EFTA01500187.pdf

SOUTHERN TRUST COMPANY. INC ACCT. For the Period 8/1/13 to 8/31/13 Adjusted Cost Unrealized Est Annual Income Price Quantity Value Original Cost Gain/Loss Accrued Interest Yield Complementary Structured Strategies AUD CALL USD PUT 0.24 (10.000.000 00 ) (23.911.34) (96,350.00) 72,438.66 FX EUROPEAN STYLE OPTION JAN 24, 2014 C .94 KI ©0.96K0©0.88 XAUDCA-FK-Z AUD PUT USD CALL 1.70 (4,500,000.00) (76,620.78) (43,654.50) (32 966 28) FX EUROPEAN STYLE OPTION JAN 24, 2014 (0 .89 WINDOW R10 @ 0.8760 UNTIL 9SEP13 XAUDPA-JE-Z CAD CALL USD PUT 0.60 (4,590,000.00) (27,530.60) (58,500.00) 30,969.40 FX EUROPEAN STYLE OPTION FEB 11, 2014 C 1.02 XCADCA-FG-Z OSP CALL USD PUT 0.90 (5.000,000.00) (45,167.66) (49.847.50) 4.679.84 FX EUROPEAN STYLE OPTION FEB 06, 2014 C 1.57 KIC 1.585 KO 1.53 XGBPCA-OV-Z JPY CALL USD PUT 0.01 (475,000,000.00) (65.363 53) (71.250.00) 5,886.47 FX EUROPEAN STYLE OPTION JAN 29, 2014 (195. KID 94 KO .101 XJPYCA-UVVZ JPY CALL USD PUT 0.01 (286,000.000 00 ) (21.272.84) (28.200.00) 6,927.36 FX EUROPEAN STYLE OPTION FEB06, 2014 C95. KO 99.35 XJPYCA-VC-Z J.P Morgan Page 6 of 22 Confidential Treatment Requested by JPMorgan JPM-SDNY-00024119 Chase CONFIDENTIAL SDNY_GM_00293317 EFTA01500187