
(827,300.00)
(1,000,000.00)
829,300.00
800,000.00
(1,277,600.00)
(3,000,000.00)
2,824,500.00
(3,000,000.00)
2,858,400.00
3,000,000.00
EFTA01548170
(2,853,600.00)
Page 31 of 35
1.619480
0.831900
1.602900
1.594100
0.941500
0.945900
0.827300
0.829300
1.597000
0.941500
0.952800
0.951200
1.610550
0.831850
1.602900
1.594100
0.941500
0.941500
0.827300
0.827300
1.594100
0.946160
0.951200
0.951200
3,238,960.00
1,663,800.00
(3,205,800.00)
1,275,280.00
(1,176,875.00)
1,182,375.00
(827,300.00)
829,300.00
(1,277,600.00)
2,824,500.00
2,858,400.00
(2,853,600.00)
(3,221,099.96)
(1,663,699.86)
3,205,800.00
(1,275,280.00)
1,176,875.00
(1,176,875.00)
827,300.00
(827,300.00)
1,275,280.00
(2,838,480.00)
(2,853,600.00)
2,853,600.00
2,000.00
EFTA01548171
(2,320.00)
(13,980.00)
4,800.00
5,500.00
17,860.04
100.14
Amount
Counter Amount Contract Rate Revaluation Rate
Contracted Base
Amount USD
Revalued
Amount USD
Currency G/L
EFTA01548172
SOUTHERN TRUST COMPANY, INC ACCT. I
For the Period 10/1/13 to 10/31/13
Trade Date
Trade Related
N ZEALAND DOLLAR
U S DOLLAR
N ZEALAND DOLLAR
U S DOLLAR
AUSTRALIA DOLLAR
U S DOLLAR
AUSTRALIA DOLLAR
U S DOLLAR
AUSTRALIA DOLLAR
U S DOLLAR
POUND STERLING
U S DOLLAR
N ZEALAND DOLLAR
U S DOLLAR
AUSTRALIA DOLLAR
U S DOLLAR
N ZEALAND DOLLAR
U S DOLLAR
AUSTRALIA DOLLAR
U S DOLLAR
N ZEALAND DOLLAR
U S DOLLAR
AUSTRALIA DOLLAR
U S DOLLAR
AUSTRALIA DOLLAR
U S DOLLAR
Oct. 16 13
Oct. 18 13
Oct. 16 13
Oct. 18 13
Oct. 18 13
Oct. 22 13
Oct. 18 13
Oct. 22 13
Oct. 18 13
Oct. 22 13
Oct. 18 13
Oct. 22 13
Oct. 18 13
Oct. 22 13
Oct. 22 13
Oct. 24 13
Oct. 22 13
Oct. 24 13
Oct. 23 13
Oct. 24 13
Oct. 23 13
EFTA01548173
Oct. 24 13
Oct. 24 13
Oct. 29 13
Oct. 24 13
Oct. 29 13
NZD
USD
NZD
USD
AUD
USD
AUD
USD
AUD
USD
GBP
USD
NZD
USD
AUD
USD
NZD
USD
AUD
USD
NZD
USD
AUD
USD
AUD
USD
2,000,000.00
(1,687,600.00)
(2,000,000.00)
1,679,200.00
2,000,000.00
(1,933,400.00)
(6,000,000.00)
5,798,400.00
(2,000,000.00)
1,933,800.00
1,500,000.00
(2,425,500.00)
(2,000,000.00)
1,698,000.00
(2,000,000.00)
1,933,800.00
(1,000,000.00)
848,900.00
2,000,000.00
(1,937,800.00)
EFTA01548174
1,000,000.00
(850,300.00)
(1,000,000.00)
964,430.00
(2,000,000.00)
1,923,260.00
0.843800
0.839600
0.966700
0.966400
0.966900
1.617000
0.849000
0.966900
0.848900
0.968900
0.850300
0.964430
0.961630
0.843800
0.843800
0.966700
0.970140
0.970140
1.617000
0.852300
0.968900
0.850300
0.968900
0.850300
0.949650
0.949650
(1,687,600.00)
1,679,200.00
(1,933,400.00)
5,798,400.00
1,933,800.00
(2,425,500.00)
1,698,000.00
1,933,800.00
848,900.00
(1,937,800.00)
(850,300.00)
964,430.00
1,923,260.00
1,687,600.00
(1,687,600.00)
1,933,400.00
(5,820,839.81)
(1,940,279.93)
2,425,500.00
EFTA01548175
(1,704,599.91)
(1,937,800.00)
(850,300.00)
1,937,800.00
850,300.00
(949,649.94)
(1,899,299.88)
14,780.06
23,960.12
(6,599.91)
(4,000.00)
(1,400.00)
(22,439.81)
(6,479.93)
(8,400.00)
Currency
Settle Date Counter Currency
Amount
Counter Amount Contract Rate Revaluation Rate
Contracted Base
Amount USD
Revalued
Amount USD
Currency G/L
Page 32 of 35
EFTA01548176
SOUTHERN TRUST COMPANY, INC ACCT.
For the Period 10/1/13 to 10/31/13
Trade Date
Trade Related
POUND STERLING
U S DOLLAR
AUSTRALIA DOLLAR
U S DOLLAR
AUSTRALIA DOLLAR
U S DOLLAR
POUND STERLING
U S DOLLAR
N ZEALAND DOLLAR
U S DOLLAR
Speculative
AUSTRALIA DOLLAR
U S DOLLAR
POUND STERLING
U S DOLLAR
POUND STERLING
U S DOLLAR
N ZEALAND DOLLAR
U S DOLLAR
N ZEALAND DOLLAR
U S DOLLAR
POUND STERLING
U S DOLLAR
N ZEALAND DOLLAR
U S DOLLAR
Sep. 27 13
Oct. 8 13
Sep. 30 13
Oct. 8 13
Sep. 30 13
Oct. 8 13
Sep. 30 13
Oct. 8 13
Sep. 30 13
Oct. 8 13
Oct. 1 13
Oct. 8 13
Oct. 1 13
Oct. 8 13
AUD
USD
GBP
USD
GBP
USD
NZD
USD
EFTA01548177
NZD
USD
GBP
USD
NZD
USD
2,000,000.00
(1,863,750.00)
2,000,000.00
(3,229,642.80)
2,000,000.00
(3,239,042.80)
2,000,000.00
(1,664,150.00)
2,000,000.00
(1,650,150.00)
(2,000,000.00)
3,240,800.00
(2,000,000.00)
1,662,400.00
0.931875
1.614821
1.619521
0.832075
0.825075
1.620400
0.831200
0.945650
1.610550
1.610550
0.831850
0.831850
1.610550
0.831850
(1,863,750.00)
(3,229,642.80)
(3,239,042.80)
(1,664,150.00)
(1,650,150.00)
3,240,800.00
1,662,400.00
1,891,299.88
3,221,099.96
3,221,099.96
1,663,699.86
1,663,699.86
(3,221,099.96)
(1,663,699.86)
27,549.88
(8,542.84)
(17,942.84)
EFTA01548178
(450.14)
13,549.86
19,700.04
(1,299.86)
Page 33 of 35
Oct. 24 13
Oct. 29 13
Oct. 25 13
Oct. 29 13
Oct. 25 13
Oct. 29 13
Oct. 25 13
Oct. 29 13
Oct. 25 13
Oct. 29 13
GBP
USD
AUD
USD
AUD
USD
GBP
USD
NZD
USD
(1,000,000.00)
1,621,880.00
(2,000,000.00)
1,916,280.00
(1,000,000.00)
958,140.00
2,500,000.00
(4,042,950.00)
(2,000,000.00)
1,657,000.00
1.621880
0.958140
0.958140
1.617180
0.828500
1.617180
0.949650
0.949650
1.617180
0.826500
1,621,880.00
1,916,280.00
958,140.00
(4,042,950.00)
1,657,000.00
(1,617,180.00)
EFTA01548179
(1,899,299.88)
(949,649.94)
4,042,950.00
(1,652,999.91)
4,000.09
4,700.00
16,980.12
8,490.06
Currency
Settle Date Counter Currency
Amount
Counter Amount Contract Rate Revaluation Rate
Contracted Base
Amount USD
Revalued
Amount USD
Currency G/L
EFTA01548180
SOUTHERN
ℹ️ Document Details
SHA-256
273fc134d14d480f08dd3bfec2d20b1929d04900a52f0b4a2d2665d525c9c3f2
Bates Number
EFTA01548113
Dataset
DataSet-10
Document Type
document
Pages
82
Comments 0