EFTA01583169.pdf

SOUTHERN TRUST COMPANY. INC ACCT. For the Period 7/1/13 to 7/31/13 Note This is the Annual Percentage Yield (APY) which is the rate earned if balances remain on deposit for a full year with compounding, there is no change in the interest rate and all interest is left in the account. Cash & Fixed Income Detail Adjusted Cost Unrealized Est. Annual Income Price Quantity Value Original Cost GaiNLoss Accrued Interest Yield ('ash US DOLLAR 1.00 5,337,800.00 5.33780900 5,337,800.00 53328 0.01% ' 1927 COST OF PENDING PURCHASES 1.00 (30,615.00) (30,615.00) (30.61500) Total Cash $8,307,186.00 $5.307.185.00 $0.00 $533.78 0.01% $19.27 Complementary Structured Strategies AUD CALL USD PUT 0.63 (10,000,000.00) (6zeas.10) (96.350 00) 33 664 90 FX EUROPEAN STYLE OPTION JAN 24, 2014 %.94 Kle 0.96 K000.88 XAUDCA-FK-Z CAD CALL USD PUT 0.99 (10,200,000.00) (100,480.67) (91,000.00) (9,480.67) FX EUROPEAN STYLE OPTION JAN 24, 2014 at 1.02 KI @ 1.005 KO 01.055 XCADCA-FF-Z JPY CALL USD PUT 0.01 (475,000,000.00) (67.067.03) (71,250.00) 4,182.97 FX EUROPEAN STYLE OPTION JAN 29. 2014 95 K1094K0C2101 XJPYCA-UW-Z J.P. Morgan Accou Page 5 of 14 Consolidated Statement Page 8 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00062792 EFTA01583169