EFTA01500170.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 Ouantiy Value Original Cost Gain/Loss Accrued Interest Yield Cash US DOLLAR 1.00 5,337,800.00 5,337,800.00 5,337,800.00 533.78 0.01% 1 19.27 COST OF PENDING PURCHASES 1.00 (30,615.00) (30.615 00) (30.615 00) Total Cash $5,307,185.00 55,307,185.00 50.00 $533.78 0.01% $19.27 Complementary Structured Strategies AUD CALL USD PUT 0.63 (10000000.00) (62.685.10) (96.350 00) 33,664.90 FX EUROPEAN STYLE OPTION JAN 24, 2014 Q .94 KID 0.96 KO 0.88 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 Q 1.02 19 G 1.005 KO @ 1.065 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 I) 95. KI G94 KO©101 XJPYCA•UVVZ J.P Morgan Page 5 of 14 Confidential Treatment Requested by JPMorgan JPM-SDNY-00024098 Chase CONFIDENTIAL SDNY_GM_00293296 EFTA01500170