EFTA01499549.pdf

SOUTHERN FINANCIAL LLC ACCT. For the Period 7/1/13 to 7/31/13 Actuated Cost Unrealized Est Annual Income Price Quantity Value Original Coat Gain/Loss Accrued Interest Yield Non-US Fixed Income REPUBLIC OF ARGENTINA -ARS 1.73 10,000,000.00 172,531.20 318,000.00 (145.468.80) 67.555 95 38.80% NOTES DEC 15 2035 42,382.74 DTD 11/01/2005 HELD BY EUROCLEAR ISIN ARARGEO3EI47 SEDOL BOS.5SP7 042993-9R-8 RS REPUBLIC OF ARGENTINA 8.08 7,500,000.00 605,625.00 1,038,750.00 (433,125.00) 237.652.50 38.92% NOTES DEC 15 2035 149,100 00 DTD 11/01/2005 HELD BY EUROCLEAR ISIN USO40114GM64 SEDOL B2PDPANG 042993-9S-6 Total Non-US Fixed Income $3,089,150.20 $3,819,600.00 (8530.343.80) $517.708.45 17.84% $244.015.24 Complementary Structured Strategies JPY CALL CAD PUT (769,000,000.00) (37.80) (336,952.82) 336,915.02 FX EUROPEAN STYLE OPTION OCT 08, 2013 02 76.9 AT EXP 69.65 XJPYCA-TZ-Z AD JPY CALL USD PUT 001 (486,250,000.00) (47,357.48) (85,000.00) 37,642.52 FX EUROPEAN STYLE OPTION SEP 10. 2013 ©97.25 AT EXP KI 694.75 XJPYCA-UI-Z J.P Morgan Account age 18 of 33 Consolidated Statement Page 21 Confidential Treatment Requested by JPMorgan JPM-SDNY-00023331 Chase CONFIDENTIAL SDNY GM_00292529 EFTA01499549