EFTA01499634.pdf

SOUTHERN FINANCIAL ITC ACCT. For the Period 811/13 to 8/31/13 Portfolio Activity Detail - Swiss Franc INFLOWS & OUTFLOWS Type Amount USD Currency Settle Date Selection Method Description Quantity Local Value Gaintoss USD Foreign Exchange - Inflows 8/8 FX Fwd Contract SETTLE FORWARD CURRENCY CONTRACT BUY CHF SELL (5,000,000.003) 6,676,819.32 EUR CONTRACT RATE : 1.227600000 TRADE 5/06/13 6,138,000.00 VALUE 8/08/13 (ID: OCHF PR-AA-4) 8/14 Spot FX LINKED CURRENCY TRANSACTION - BUY BUY CHF SELL (168,156 440) 168.156 44 USD EXCHANGE RATE .921588000 DEAL 08/09/13 154.970.96 VALUE 08/14/13 (ID: OCHFPR-CV-8) 8/15 Spot FX LINKED CURRENCY TRANSACTION - BUY BUY CHF SELL (171,083.808) 171,063.80 USD EXCHANGE RATE .924191000 DEAL 08/12/13 158.095 62 VALUE 08/15/13 (ID: OCHFPR-AA-4) Total Foreign Exchange - Inflows $7,016,039.66 $0.00 Type Amount USD Currency Settle Date Selection Method Description Quantity Local Value Gain,Loss USD Foreign Exchange - Outflows 8/8 FX Fwd Contract SETTLE FORWARD CURRENCY CONTRACT BUY EUR SELL 4,904,318.640 (6,676,819.31) CHF CONTRACT RATE : 1.251550000 TRADE 5/23/13 (6,137,999.99) VALUE 8108/13 (ID: OCHFPR-AA-4) J.P, Morgan Account Page 45 of 48 Consolidated Statement Page 48 Confidential Treatment Requested by JPMorgan JPM-SDNY-00023422 Chase CONFIDENTIAL SDNY_GM_00292620 EFTA01499634