EFTA01583083.pdf

SOUTHERN TRUST COMPANY,INC ACCT. W97565001 For the Period 9/1/13 to 9/30/13 Adjusted Cost Unrealized Est. Annual Income Price Ouantky Value Original Cost GainiLoss Accrued Interest Yield Complementary Structured Strategies GBP CALL USD PUT 3.28 (3,000,000.00) (96,269.30) (58,294 17) (39,975 13) FX EUROPEAN STYLE OPTION FEB 06, 2014 § 1.595 K001.5751001.845 XGBPCA-OX-Z BP CIEIP PUT USD CALL 054 (3,000,000.00) (18,188.63) (33,880.84) 17,672 01 FX EUROPEAN STYLE OPTION FEB 06. 2014 ifgi 1 58 KO/g1 63 KI@I 55 XGBPPA-MH-Z BP JPY CALL USD PUT acti (475,000,000.00) (52,800.74) (71,250.00) 18,649.28 FX EUROPEAN STYLE OPTION JAN 29, 2014 095. K1 0 941(0 0101 XJPYCA-UW-Z JPY PUT USD CALL 0.01 (510,000.000.00 ) (49,498.01) (93,500.00) 44,001.99 FX EUROPEAN STYLE OP FEB 06. 2014 @ 102 KI @ 106 XJPYPB-GD-Z NZD CALL USD PUT 2.45 (10,000,000.00) (244,928.03) (82,000.00) (182,928.03) FX EUROPEAN STYLE OPTION JAN 23, 2014 § 82 K100.845 K000.768 XNZDCA-DD-Z J.P.Morgan Account W97565001 Page 9 of 38 Consolidated Statement Page 12 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00062694 EFTA01583083