EFTA01499840.pdf

SOUTHERN FINANCIAL LLC ACCT. For the Period 12/1/13 to 12/31/13 Notes: • Transaction Market Value is representative of the pnor trading days market value This is for informational purposes only and is not to be used for any financial or tax purposes. The Transaction Market Value shown is in USD. Type Quantity Transaction Settle Date Selection Method Description Cost Market Value • Securities Transferred Out 1214 Free Delivery LBG CAPITAL NO.1 PLC 144A VAR RT 12/29/2049 DTD (3,000,000.000) (3,216,120.00) 12/15/2009 HELD BY EUROCLEAR ISIN XS0473106283 3,247,500.00 SEDOL 851C139 (ID: 50178R-9A-1) 12/4 Free Delivery PETROLEOS DE VENEZUELA S 5% OCT 28 2015 DTD (2,500,000.000) (1.981.250.00) 10128/2009 HELD BY EUROCLEAR ISIN X80460546525 2,250,000.00 SEDOL B5BOGP8 (ID: 71668A-9B-9) 12/4 Free Delivery LLOYDS BANK PLC MTN 9 7/8% DEC 16 2021 DTD (1,500,000.000) (1,788.600.00) 12/16/2011 HELD BY EUROCLEAR ISIN XS0717735822 1,627,500.00 SEDOL B7FQXTI (ID: 04715J-9D-3) 12/5 Free Delivery HSBC CONT BUFF EQ SX5E 08/29/1480% EKO (2,000,000.000) (2,096,600.00) BARRIER- 4%CPN 17% CAP INITIAL LEVEL-05/24/13 2,000,000.00 SX5E:2764.29 TRANSFER TO PERSHING & COMPANY TRADE DATE 12/05/13 CLIENT REF 105881452 (ID: 40432X-FP-1) 12/5 Free Delivery JPM CONT BUFF EQ SX7P 10/16/1485% CONTIN (1,000,000.000) (976,500.00) BARRIER- 0%CPN 25% CAP INITIAL LEVEL-09/24/13 1600,000.00 SX7P:186.77 TRANSFER TO PERSHING & COMPANY TRADE DATE 12/05/13 CLIENT REF 105881452 (ID: 48126N-VE-4) 12/5 Free Delivery SG MARKET PLUS wn CRUDE 06/05/14 LNKD TO CL1 (2,0(13,000.000) (2,005,600.00) 78.75% BARRIER- 1096CPN ,UNCAPPED INITIAL 2,000,000.00 LEVEL-07/25/13 CL1:105.68 TRANSFER TO PERSHING & COMPANY TRADE DATE 12105/13 CLIENT REF 105881452 (ID: 78423E-HS-6) JP Morgan Account Page 11 of 16 Consolidated Statement Page 14 Confidential Treatment Requested by JPMorgan JPM-SDNY-00023650 Chase CONFIDENTIAL SDNY_GM_00292848 EFTA01499840