📄 Extracted Text (9,021 words)
SOUTHERN TRUST COMPANY, INC
6100 RED HOOK QUARTER, B3
ST. THOMAS 00802
VIRGIN ISLANDS (U.S.)
EFTA01548030
EFTA01548031
JPMorgan Chase Bank, N.A.
270 Park Avenue, New York, NY 10017-2014
SOUTHERN TRUST COMPANY, INC ACCT.
For the Period 9/1/13 to 9/30/13
Asset Account
J.P. Morgan Team
William Sheridan
Justin Nelson
Paul Barrett
Janet Young
Gina Magliocco
Jason Grosse
Online access
Banker
Banker
Investment Specialist
Client Service Team
Client Service Team
Client Service Team
www.jpmorganonline.com
Please see disclosures located at the end of this statement package for
important information relating to each J.P.Morgan account(s).
800/634-1318
Table of Contents
Account Summary
Holdings
Equity
Cash & Fixed Income
Portfolio Activity
Page
2
4
5
11
Client News
J.P. Morgan Securities LLC's (JPMS LLC) and
J.P. Morgan Clearing Corp.'s (JPMCC) Net Capital
and Net Capital Requirements
At June 30, 2013, JPMS LLC's net capital of $13.8 billion
exceeded the minimum regulatory net capital
requirement of $1.8 billion by $12.0 billion. JPMCC's net
capital of $6.7 billion was approximately 7.9% of
aggregate debit items and exceeded the minimum
regulatory net capital requirement of $1.7 billion by $5.0
billion.
Complete copies of the JPMS LLC's and JPMCC's
individual unaudited Statement of Financial Condition
may be obtained, at no cost, by accessing:
EFTA01548032
http://investor.shareholder.com/jpmorganchase/financialcondition.cfm
Additionally,
you may call 1-866-576-1300 to request a
hard copy of the statement.
0000007990.15.0.15.00001.SOUTHAF.20131002
Page 1 of 37
EFTA01548033
SOUTHERN TRUST COMPANY, INC ACCT.
For the Period 9/1/13 to 9/30/13
Account Summary
Asset Allocation
Equity
Cash & Fixed Income
Market Value
Accruals
Market Value with Accruals
Beginning
Market Value
0.00
5,139,757.02
$5,139,757.02
45.15
$5,139,802.17
Ending
Market Value
1,350.00
6,065,033.93
$6,066,383.93
42,544.55
$6,108,928.48
Current
Portfolio Activity
Beginning Market Value
Contributions
Withdrawals & Fees
Securities Transferred In
Net Contributions/Withdrawals
Income & Distributions
Change In Investment Value
Ending Market Value
Accruals
Market Value with Accruals
1,820,000.00
$1,820,000.00
(304,978.68)
(588,394.41)
$6,066,383.93
42,544.55
$6,108,928.48
Period Value
5,139,757.02
Change
In Value
1,350.00
925,276.91
$926,626.91
42,499.40
$969,126.31
EFTA01548034
Year-to-Date
Value
0.00
5,000,000.00
(77,400.00)
1,820,000.00
$6,742,600.00
(267,985.48)
(408,230.59)
$6,066,383.93
42,544.55
$6,108,928.48
Estimated
Current
Annual Income Allocation
1%
100,535.81
$100,535.81
99%
100%
Equity
Asset Allocation
Cash &
Fixed Income
Page 2 of 37
EFTA01548035
SOUTHERN TRUST COMPANY, INC ACCT.
For the Period 9/1/13 to 9/30/13
Account Summary
Income Summary
Currency Gain/Loss
Interest Income
Income
CONTINUED
Current
Period Value
(305,023.83)
45.15
($304,978.68)
Year-to-Date
Value
(268,049.90)
64.42
($267,985.48)
Unrealized Gain/Loss
To-Date Value
($417,295.86)
Cost Summary
Equity
Cash & Fixed Income
Total
6,453,659.16
Cost
955.36
$6,454,614.52
Page 3 of 37
EFTA01548036
SOUTHERN TRUST COMPANY, INC ACCT.
For the Period 9/1/13 to 9/30/13
Equity Summary
Asset Categories
Concentrated & Other Equity
Beginning
Market Value
0.00
Ending
Market Value
1,350.00
Change
In Value
1,350.00
Current
Allocation
1%
Current
Market Value/Cost
Market Value
Cost
Unrealized Gain/Loss
Equity Detail
Price
Concentrated & Other Equity
CHICAGO BOARD OPTIONS EXCHANGE INDEX
CALL 10/16/13 @ 16
Underlying Asset Price = $16.60
12497K-9L-Z VIX
1.35
10.000
1,350.00
955.36
394.64
Quantity
Value
Adjusted Cost
Original Cost
Unrealized
Gain/Loss
Est. Annual Inc.
Accrued Div.
Yield
Period Value
1,350.00
955.36
394.64
Page 4 of 37
EFTA01548037
SOUTHERN TRUST COMPANY, INC ACCT.
For the Period 9/1/13 to 9/30/13
Cash & Fixed Income Summary
Beginning
Asset Categories
Cash
Non-US Fixed Income
Complementary Structured Strategies
Foreign Exchange Contracts
Total Value
Market Value/Cost
Market Value
Cost
Unrealized Gain/Loss
Estimated Annual Income
Accrued Interest
Yield
SUMMARY BY MATURITY
1
Cash & Fixed Income
0-6 months
1-5 years,
Total Value
1
Market Value
5,447,995.20
0.00
(378,777.13)
70,538.95
$5,139,757.02
Ending
Market Value
5,358,180.65
1,755,000.00
(1,077,211.99)
29,065.27
$6,065,033.93
Current
Period Value
6,065,033.93
6,453,659.16
(417,690.50)
100,535.81
42,544.55
3.42%
SUMMARY BY TYPE
Market
Value
4,280,968.66
1,755,000.00
$6,035,968.66
EFTA01548038
% of Bond
Portfolio
76%
24%
100%
The years indicate the number of years until the bond is scheduled to mature
based on the statement end date. Some bonds may be called, or paid in full,
before their stated maturity.
Cash & Fixed Income
Cash
International Bonds
Complementary Structure
Total Value
Market
Value
5,358,180.65
1,755,000.00
(1,077,211.99)
$6,035,968.66
% of Bond
Portfolio
76%
24%
100%
Change
In Value
(89,814.55)
1,755,000.00
(698,434.86)
(41,473.68)
$925,276.91
Current
Allocation
69%
29%
1%
99%
Cash
Non-US Fixed Income
Foreign Exchange Contracts
Asset Categories
Cash & Fixed Income as a percentage of your portfolio 99 %
Page 5 of 37
EFTA01548039
SOUTHERN TRUST COMPANY, INC ACCT.
For the Period 9/1/13 to 9/30/13
Cash & Fixed Income Summary
NET FX CONTRACTS EXPOSURE SUMMARY
Value
AUSTRALIA DOLLAR
POUND STERLING
N ZEALAND DOLLAR
US DOLLAR
in Currency
2,000,000.00
4,000,000.00
4,000,000.00
(11,646,735.60)
Note:
1
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
Price
Cash
US DOLLAR
1.00
5,358,180.65
5,358,180.65
5,358,180.65
535.81
44.55
0.01%
Quantity
Value
Adjusted Cost
Original Cost
Unrealized
Gain/Loss
Est. Annual Income
Accrued Interest
Yield
Page 6 of 37
EFTA01548040
SOUTHERN TRUST COMPANY, INC ACCT.
For the Period 9/1/13 to 9/30/13
Price
Non-US Fixed Income
PETROLEOS DE VENEZUELA S
5% OCT 28 2015
DTD 10/28/2009
HELD BY EUROCLEAR
ISIN XS0460546525 SEDOL BSBQGP8
71668A-9B-9
Complementary Structured Strategies
AUD CALL USD PUT
FX EUROPEAN STYLE OPTION
JAN 24, 2014 @ .94
KI @ 0.96 KO @ 0.88
XAUDCA-FK-Z
AUD CALL USD PUT
FX EUROPEAN STYLE OPTION
FEB 06,2014 @ .92
0.9230 WINDOW KI EXPIRING 13 SEP 13
OPTION KNOCKEDIN
XAUDCA-FL-Z
AUD CALL USD PUT
FX EUROPEAN STYLE OPTION
FEB 06, 2014 @ .95
[email protected] [email protected]
XAUDCA-FO-Z UD
AUD PUT USD CALL
FX EUROPEAN STYLE OPTION
JAN 24, 2014 @ .89
WINDOW RKI @ 0.8760 UNTIL 9SEP13
XAUDPA-JE-Z
Page 7 of 37
(4,500,000.00 )
(43,654.50)
43,654.50
0.93
(5,000,000.00 )
(46,251.91)
(59,783.68)
13,531.77
2.78
(3,000,000.00 )
(83,436.57)
(11,040.00)
(72,396.57)
Quantity
Value
Adjusted Cost
Original Cost
Unrealized
EFTA01548041
Gain/Loss
Est. Annual Income
Accrued Interest
Yield
87.75
2,000,000.00
1,755,000.00
1,800,000.00
(45,000.00)
100,000.00
42,500.00
11.82%
1.47
(10,000,000.00 )
(147,468.24)
(96,350.00)
(51,118.24)
EFTA01548042
SOUTHERN TRUST COMPANY, INC ACCT.
For the Period 9/1/13 to 9/30/13
Price
Complementary Structured Strategies
AUD PUT USD CALL
FX EUROPEAN STYLE OPTION
JAN 24, 2014 @ .89
KI @ 0.84
XAUDPA-JF-Z
CAD CALL USD PUT
FX EUROPEAN STYLE OPTION
FEB 11, 2014 @ 1.02
XCADCA-FG-Z
GBP CALL USD PUT
FX EUROPEAN STYLE OPTION
FEB 06, 2014 @ 1.57
KI @ 1.585 KO @ 1.53
OPTION KNOCKED IN
XGBPCA-OV-Z
GBP CALL USD PUT
FX EUROPEAN STYLE OPTION
FEB 06, 2014 @ 1.595
[email protected] [email protected]
XGBPCA-OX-Z BP
GBP PUT USD CALL
FX EUROPEAN STYLE OPTION
FEB 06, 2014 @ 1.58
[email protected] [email protected]
XGBPPA-MH-Z BP
JPY CALL USD PUT
FX EUROPEAN STYLE OPTION
JAN 29, 2014 @ 95.
KI @ 94 KO @101
XJPYCA-UW-Z
Page 8 of 37
0.01
(475,000,000.00 )
(52,600.74)
(71,250.00)
18,649.26
0.54
(3,000,000.00 )
(16,188.63)
(33,860.64)
17,672.01
3.28
(3,000,000.00 )
(98,269.30)
(58,294.17)
(39,975.13)
5.74
EFTA01548043
(3,000,000.00 )
(172,314.12)
(29,908.50)
(142,405.62)
0.99
(4,590,000.00 )
(45,568.84)
(58,500.00)
12,931.16
Quantity
Value
Adjusted Cost
Original Cost
Unrealized
Gain/Loss
Est. Annual Income
Accrued Interest
Yield
0.94
(5,000,000.00 )
(47,240.41)
(51,100.00)
3,859.59
EFTA01548044
SOUTHERN TRUST COMPANY, INC ACCT.
For the Period 9/1/13 to 9/30/13
Price
Complementary Structured Strategies
JPY PUT USD CALL
FX EUROPEAN STYLE OP
FEB 06, 2014 @ 102
KI @ 106
XJPYPB-GD-Z
NZD CALL USD PUT
FX EUROPEAN STYLE OPTION
JAN 23, 2014 @ .82
KI @ 0.845 KO @ 0.768
XNZDCA-DD-Z
NZD CALL USD PUT
FX EUROPEAN STYLE OPTION
FEB 06, 2014 @ .8
KO @ 0.77
XNZDCA-DE-Z
Total Complementary Structured Strategies
($1,077,211.99)
($704,521.49)
($372,690.50)
$0.00
0.00%
3.67
(2,000,000.00 )
(73,447.19)
(15,280.00)
(58,167.19)
2.45
(10,000,000.00 )
(244,928.03)
(82,000.00)
(162,928.03)
Quantity
Value
Adjusted Cost
Original Cost
Unrealized
Gain/Loss
Est. Annual Income
Accrued Interest
Yield
0.01
(510,000,000.00 )
(49,498.01)
(93,500.00)
44,001.99
Page 9 of 37
EFTA01548045
EFTA01548046
SOUTHERN TRUST COMPANY, INC ACCT.
For the Period 9/1/13 to 9/30/13
Market Value
Receivable
Trade Date
Foreign Exchange Contracts
AUSTRALIA DOLLAR
N ZEALAND DOLLAR
N ZEALAND DOLLAR
POUND STERLING
POUND STERLING
US DOLLAR
US DOLLAR
US DOLLAR
US DOLLAR
US DOLLAR
Total Foreign Exchange Contracts
Sep. 27 13
Oct. 8 13
Sep. 30 13
Oct. 8 13
Sep. 30 13
Oct. 8 13
Sep. 30 13
Oct. 8 13
Sep. 30 13
Oct. 8 13
AUD
USD
NZD
USD
NZD
USD
GBP
USD
GBP
USD
2,000,000.00
(1,863,750.00)
2,000,000.00
(1,664,150.00)
2,000,000.00
(1,650,150.00)
2,000,000.00
(3,229,642.80)
2,000,000.00
(3,239,042.80)
0.931875
0.832075
0.825075
1.614821
EFTA01548047
1.619521
0.934509
0.832405
0.832405
1.619291
1.619291
1,869,017.19
1,863,750.00
1,664,810.56
1,664,150.00
1,664,810.56
1,650,150.00
3,238,581.28
3,229,642.80
3,238,581.28
3,239,042.80
$11,675,800.87
$11,646,735.60
5,267.19
660.56
14,660.56
8,938.48
(461.52)
$29,065.27
Currency
Settlement Date Counter Currency
Amount
Counter Amount
Contract
Rate
Current Market
Forward Rate
Market Value
Payable
Unrealized
Gain/Loss
Page 10 of 37
EFTA01548048
SOUTHERN TRUST COMPANY, INC ACCT.
For the Period 9/1/13 to 9/30/13
Portfolio Activity Summary - U S Dollar
Beginning Cash Balance
Current
Transactions
INFLOWS
Income
Contributions
Foreign Exchange - Inflows
Total Inflows
OUTFLOWS **
Withdrawals
Foreign Exchange - Outflows
Total Outflows
TRADE ACTIVITY
Settled Sales/Maturities/Redemptions
Settled Securities Purchased
Total Trade Activity
Ending Cash Balance
(81,630.00)
240,188.64
$158,558.64
$5,358,180.65
* Year to date information is calculated on a calendar year basis.
** Your account's standing instructions use a HIGH COST method for relieving
assets
from your position
(158,497.00)
817,855.64
$659,358.64
-(31,907,057.46)
($31,907,057.46)
31,658,639.12
$31,658,684.27
Period
Value
5,447,995.20
45.15
Year-To-Date
Value*
-64.42
5,000,000.00
44,834,010.05
$49,834,074.47
(77,400.00)
(45,057,852.46)
($45,135,252.46)
Current
Securities
Transferred In/Out
EFTA01548049
Securities Transferred In
Period Value
1,820,000.00
Year-To-Date
Value*
1,820,000.00
Page 11 of 37
EFTA01548050
SOUTHERN TRUST COMPANY, INC ACCT.
For the Period 9/1/13 to 9/30/13
Portfolio Activity Detail - U S Dollar
INFLOWS & OUTFLOWS
Type
Settle Date Selection Method
Income
9/3
Interest Income
Description
DEPOSIT SWEEP INTEREST FOR 08/01/13 - 08/31/13
@ .01% RATE ON AVG COLLECTED BALANCE OF
$5,395,628.58 AS OF 09/01/13
Quantity
Cost
Per Unit
Amount
Amount
45.15
Type
Settle Date Selection Method
Foreign Exchange - Inflows
FX Fwd Contract
9/3
9/3
9/3
9/3
9/9
FX Fwd Contract
FX Fwd Contract
FX Fwd Contract
FX Fwd Contract
Description
SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL
AUD CONTRACT RATE : 0.901000000 TRADE 8/22/13
VALUE 9/03/13 (ID: OAUDPR-AA-8)
SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL
GBP CONTRACT RATE : 1.559213000 TRADE 8/22/13
VALUE 9/03/13 (ID: OGBPPR-AA-9)
SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL
NZD CONTRACT RATE : 0.783000000 TRADE 8/22/13
VALUE 9/03/13 (ID: ONZDPR-AA-5)
SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL
NZD CONTRACT RATE : 0.777095000 TRADE 8/28/13
VALUE 9/03/13 (ID: ONZDPR-AA-5)
SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL
AUD CONTRACT RATE : 0.894000000 TRADE 8/29/13
VALUE 9/09/13 (ID: OAUDPR-AA-8)
(2,000,000.000 )
(1,834,280.00)
1,788,000.00
EFTA01548051
(1,000,000.000 )
(778,090.00)
777,095.00
(2,500,000.000 )
(1,945,225.00)
1,957,500.00
(1,000,000.000 )
(1,549,280.00)
1,559,213.00
Quantity
Cost
(2,000,000.000 )
(1,788,740.00)
Amount
1,802,000.00
Page 12 of 37
EFTA01548052
SOUTHERN TRUST COMPANY, INC ACCT.
For the Period 9/1/13 to 9/30/13
Type
Settle Date Selection Method
Foreign Exchange - Inflows
FX Fwd Contract
9/11
9/23
9/23
9/23
9/23
9/23
9/23
9/23
9/23
FX Fwd Contract
FX Fwd Contract
Spot FX
Spot FX
Spot FX
Spot FX
Spot FX
Spot FX
Description
SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL
AUD CONTRACT RATE : 0.917000000 TRADE 9/04/13
VALUE 9/11/13 (ID: OAUDPR-AA-8)
SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL
GBP CONTRACT RATE : 1.549000000 TRADE 8/29/13
VALUE 9/23/13 (ID: OGBPPR-AA-9)
SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL
NZD CONTRACT RATE : 0.777000000 TRADE 8/29/13
VALUE 9/23/13 (ID: ONZDPR-AA-5)
SPOT CURRENCY TRANSACTION - SELL BUY USD SELL
AUD EXCHANGE RATE .949200000 DEAL 09/19/13
VALUE 09/23/13 (ID: OAUDPR-AA-8)
SPOT CURRENCY TRANSACTION - SELL BUY USD SELL
GBP EXCHANGE RATE 1.603000000 DEAL 09/19/13
VALUE 09/23/13 (ID: OGBPPR-AA-9)
SPOT CURRENCY TRANSACTION - SELL BUY USD SELL
GBP EXCHANGE RATE 1.607100000 DEAL 09/19/13
VALUE 09/23/13 (ID: OGBPPR-AA-9)
SPOT CURRENCY TRANSACTION - SELL BUY USD SELL
NZD EXCHANGE RATE .839000000 DEAL 09/19/13
VALUE 09/23/13 (ID: ONZDPR-AA-5)
SPOT CURRENCY TRANSACTION - SELL BUY USD SELL
NZD EXCHANGE RATE .839000000 DEAL 09/19/13
VALUE 09/23/13 (ID: ONZDPR-AA-5)
SPOT CURRENCY TRANSACTION - SELL BUY USD SELL
NZD EXCHANGE RATE .839500000 DEAL 09/19/13
VALUE 09/23/13 (ID: ONZDPR-AA-5)
EFTA01548053
(1,000,000.000 )
(833,842.30)
839,500.00
(1,000,000.000 )
(833,842.31)
839,000.00
(1,000,000.000 )
(833,842.31)
839,000.00
(2,000,000.000 )
(3,206,499.99)
3,214,200.00
(2,000,000.000 )
(3,206,499.99)
3,206,000.00
(1,000,000.000 )
(941,300.00)
949,200.00
(3,500,000.000 )
(2,918,448.08)
2,719,500.00
(1,000,000.000 )
(1,603,250.00)
1,549,000.00
Quantity
Cost
(2,000,000.000 )
(1,862,050.00)
Amount
1,834,000.00
Page 13 of 37
EFTA01548054
SOUTHERN TRUST COMPANY, INC ACCT.
For the Period 9/1/13 to 9/30/13
Type
Settle Date Selection Method
Foreign Exchange - Inflows
Spot FX
9/25
9/25
9/25
9/27
9/27
9/30
Spot FX
Spot FX
FX Fwd Contract
FX Fwd Contract
Spot FX
Total Foreign Exchange - Inflows
Type
Settle Date Selection Method
Foreign Exchange - Outflows
Spot FX
9/3
Description
SPOT CURRENCY TRANSACTION - BUY BUY AUD SELL
USD EXCHANGE RATE .894370000 DEAL 08/29/13
VALUE 09/03/13 (ID: OAUDPR-AA-8)
Page 14 of 37
Quantity
Cost
2,000,000.000
1,788,740.00
Description
SPOT CURRENCY TRANSACTION - SELL BUY USD SELL
AUD EXCHANGE RATE .941000000 DEAL 09/20/13
VALUE 09/25/13 (ID: OAUDPR-AA-8)
SPOT CURRENCY TRANSACTION - SELL BUY USD SELL
GBP EXCHANGE RATE 1.600400000 DEAL 09/20/13
VALUE 09/25/13 (ID: OGBPPR-AA-9)
SPOT CURRENCY TRANSACTION - SELL BUY USD SELL
NZD EXCHANGE RATE .836300000 DEAL 09/20/13
VALUE 09/25/13 (ID: ONZDPR-AA-5)
SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL
AUD CONTRACT RATE : 0.930000000 TRADE 9/10/13
VALUE 9/27/13 (ID: OAUDPR-AA-8)
SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL
AUD CONTRACT RATE : 0.943000000 TRADE 9/23/13
VALUE 9/27/13 (ID: OAUDPR-AA-8)
SPOT CURRENCY TRANSACTION - SELL BUY USD SELL
GBP EXCHANGE RATE 1.604120000 DEAL 09/26/13
VALUE 09/30/13 (ID: OGBPPR-AA-9)
EFTA01548055
$31,658,639.12
(2,700.000)
(4,320.95)
4,331.12
(1,000,000.000 )
(931,549.93)
943,000.00
(2,000,000.000 )
(1,863,099.87)
1,860,000.00
(1,000,000.000 )
(824,999.96)
836,300.00
(2,000,000.000 )
(3,213,394.51)
3,200,800.00
Quantity
Cost
(1,000,000.000 )
(943,215.24)
Amount
941,000.00
Amount
(1,788,740.00)
EFTA01548056
SOUTHERN TRUST COMPANY, INC ACCT.
For the Period 9/1/13 to 9/30/13
Type
Settle Date Selection Method
Foreign Exchange - Outflows
Spot FX
9/3
9/3
9/9
9/11
9/23
9/23
9/23
9/23
9/23
Spot FX
Spot FX
Spot FX
FX Fwd Contract
Spot FX
Spot FX
Spot FX
Spot FX
Description
SPOT CURRENCY TRANSACTION - BUY BUY GBP SELL
USD EXCHANGE RATE 1.549280000 DEAL 08/29/13
VALUE 09/03/13 (ID: OGBPPR-AA-9)
SPOT CURRENCY TRANSACTION - BUY BUY NZD SELL
USD EXCHANGE RATE .778090000 DEAL 08/29/13
VALUE 09/03/13 (ID: ONZDPR-AA-5)
SPOT CURRENCY TRANSACTION - BUY BUY AUD SELL
USD EXCHANGE RATE .917140000 DEAL 09/04/13
VALUE 09/09/13 (ID: OAUDPR-AA-8)
SPOT CURRENCY TRANSACTION - BUY BUY AUD SELL
USD EXCHANGE RATE .931025000 DEAL 09/10/13
VALUE 09/11/13 (ID: OAUDPR-AA-8)
SETTLE FORWARD CURRENCY CONTRACT BUY GBP SELL
USD CONTRACT RATE : 1.563633000 TRADE 8/21/13
VALUE 9/23/13 (ID: OGBPPR-AA-9)
SPOT CURRENCY TRANSACTION - BUY BUY NZD SELL
USD EXCHANGE RATE .830850000 DEAL 09/18/13
VALUE 09/23/13 (ID: ONZDPR-AA-5)
SPOT CURRENCY TRANSACTION - BUY BUY NZD SELL
USD EXCHANGE RATE .837600000 DEAL 09/19/13
VALUE 09/23/13 (ID: ONZDPR-AA-5)
SPOT CURRENCY TRANSACTION - BUY BUY NZD SELL
USD EXCHANGE RATE .837800000 DEAL 09/19/13
VALUE 09/23/13 (ID: ONZDPR-AA-5)
SPOT CURRENCY TRANSACTION - BUY BUY AUD SELL
USD EXCHANGE RATE .941300000 DEAL 09/20/13
VALUE 09/23/13 (ID: OAUDPR-AA-8)
EFTA01548057
1,000,000.000
941,300.00
(941,300.00)
1,000,000.000
837,800.00
(837,800.00)
1,000,000.000
837,600.00
(837,600.00)
3,500,000.000
2,907,975.00
(2,907,975.00)
1,000,000.000
1,603,249.98
(1,563,633.00)
2,000,000.000
1,862,050.00
(1,862,050.00)
2,000,000.000
1,834,280.00
(1,834,280.00)
3,500,000.000
2,723,315.00
(2,723,315.00)
Quantity
Cost
1,000,000.000
1,549,280.00
Amount
(1,549,280.00)
Page 15 of 37
EFTA01548058
SOUTHERN TRUST COMPANY, INC ACCT.
For the Period 9/1/13 to 9/30/13
Type
Settle Date Selection Method
Foreign Exchange - Outflows
Spot FX
9/23
9/23
9/23
9/25
9/25
9/25
9/25
9/25
9/25
Spot FX
Spot FX
FX Fwd Contract
FX Fwd Contract
FX Fwd Contract
Spot FX
Spot FX
Spot FX
Description
SPOT CURRENCY TRANSACTION - BUY BUY GBP SELL
USD EXCHANGE RATE 1.600600000 DEAL 09/20/13
VALUE 09/23/13 (ID: OGBPPR-AA-9)
SPOT CURRENCY TRANSACTION - BUY BUY NZD SELL
USD EXCHANGE RATE .836600000 DEAL 09/20/13
VALUE 09/23/13 (ID: ONZDPR-AA-5)
SPOT CURRENCY TRANSACTION - BUY BUY GBP SELL
USD EXCHANGE RATE 1.605900000 DEAL 09/23/13
VALUE 09/23/13 (ID: OGBPPR-AA-9)
SETTLE FORWARD CURRENCY CONTRACT BUY GBP SELL
USD CONTRACT RATE : 1.605140000 TRADE 9/18/13
VALUE 9/25/13 (ID: OGBPPR-AA-9)
SETTLE FORWARD CURRENCY CONTRACT BUY NZD SELL
USD CONTRACT RATE : 0.830746000 TRADE 9/18/13
VALUE 9/25/13 (ID: ONZDPR-AA-5)
SETTLE FORWARD CURRENCY CONTRACT BUY NZD SELL
USD CONTRACT RATE : 0.836796000 TRADE 9/18/13
VALUE 9/25/13 (ID: ONZDPR-AA-5)
SPOT CURRENCY TRANSACTION - BUY BUY AUD SELL
USD EXCHANGE RATE .944130000 DEAL 09/23/13
VALUE 09/25/13 (ID: OAUDPR-AA-8)
SPOT CURRENCY TRANSACTION - BUY BUY GBP SELL
USD EXCHANGE RATE 1.604900000 DEAL 09/23/13
VALUE 09/25/13 (ID: OGBPPR-AA-9)
SPOT CURRENCY TRANSACTION - BUY BUY AUD SELL
USD EXCHANGE RATE .943130000 DEAL 09/23/13
VALUE 09/25/13 (ID: OAUDPR-AA-8)
EFTA01548059
1,000,000.000
943,130.00
(943,130.00)
4,060.000
6,515.89
(6,515.89)
7,740.000
7,307.57
(7,307.57)
500,000.000
412,499.98
(418,398.00)
500,000.000
412,499.98
(415,373.00)
2,000,000.000
3,213,599.96
(3,210,280.00)
2,000,000.000
3,211,800.00
(3,211,800.00)
1,000,000.000
836,600.00
(836,600.00)
Quantity
Cost
2,000,000.000
3,201,200.00
Amount
(3,201,200.00)
Page 16 of 37
EFTA01548060
SOUTHERN TRUST COMPANY, INC ACCT.
For the Period 9/1/13 to 9/30/13
Type
Settle Date Selection Method
Foreign Exchange - Outflows
FX Fwd Contract
9/27
9/27
FX Fwd Contract
Description
SETTLE FORWARD CURRENCY CONTRACT BUY AUD SELL
USD CONTRACT RATE : 0.921900000 TRADE 9/13/13
VALUE 9/27/13 (ID: OAUDPR-AA-8)
SETTLE FORWARD CURRENCY CONTRACT BUY AUD SELL
USD CONTRACT RATE : 0.944290000 TRADE 9/18/13
VALUE 9/27/13 (ID: OAUDPR-AA-8)
Total Foreign Exchange - Outflows
SECURITIES TRANSFERRED IN/OUT
Notes:
Settle Date Selection Method
Securities Transferred In
9/25
Receipt of Assets
Description
PETROLEOS DE VENEZUELA S 5% OCT 28 2015 DTD
10/28/2009 HELD BY EUROCLEAR ISIN XS0460546525
SEDOL BSBQGP8 (ID: 71668A-9B-9)
($31,907,057.46)
2,000,000.000
1,863,099.87
(1,888,580.00)
Quantity
Cost
1,000,000.000
931,549.93
Amount
(921,900.00)
* Transaction Market Value is representative of the prior trading day's
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
Cost
2,000,000.000
1,800,000.00
Transaction
Market Value *
1,820,000.00
Page 17 of 37
EFTA01548061
EFTA01548062
SOUTHERN TRUST COMPANY, INC ACCT.
For the Period 9/1/13 to 9/30/13
TRADE ACTIVITY
Note:
Trade Date
Settle Date
C indicates Currency Gain/Loss
Type
Selection Method Description
Settled Sales/Maturities/Redemptions
9/9
9/11
9/19
9/23
Option Buyback NZD PUT USD CALL FX EUROPEAN STYLE OPTION OCT
FIFO
24, 2013 @ .8 KO @ 0.84 REPURCHASE OF WRITTEN
FX OPTION (ID: XNZDPA-EV-Z)
Option Buyback NZD PUT USD CALL FX EUROPEAN STYLE OPTION JAN
FIFO
23, 2014 @ .79 KI @ 0.75 REPURCHASE OF WRITTEN
FX OPTION (ID: XNZDPA-FA-Z)
Total Settled Sales/Maturities/Redemptions
($81,630.00)
$121,464.00
$39,834.00 C
5,000,000.000
0.009
(45,030.00)
78,144.00
33,114.00 C
Quantity
3,000,000.000
Per Unit
Amount
0.012
Proceeds
(36,600.00)
Cost
43,320.00
Realized
Gain/Loss
6,720.00 C
Trade Date
Settle Date
9/3
9/5
Type
Description
Settled Securities Purchased
Write Option
EFTA01548063
AUD CALL USD PUT FX EUROPEAN STYLE OPTION FEB
06,2014 @ .92 0.9230 WINDOW KI EXPIRING 13 SEP
13 WRITTEN FX OPTION CALL 5,000,000.00 AUD PUT
4,600,000.00 USD (ID: XAUDCA-FL-Z)
9/10
9/12
9/10
9/12
Write Option
AUD PUT USD CALL FX EUROPEAN STYLE OPTION JAN
24, 2014 @ .89 KI @ 0.84 WRITTEN FX OPTION PUT
5,000,000.00 AUD CALL 4,450,000.00 USD
(ID: XAUDPA-JF-Z)
Write Option
NZD PUT USD CALL FX EUROPEAN STYLE OPTION JAN
23, 2014 @ .79 KI @ 0.75 WRITTEN FX OPTION PUT
5,000,000.00 NZD CALL 3,950,000.00 USD
(ID: XNZDPA-FA-Z)
(5,000,000.000 )
0.016
78,144.00
(5,000,000.000 )
0.01
51,100.00
Quantity
(5,000,000.000 )
Per Unit
Amount
0.004
Market Cost
18,400.00
Page 18 of 37
EFTA01548064
SOUTHERN TRUST COMPANY, INC ACCT.
For the Period 9/1/13 to 9/30/13
Trade Date
Settle Date
9/11
9/13
9/27
9/30
Type
Settled Securities Purchased
Write Option
Description
JPY PUT USD CALL FX EUROPEAN STYLE OP FEB 06,
2014 @ 102 KI @ 106 WRITTEN FX OPTION PUT
510,000,000.00 JPY CALL 5,000,000.00 USD
(ID: XJPYPB-GD-Z)
Purchase Option CHICAGO BOARD OPTIONS EXCHANGE INDEX CALL
10/16/13 @ 16 (ID: 12497K-9L-Z)
Total Settled Securities Purchased
10.000
95.536
(955.36)
$240,188.64
Quantity
(510,000,000.000 )
Per Unit
Amount
Market Cost
93,500.00
Page 19 of 37
EFTA01548065
SOUTHERN TRUST COMPANY, INC ACCT.
For the Period 9/1/13 to 9/30/13
Portfolio Activity Summary - Australia Dollar
Beginning Cash Balance
US Dollar Value
Current
Transactions
INFLOWS
Total Inflows
Foreign Exchange - Inflows
OUTFLOWS **
Total Outflows
Period Value
-10,171,457.37
$10,171,457.37
Foreign
Exchange - Outflows
TRADE ACTIVITY
Settled Sales/Maturities/Redemptions
Settled Securities Purchased
Total Trade Activity
Ending Cash Balance
(67,093.72)
59,783.68
($7,310.04)
-(67,093.72)
59,783.68
($7,310.04)
-(71,040.00)
63,300.00
(7,740.00)
0.00
*
Year to date information is calculated on a calendar year basis.
** Your account's standing instructions use a HIGH COST method for relieving
assets
from your position
(71,040.00)
63,300.00
(7,740.00)
-(10,169,919.80)
($10,169,919.80)
Year-To-Date
Value*
-12,868,657.37
$12,868,657.37
(12,863,455.80)
($12,863,455.80)
Local
Value
Current
EFTA01548066
Period Value
0.00
11,007,740.00
11,007,740.00
(11,000,000.00)
(11,000,000.00)
Year-To-Date
Value*
-14,007,740.00
14,007,740.00
(14,000,000.00)
(14,000,000.00)
Page
20 of 37
EFTA01548067
SOUTHERN TRUST COMPANY, INC ACCT.
For the Period 9/1/13 to 9/30/13
Portfolio Activity Detail - Australia Dollar
INFLOWS & OUTFLOWS
Type
Settle Date Selection Method
Foreign Exchange - Inflows
Spot FX
9/3
9/9
9/11
9/23
9/25
9/25
9/27
9/27
Spot FX
Spot FX
Spot FX
Spot FX
Spot FX
FX Fwd Contract
FX Fwd Contract
Total Foreign Exchange - Inflows
Description
SPOT CURRENCY TRANSACTION - BUY BUY AUD SELL
USD EXCHANGE RATE .894370000 DEAL 08/29/13
VALUE 09/03/13 (ID: OAUDPR-AA-8)
SPOT CURRENCY TRANSACTION - BUY BUY AUD SELL
USD EXCHANGE RATE .917140000 DEAL 09/04/13
VALUE 09/09/13 (ID: OAUDPR-AA-8)
SPOT CURRENCY TRANSACTION - BUY BUY AUD SELL
USD EXCHANGE RATE .931025000 DEAL 09/10/13
VALUE 09/11/13 (ID: OAUDPR-AA-8)
SPOT CURRENCY TRANSACTION - BUY BUY AUD SELL
USD EXCHANGE RATE .941300000 DEAL 09/20/13
VALUE 09/23/13 (ID: OAUDPR-AA-8)
SPOT CURRENCY TRANSACTION - BUY BUY AUD SELL
USD EXCHANGE RATE .944130000 DEAL 09/23/13
VALUE 09/25/13 (ID: OAUDPR-AA-8)
SPOT CURRENCY TRANSACTION - BUY BUY AUD SELL
USD EXCHANGE RATE .943130000 DEAL 09/23/13
VALUE 09/25/13 (ID: OAUDPR-AA-8)
SETTLE FORWARD CURRENCY CONTRACT BUY AUD SELL
USD CONTRACT RATE : 0.921900000 TRADE 9/13/13
VALUE 9/27/13 (ID: OAUDPR-AA-8)
SETTLE FORWARD CURRENCY CONTRACT BUY AUD SELL
USD CONTRACT RATE : 0.944290000 TRADE 9/18/13
VALUE 9/27/13 (ID: OAUDPR-AA-8)
$10,171,457.37
Page 21 of 37
EFTA01548068
$0.00
(1,888,580.000 )
1,863,099.87
2,000,000.00
(921,900.000)
931,549.93
1,000,000.00
(943,130.000)
943,130.00
1,000,000.00
(7,307.570)
7,307.57
7,740.00
(941,300.000)
941,300.00
1,000,000.00
(1,862,050.000 )
1,862,050.00
2,000,000.00
(1,834,280.000 )
1,834,280.00
2,000,000.00
Quantity
(1,788,740.000 )
Amount USD
Local Value
1,788,740.00
2,000,000.00
Currency
Gain/Loss USD
EFTA01548069
SOUTHERN TRUST COMPANY, INC ACCT.
For the Period 9/1/13 to 9/30/13
Type
Settle Date Selection Method
Foreign Exchange - Outflows
FX Fwd Contract
9/3
9/9
9/11
9/23
9/25
9/27
9/27
FX Fwd Contract
FX Fwd Contract
Spot FX
Spot FX
FX Fwd Contract
FX Fwd Contract
Description
SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL
AUD CONTRACT RATE : 0.901000000 TRADE 8/22/13
VALUE 9/03/13 (ID: OAUDPR-AA-8)
SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL
AUD CONTRACT RATE : 0.894000000 TRADE 8/29/13
VALUE 9/09/13 (ID: OAUDPR-AA-8)
SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL
AUD CONTRACT RATE : 0.917000000 TRADE 9/04/13
VALUE 9/11/13 (ID: OAUDPR-AA-8)
SPOT CURRENCY TRANSACTION - SELL BUY USD SELL
AUD EXCHANGE RATE .949200000 DEAL 09/19/13
VALUE 09/23/13 (ID: OAUDPR-AA-8)
SPOT CURRENCY TRANSACTION - SELL BUY USD SELL
AUD EXCHANGE RATE .941000000 DEAL 09/20/13
VALUE 09/25/13 (ID: OAUDPR-AA-8)
SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL
AUD CONTRACT RATE : 0.930000000 TRADE 9/10/13
VALUE 9/27/13 (ID: OAUDPR-AA-8)
SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL
AUD CONTRACT RATE : 0.943000000 TRADE 9/23/13
VALUE 9/27/13 (ID: OAUDPR-AA-8)
Total Foreign Exchange - Outflows
($10,169,919.80)
$39,714.47
943,000.000
(931,549.93)
(1,000,000.00)
1,860,000.000
(1,863,099.87)
(2,000,000.00)
941,000.000
EFTA01548070
(941,000.00)
(1,000,000.00)
(2,215.24)
949,200.000
(949,200.00)
(1,000,000.00)
7,900.00
1,834,000.000
(1,862,050.00)
(2,000,000.00)
1,049.87
1,788,000.000
(1,834,280.00)
(2,000,000.00)
9,519.93
Quantity
1,802,000.000
Amount USD
Local Value
(1,788,740.00)
(2,000,000.00)
Currency
Gain/Loss USD
23,459.91
Page 22 of 37
EFTA01548071
SOUTHERN TRUST COMPANY, INC ACCT.
For the Period 9/1/13 to 9/30/13
TRADE ACTIVITY - Australia Dollar
C indicates Currency Gain/Loss
Note:
Per Unit
Trade Date
Settle Date
Type
Selection Method Description
Settled Sales/Maturities/Redemptions
9/23
9/25
FIFO
Quantity
Option Buyback AUD CALL USD PUT FX EUROPEAN STYLE OPTION FEB 2,000,000.000
06,2014 @ .92 0.9230 WINDOW KI EXPIRING 13 SEP
13 OPTION KNOCKEDIN REPURCHASE OF WRITTEN FX
OPTION (ID: XAUDCA-FL-Z)
Amount USD
Local Value
0.034
Proceeds USD
Local Value
(67,093.72)
(71,040.00)
Cost USD
Realized
Local Value Gain/Loss USD
7,360.00
(59,733.72) C
Per Unit
Market
Trade Date
Settle Date
9/23
9/25
9/23
9/25
Type
Settled Securities Purchased
Sale
Description
AUD CALL USD PUT FX EUROPEAN STYLE OPTION FEB
06,2014 @ .92 0.9230 WINDOW KI EXPIRING 13 SEP
13 OPTION KNOCKEDIN REPURCHASE OF WRITTEN FX
OPTION (ID: OAUDPR-AA-8)
Write Option
AUD CALL USD PUT FX EUROPEAN STYLE OPTION FEB (5,000,000.000 )
06, 2014 @ .95 [email protected] [email protected] WRITTEN FX
OPTION CALL 5,000,000.00 AUD PUT 4,750,000.00
EFTA01548072
USD (ID: XAUDCA-FO-Z)
Total Settled Securities Purchased (USD)
$59,783.68
$87.71
0.012
1.266
59,783.68
63,300.00
Quantity
(71,040.000)
Amount USD
Local Value
Cost USD
Local Value
Currency
Gain/Loss USD
87.71
Page 23 of 37
EFTA01548073
SOUTHERN TRUST COMPANY, INC ACCT.
For the Period 9/1/13 to 9/30/13
Portfolio Activity Summary - Japanese Yen
Beginning Cash Balance
US Dollar Value
Current
Transactions
INFLOWS
Total Inflows
Foreign Exchange - Inflows
$0.00
OUTFLOWS **
Total Outflows
Foreign Exchange - Outflows
$0.00
Ending Cash Balance
-Period
Value
-Year-To-Date
Value*
-3,900,000.00
$3,900,000.00
(3,917,628.93)
($3,917,628.93)
-Local
Value
Current
Period Value
0.00
Year-To-Date
Value*
-0.00
381,342,000.00
381,342,000.00
0.00
0.00
*
Year to date information is calculated on a calendar year basis.
** Your account's standing instructions use a HIGH COST method for relieving
assets
from your position
(381,342,000.00)
(381,342,000.00)
-Page
24 of 37
EFTA01548074
SOUTHERN TRUST COMPANY, INC ACCT.
For the Period 9/1/13 to 9/30/13
Portfolio Activity Detail - Japanese Yen
TRADE ACTIVITY - Japanese Yen
Note:
C indicates Currency Gain/Loss
Per Unit
Trade Date
Settle Date
9/3
9/3
Type
Selection Method Description
Settled Sales/Maturities/Redemptions
Expired Option
High Cost
Quantity
JPY CALL USD PUT FX EUROPEAN STYLE OPTION FEB 285,000,000.000
06, 2014 @ 95. KO @ 99.35 EXPIRATION OF WRITTEN
FX OPTION OPTION KNOCKED OUT (ID: XJPYCA-VC-Z)
Amount USD
Local Value
Proceeds USD
Local Value
Cost USD
Realized
Local Value Gain/Loss USD
28,200.00
28,200.00 C
Page 25 of 37
EFTA01548075
SOUTHERN TRUST COMPANY, INC ACCT.
For the Period 9/1/13 to 9/30/13
Portfolio Activity Summary - N Zealand Dollar
Beginning Cash Balance
US Dollar Value
Current
Transactions
INFLOWS
Total Inflows
Foreign Exchange - Inflows
OUTFLOWS **
Total Outflows
Period Value
-8,968,289.96
$8,968,289.96
Foreign
Exchange - Outflows
Ending Cash Balance
(8,995,563.08)
($8,995,563.08)
-Year-To-Date
Value*
-15,521,884.96
$15,521,884.96
(15,555,644.08)
($15,555,644.08)
-Local
Value
Current
Period Value
0.00
11,000,000.00
11,000,000.00
(11,000,000.00)
(11,000,000.00)
0.00
* Year to date information is calculated on a calendar year basis.
** Your account's standing instructions use a HIGH COST method for relieving
assets
from your position
Year-To-Date
Value*
-19,300,000.00
19,300,000.00
(19,300,000.00)
(19,300,000.00)
-Page
26 of 37
EFTA01548076
SOUTHERN TRUST COMPANY, INC ACCT.
For the Period 9/1/13 to 9/30/13
Portfolio Activity Detail - N Zealand Dollar
INFLOWS & OUTFLOWS
Type
Settle Date Selection Method
Foreign Exchange - Inflows
Spot FX
9/3
9/23
9/23
9/23
9/23
9/25
9/25
Spot FX
Spot FX
Spot FX
Spot FX
FX Fwd Contract
FX Fwd Contract
Total Foreign Exchange - Inflows
Description
SPOT CURRENCY TRANSACTION - BUY BUY NZD SELL
USD EXCHANGE RATE .778090000 DEAL 08/29/13
VALUE 09/03/13 (ID: ONZDPR-AA-5)
SPOT CURRENCY TRANSACTION - BUY BUY NZD SELL
USD EXCHANGE RATE .830850000 DEAL 09/18/13
VALUE 09/23/13 (ID: ONZDPR-AA-5)
SPOT CURRENCY TRANSACTION - BUY BUY NZD SELL
USD EXCHANGE RATE .837600000 DEAL 09/19/13
VALUE 09/23/13 (ID: ONZDPR-AA-5)
SPOT CURRENCY TRANSACTION - BUY BUY NZD SELL
USD EXCHANGE RATE .837800000 DEAL 09/19/13
VALUE 09/23/13 (ID: ONZDPR-AA-5)
SPOT CURRENCY TRANSACTION - BUY BUY NZD SELL
USD EXCHANGE RATE .836600000 DEAL 09/20/13
VALUE 09/23/13 (ID: ONZDPR-AA-5)
SETTLE FORWARD CURRENCY CONTRACT BUY NZD SELL
USD CONTRACT RATE : 0.830746000 TRADE 9/18/13
VALUE 9/25/13 (ID: ONZDPR-AA-5)
SETTLE FORWARD CURRENCY CONTRACT BUY NZD SELL
USD CONTRACT RATE : 0.836796000 TRADE 9/18/13
VALUE 9/25/13 (ID: ONZDPR-AA-5)
$8,968,289.96
$0.00
(418,398.000)
412,499.98
500,000.00
(415,373.000)
412,499.98
EFTA01548077
500,000.00
(836,600.000)
836,600.00
1,000,000.00
(837,800.000)
837,800.00
1,000,000.00
(837,600.000)
837,600.00
1,000,000.00
(2,907,975.000 )
2,907,975.00
3,500,000.00
Quantity
(2,723,315.000 )
Amount USD
Local Value
2,723,315.00
3,500,000.00
Currency
Gain/Loss USD
Page 27 of 37
EFTA01548078
SOUTHERN TRUST COMPANY, INC ACCT.
For the Period 9/1/13 to 9/30/13
Type
Settle Date Selection Method
Foreign Exchange - Outflows
FX Fwd Contract
9/3
9/3
9/23
9/23
9/23
9/23
9/25
FX Fwd Contract
FX Fwd Contract
Spot FX
Spot FX
Spot FX
Spot FX
Description
SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL
NZD CONTRACT RATE : 0.783000000 TRADE 8/22/13
VALUE 9/03/13 (ID: ONZDPR-AA-5)
SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL
NZD CONTRACT RATE : 0.777095000 TRADE 8/28/13
VALUE 9/03/13 (ID: ONZDPR-AA-5)
SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL
NZD CONTRACT RATE : 0.777000000 TRADE 8/29/13
VALUE 9/23/13 (ID: ONZDPR-AA-5)
SPOT CURRENCY TRANSACTION - SELL BUY USD SELL
NZD EXCHANGE RATE .839000000 DEAL 09/19/13
VALUE 09/23/13 (ID: ONZDPR-AA-5)
SPOT CURRENCY TRANSACTION - SELL BUY USD SELL
NZD EXCHANGE RATE .839000000 DEAL 09/19/13
VALUE 09/23/13 (ID: ONZDPR-AA-5)
SPOT CURRENCY TRANSACTION - SELL BUY USD SELL
NZD EXCHANGE RATE .839500000 DEAL 09/19/13
VALUE 09/23/13 (ID: ONZDPR-AA-5)
SPOT CURRENCY TRANSACTION - SELL BUY USD SELL
NZD EXCHANGE RATE .836300000 DEAL 09/20/13
VALUE 09/25/13 (ID: ONZDPR-AA-5)
Total Foreign Exchange - Outflows
($8,995,563.08)
$45,884.60
836,300.000
(836,300.00)
(1,000,000.00)
11,300.04
839,500.000
(839,500.00)
(1,000,000.00)
EFTA01548079
5,657.70
839,000.000
(839,000.00)
(1,000,000.00)
5,157.69
839,000.000
(839,000.00)
(1,000,000.00)
5,157.69
2,719,500.000
(2,918,448.08)
(3,500,000.00)
11,401.76
777,095.000
(778,090.00)
(1,000,000.00)
2,059.92
Quantity
1,957,500.000
Amount USD
Local Value
(1,945,225.00)
(2,500,000.00)
Currency
Gain/Loss USD
5,149.80
Page 28 of 37
EFTA01548080
SOUTHERN TRUST COMPANY, INC ACCT.
For the Period 9/1/13 to 9/30/13
Portfolio Activity Summary - Pound Sterling
Beginning Cash Balance
US Dollar Value
Current
Transactions
INFLOWS
Total Inflows
Foreign Exchange - Inflows
OUTFLOWS **
Total Outflows
Period Value
-12,785,645.83
$12,785,645.83
Foreign
Exchange - Outflows
TRADE ACTIVITY
Settled Sales/Maturities/Redemptions
Settled Securities Purchased
Total Trade Activity
Ending Cash Balance
4,320.95
(6,509.19)
($2,188.24)
-4,320.95
(6,509.19)
($2,188.24)
-2,700.00
(4,060.00)
(1,360.00)
0.00
*
Year to date information is calculated on a calendar year basis.
** Your account's standing instructions use a HIGH COST method for relieving
assets
from your position
2,700.00
(4,060.00)
(1,360.00)
-(12,777,861.12)
($12,777,861.12)
Year-To-Date
Value*
-12,785,645.83
$12,785,645.83
(12,777,861.12)
($12,777,861.12)
Local
Value
Current
EFTA01548081
Period Value
0.00
8,004,060.00
8,004,060.00
(8,002,700.00)
(8,002,700.00)
Year-To-Date
Value*
-8,004,060.00
8,004,060.00
(8,002,700.00)
(8,002,700.00)
Page
29 of 37
EFTA01548082
SOUTHERN TRUST COMPANY, INC ACCT.
For the Period 9/1/13 to 9/30/13
Portfolio Activity Detail - Pound Sterling
INFLOWS & OUTFLOWS
Type
Settle Date Selection Method
Foreign Exchange - Inflows
Spot FX
9/3
9/23
9/23
9/23
9/25
9/25
FX Fwd Contract
Spot FX
Spot FX
FX Fwd Contract
Spot FX
Total Foreign Exchange - Inflows
Description
SPOT CURRENCY TRANSACTION - BUY BUY GBP SELL
USD EXCHANGE RATE 1.549280000 DEAL 08/29/13
VALUE 09/03/13 (ID: OGBPPR-AA-9)
SETTLE FORWARD CURRENCY CONTRACT BUY GBP SELL
USD CONTRACT RATE : 1.563633000 TRADE 8/21/13
VALUE 9/23/13 (ID: OGBPPR-AA-9)
SPOT CURRENCY TRANSACTION - BUY BUY GBP SELL
USD EXCHANGE RATE 1.600600000 DEAL 09/20/13
VALUE 09/23/13 (ID: OGBPPR-AA-9)
SPOT CURRENCY TRANSACTION - BUY BUY GBP SELL
USD EXCHANGE RATE 1.605900000 DEAL 09/23/13
VALUE 09/23/13 (ID: OGBPPR-AA-9)
SETTLE FORWARD CURRENCY CONTRACT BUY GBP SELL
USD CONTRACT RATE : 1.605140000 TRADE 9/18/13
VALUE 9/25/13 (ID: OGBPPR-AA-9)
SPOT CURRENCY TRANSACTION - BUY BUY GBP SELL
USD EXCHANGE RATE 1.604900000 DEAL 09/23/13
VALUE 09/25/13 (ID: OGBPPR-AA-9)
$12,785,645.83
$0.00
(6,515.890)
6,515.89
4,060.00
(3,210,280.000 )
3,213,599.96
2,000,000.00
(3,211,800.000 )
3,211,800.00
2,000,000.00
(3,201,200.000 )
EFTA01548083
3,201,200.00
2,000,000.00
(1,563,633.000 )
1,603,249.98
1,000,000.00
Quantity
(1,549,280.000 )
Amount USD
Local Value
1,549,280.00
1,000,000.00
Currency
Gain/Loss USD
Page 30 of 37
EFTA01548084
SOUTHERN TRUST COMPANY, INC ACCT.
For the Period 9/1/13 to 9/30/13
Type
Settle Date Selection Method
Foreign Exchange - Outflows
FX Fwd Contract
9/3
9/23
9/23
9/23
9/25
9/30
FX Fwd Contract
Spot FX
Spot FX
Spot FX
Spot FX
Description
SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL
GBP CONTRACT RATE : 1.559213000 TRADE 8/22/13
VALUE 9/03/13 (ID: OGBPPR-AA-9)
SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL
GBP CONTRACT RATE : 1.549000000 TRADE 8/29/13
VALUE 9/23/13 (ID: OGBPPR-AA-9)
SPOT CURRENCY TRANSACTION - SELL BUY USD SELL
GBP EXCHANGE RATE 1.603000000 DEAL 09/19/13
VALUE 09/23/13 (ID: OGBPPR-AA-9)
SPOT CURRENCY TRANSACTION - SELL BUY USD SELL
GBP EXCHANGE RATE 1.607100000 DEAL 09/19/13
VALUE 09/23/13 (ID: OGBPPR-AA-9)
SPOT CURRENCY TRANSACTION - SELL BUY USD SELL
GBP EXCHANGE RATE 1.600400000 DEAL 09/20/13
VALUE 09/25/13 (ID: OGBPPR-AA-9)
SPOT CURRENCY TRANSACTION - SELL BUY USD SELL
GBP EXCHANGE RATE 1.604120000 DEAL 09/26/13
VALUE 09/30/13 (ID: OGBPPR-AA-9)
Total Foreign Exchange - Outflows
($12,777,861.12)
($1,514.38)
4,331.120
(4,331.12)
(2,700.00)
10.17
3,200,800.000
(3,200,800.00)
(2,000,000.00)
(12,594.51)
3,214,200.000
(3,214,200.00)
(2,000,000.00)
7,700.01
EFTA01548085
3,206,000.000
(3,206,000.00)
(2,000,000.00)
(499.99)
1,549,000.000
(1,603,250.00)
(1,000,000.00)
(0.02)
Quantity
1,559,213.000
Amount USD
Local Value
(1,549,280.00)
(1,000,000.00)
Currency
Gain/Loss USD
3,869.96
Page 31 of 37
EFTA01548086
SOUTHERN TRUST COMPANY, INC ACCT.
For the Period 9/1/13 to 9/30/13
TRADE ACTIVITY - Pound Sterling
C indicates Currency Gain/Loss
Note:
Per Unit
Trade Date
Settle Date
Type
Selection Method Description
Settled Sales/Maturities/Redemptions
9/23
9/25
9/23
9/26
FIFO
Option Buyback ENTRY REVERSED ON 09/26/2013 GBP CALL USD PUT
FX EUROPEAN STYLE OPTION FEB 06, 2014 @ 1.57 KI
@ 1.585 KO @ 1.53 OPTION KNOCKED IN REPURCHASE
OF WRITTEN FX OPTION (ID: XGBPCA-OV-Z)
Option Buyback TO REVERSE ENTRY OF 09/25/2013 GBP CALL USD PUT
(2,000,000.000 )
FX EUROPEAN STYLE OPTION FEB 06, 2014 @ 1.57 KI
High Cost
@ 1.585 KO @ 1.53 OPTION KNOCKED IN REPURCHASE
OF WRITTEN FX OPTION AS OF 09/25/13
(ID: XGBPCA-OV-Z)
9/26
9/30
9/26
9/30
Option Buyback GBP CALL USD PUT FX EUROPEAN STYLE OPTION FEB 2,000,000.000
06, 2014 @ 1.57 KI @ 1.585 KO @ 1.53 OPTION
FIFO
KNOCKED IN REPURCHASE OF WRITTEN FX OPTION
(ID: XGBPCA-OV-Z)
Sell Option
FIFO
GBP CALL USD PUT FX EUROPEAN STYLE OPTION FEB (2,000,000.000 )
06, 2014 @ 1.57 RESALE OF PURCHASED FX OPTION
(ID: XGBPCA-OY-Z)
Total Settled Sales/Maturities/Redemptions (USD)
0.049
98,485.54
61,540.00
$4,320.95
(98,664.00)
(61,540.00)
($78,725.00)
(178.46) C
($74,404.05) C
EFTA01548087
0.047
(94,164.59)
(58,840.00)
19,939.00
(74,225.59) C
0.049
98,664.00
61,540.00
(19,939.00)
78,725.00 C
Quantity
2,000,000.000
Amount USD
Local Value
0.049
Proceeds USD
Local Value
(98,664.00)
(61,540.00)
Cost USD
Realized
Local Value Gain/Loss USD
19,939.00
(78,725.00) C
Page 32 of 37
EFTA01548088
SOUTHERN TRUST COMPANY, INC ACCT.
For the Period 9/1/13 to 9/30/13
Per Unit
Trade Date
Settle Date
9/23
9/25
9/23
9/25
9/23
9/25
9/23
9/26
Type
Settled Securities Purchased
Write Option
Description
Quantity
GBP CALL USD PUT FX EUROPEAN STYLE OPTION FEB (3,000,000.000 )
06, 2014 @ 1.595 [email protected] [email protected] WRITTEN FX
OPTION CALL 3,000,000.00 GBP PUT 4,785,000.00
USD (ID: XGBPCA-OX-Z)
Write Option
GBP PUT USD CALL FX EUROPEAN STYLE OPTION FEB (3,000,000.000 )
06, 2014 @ 1.58 [email protected] [email protected] WRITTEN FX
OPTION PUT 3,000,000.00 GBP CALL 4,740,000.00
USD (ID: XGBPPA-MH-Z)
Sale
ENTRY REVERSED ON 09/26/2013 GBP CALL USD PUT
FX EUROPEAN STYLE OPTION FEB 06, 2014 @ 1.57 KI
@ 1.585 KO @ 1.53 OPTION KNOCKED IN REPURCHASE
OF WRITTEN FX OPTION (ID: OGBPPR-AA-9)
Sale
TO REVERSE ENTRY OF 09/25/2013 GBP CALL USD PUT
FX EUROPEAN STYLE OPTION FEB 06, 2014 @ 1.57 KI
@ 1.585 KO @ 1.53 OPTION KNOCKED IN REPURCHASE
OF WRITTEN FX OPTION AS OF 09/25/13
(ID: OGBPPR-AA-9)
9/23
9/26
9/26
9/30
Purchase Option GBP CALL USD PUT FX EUROPEAN STYLE OPTION FEB 2,000,000.000
06, 2014 @ 1.57 PURCHASED FX OPTION CALL
2,000,000.00 GBP PUT 3,140,000.00 USD AS OF
09/25/13 (ID: XGBPCA-OY-Z)
Sale
GBP CALL USD PUT FX EUROPEAN STYLE OPTION FEB
06, 2014 @ 1.57 KI @ 1.585 KO @ 1.53 OPTION
KNOCKED IN REPURCHASE OF WRITTEN FX OPTION
(ID: OGBPPR-AA-9)
EFTA01548089
Total Settled Securities Purchased (USD)
($6,509.19)
($212.15)
(58,840.000)
0.049
3.077
(98,664.00)
(61,540.00)
(212.15)
61,540.000
212.15
(61,540.000)
(212.15)
0.011
0.704
33,860.64
21,120.00
Amount USD
Local Value
0.019
1.212
Market
Cost USD
Local Value
58,294.17
36,360.00
Currency
Gain/Loss USD
Page 33 of 37
EFTA01548090
SOUTHERN TRUST COMPANY, INC ACCT. I
For the Period 9/1/13 to 9/30/13
Settled Foreign Exchange Contracts
Currency
Trade Date
Settle Date Counter Currency
Trade Related
AUSTRALIA DOLLAR
U S DOLLAR
POUND STERLING
U S DOLLAR
POUND STERLING
U S DOLLAR
N ZEALAND DOLLAR
U S DOLLAR
N ZEALAND DOLLAR
U S DOLLAR
N ZEALAND DOLLAR
U S DOLLAR
POUND STERLING
U S DOLLAR
AUSTRALIA DOLLAR
U S DOLLAR
POUND STERLING
U S DOLLAR
POUND STERLING
U S DOLLAR
Speculative
N ZEALAND DOLLAR
U S DOLLAR
Aug. 28 13
Sep. 3 13
NZD
USD
(1,000,000.00)
777,095.00
0.777095
0.778090
777,095.00
(778,090.00)
Page 34 of 37
(995 00)
Sep. 19 13
Sep. 23 13
Sep. 19 13
Sep. 23 13
Sep. 19 13
Sep. 23 13
Sep. 19 13
Sep. 23 13
Sep. 19 13
EFTA01548091
Sep. 23 13
Sep. 19 13
Sep. 23 13
Sep. 23 13
Sep. 23 13
Sep. 23 13
Sep. 25 13
Sep. 23 13
Sep. 25 13
Sep. 26 13
Sep. 30 13
AUD
USD
GBP
USD
GBP
USD
NZD
USD
NZD
USD
NZD
USD
GBP
USD
AUD
USD
GBP
USD
GBP
USD
(1,000,000 00)
949,200.00
(2,000,000.00)
3,206,000.00
(2,000,000.00)
3,214,200.00
(1,000,000.00)
839,000.00
(1,000,000.00)
839,000.00
(1,000,000.00)
839,500.00
2,000,000.00
(3,211,800.00)
7,740.00
(7,307.57)
4,060.00
(6,515.89)
(2,700.00)
4,331.12
EFTA01548092
0.949200
1.603000
1.607100
0.839000
0.839000
0.839500
1.605900
0.944130
1.604900
1.604120
0.941300
1.603250
1.603250
0.833842
0.833842
0.833842
1.605900
0.944130
1.604900
1.600352
949,200.00
3,206,000.00
3,214,200.00
839,000.00
839,000.00
839,500.00
(3,211,800.00)
(7,307.57)
(6,515.89)
4,331.12
(941,300.00)
(3,206,499.99)
(3,206,499.99)
(833,842.31)
(833,842.31)
(833,842.30)
3,211,800.00
7,307.57
6,515.89
(4,320.95)
10.17
7,900.00
(499.99)
7,700.01
5,157.69
5,157.69
5,657.70
Amount
Counter Amount Contract Rate Revaluation Rate
Contracted Base
Amount USD
EFTA01548093
Revalued
Amount USD
Currency G/L
EFTA01548094
SOUTHERN TRUST COMPANY, INC ACCT.
For the Period 9/1/13 to 9/30/13
Trade Date
Speculative
AUSTRALIA DOLLAR
U S DOLLAR
POUND STERLING
U S DOLLAR
N ZEALAND DOLLAR
U S DOLLAR
N ZEALAND DOLLAR
U S DOLLAR
N ZEALAND DOLLAR
U S DOLLAR
AUSTRALIA DOLLAR
U S DOLLAR
POUND STERLING
U S DOLLAR
N ZEALAND DOLLAR
U S DOLLAR
POUND STERLING
U S DOLLAR
N ZEALAND DOLLAR
U S DOLLAR
N ZEALAND DOLLAR
U S DOLLAR
AUSTRALIA DOLLAR
U S DOLLAR
POUND STERLING
U S DOLLAR
Sep. 10 13
Sep. 11 13
Aug. 21 13
Sep. 23 13
Sep. 18 13
Sep. 23 13
Sep. 19 13
Sep. 23 13
Sep. 19 13
Sep. 23 13
Sep. 20 13
Sep. 23 13
Sep. 20 13
Sep. 23 13
Sep. 20 13
Sep. 23 13
Sep. 18 13
Sep. 25 13
Sep. 18 13
Sep. 25 13
Sep. 18 13
EFTA01548095
Sep. 25 13
Sep. 20 13
Sep. 25 13
Sep. 20 13
Sep. 25 13
AUD
USD
GBP
USD
NZD
USD
NZD
USD
NZD
USD
AUD
USD
GBP
USD
NZD
USD
GBP
USD
NZD
USD
NZD
USD
AUD
USD
GBP
USD
2,000,000.00
(1,862,050.00)
1,000,000.00
(1,563,633.00)
3,500,000.00
(2,907,975.00)
1,000,000.00
(837,600.00)
1,000,000.00
(837,800.00)
1,000,000.00
(941,300.00)
2,000,000.00
(3,201,200.00)
1,000,000.00
(836,600.00)
2,000,000.00
(3,210,280.00)
500,000.00
(415,373.00)
EFTA01548096
500,000.00
(418,398.00)
(1,000,000.00)
941,000.00
(2,000,000.00)
3,200,800.00
0.931025
1.563633
0.830850
0.837600
0.837800
0.941300
1.600600
0.836600
1.605140
0.830746
0.836796
0.941000
1.600400
0.931025
1.603250
0.830850
0.837600
0.837800
0.941300
1.600600
0.836600
1.606800
0.825000
0.825000
0.943215
1.606697
(1,862,050.00)
(1,563,633.00)
(2,907,975.00)
(837,600.00)
(837,800.00)
(941,300.00)
(3,201,200.00)
(836,600.00)
(3,210,280.00)
(415,373.00)
(418,398.00)
941,000.00
3,200,800.00
1,862,050.00
1,603,249.98
2,907,975.00
837,600.00
837,800.00
941,300.00
EFTA01548097
3,201,200.00
836,600.00
3,213,599.96
412,499.98
412,499.98
(943,215.24)
(3,213,394.51)
3,319.96
(2,873.02)
(5,898.02)
(2,215.24)
(12,594.51)
39,616.98
Currency
Settle Date Counter Currency
Amount
Counter Amount Contract Rate Revaluation Rate
Contracted Base
Amount USD
Revalued
Amount USD
Currency G/L
Page 35 of 37
EFTA01548098
SOUTHERN TRUST COMPANY, INC ACCT.
For the Period 9/1/13 to 9/30/13
Trade Date
Speculative
N ZEALAND DOLLAR
U S DOLLAR
AUSTRALIA DOLLAR
U S DOLLAR
AUSTRALIA DOLLAR
U S DOLLAR
AUSTRALIA DOLLAR
U S DOLLAR
Hedge
AUSTRALIA DOLLAR
U S DOLLAR
POUND STERLING
U S DOLLAR
N ZEALAND DOLLAR
U S DOLLAR
AUSTRALIA DOLLAR
U S DOLLAR
POUND STERLING
U S DOLLAR
N ZEALAND DOLLAR
U S DOLLAR
AUSTRALIA DOLLAR
U S DOLLAR
AUSTRALIA DOLLAR
U S DOLLAR
Aug. 22 13
Sep. 3 13
Aug. 22 13
Sep. 3 13
Aug. 22 13
Sep. 3 13
Aug. 29 13
Sep. 3 13
Aug. 29 13
Sep. 3 13
Aug. 29 13
Sep. 3 13
Aug. 29 13
Sep. 9 13
Sep. 4 13
Sep. 9 13
AUD
USD
GBP
USD
NZD
USD
EFTA01548099
AUD
USD
GBP
USD
NZD
USD
AUD
USD
AUD
USD
(2,000,000.00)
1,802,000.00
(1,000,000.00)
1,559,213.00
(2,500,000.00)
1,957,500.00
2,000,000.00
(1,788,740.00)
1,000,000.00
(1,549,280.00)
3,500,000.00
(2,723,315.00)
(2,000,000.00)
1,788,000.00
2,000,000.00
(1,834,280.00)
0.901000
1.559213
0.783000
0.894370
1.549280
0.778090
0.894000
0.917140
0.894370
1.549280
0.778090
0.894370
1.549280
0.778090
0.917140
0.917140
1,802,000.00
1,559,213.00
1,957,500.00
(1,788,740.00)
(1,549,280.00)
(2,723,315.00)
1,788,000.00
(1,834,280.00)
(1,788,740.00)
EFTA01548100
(1,549,280.00)
(1,945,225.00)
1,788,740.00
1,549,280.00
2,723,315.00
(1,834,280.00)
1,834,280.00
Page 36 of 37
(46,280.00)
13,260.00
9,933.00
12,275.00
Sep. 20 13
Sep. 25 13
Sep. 10 13
Sep. 27 13
Sep. 13 13
Sep. 27 13
Sep. 18 13
Sep. 27 13
NZD
USD
AUD
USD
AUD
USD
AUD
USD
(1,000,000.00)
836,300.00
(2,000,000.00)
1,860,000.00
1,000,000.00
(921,900.00)
2,000,000.00
(1,888,580.00)
0.836300
0.930000
0.921900
0.944290
0.825000
0.931550
0.931550
0.931550
836,300.00
1,860,000.00
(921,900.00)
(1,888,580.00)
(824,999.96)
(1,863,099.87)
931,549.93
EFTA01548101
1,863,099.87
11,300.04
(3,099.87)
9,649.93
(25,480.13)
Currency
Settle Date Counter Currency
Amount
Counter Amount Contract Rate Revaluation Rate
Contracted Base
Amount USD
Revalued
Amount USD
Currency G/L
EFTA01548102
SOUTHERN TRUST COMPANY, INC ACCT.
For the Period 9/1/13 to 9/30/13
Trade Date
Hedge
AUSTRALIA DOLLAR
U S DOLLAR
ℹ️ Document Details
SHA-256
8f52997389df52c001dea9fa52ec94a4a7aca3a3c2379bb07ffb05af24c99948
Bates Number
EFTA01548030
Dataset
DataSet-10
Document Type
document
Pages
83
Comments 0