EFTA01499676.pdf

SOUTHERN FINANCIAL LLC ACCT. For the Period 9/1/13 to 9/31113 Ad usted Cost Unrealized Est Annual Income Price Quantity Value Ongilal Coat Gain/Loss Accrued Interest Yield Complementary Structured Strategies JPY CALL CAD PUT (769,000,000.00) (336,952.82) 336,952.82 FX EUROPEAN STYLE OPTION OCT 06, 2013 0 76.9 AT EXP KI 069.65 XJPYCA-TZ-Z AD JPY PUT CAD CALL 0.18 809,000,000.00 1,480,911.74 336,952.82 1,143,958 92 FX EUROPEAN STYLE OPTION OCT 06, 2013 0 80.9 XJPYPB-EX-Z AD Total Complementary Structured Strategies $1,480,911.74 $0.00 $1,480,911.74 $0.00 0.00% Market Value Receivable Trade Date Currency Amount Contract Current Market Market Value Unrealized Settlement Date Counter Currency Counter Amount Rate Forward Rate Payable GainfLoss Foreign Exchange Contracts CANADIAN DOLLAR Aug. 23 13 CAD (5,000.000.00) 93.730000 95.431595 4,776,353.32 (86,710.99) JAPANESE YEN Oct. 10 13 JPY 468,650,000.00 4,863,064.31 J.P Morgan Account Page 15 of 34 Consolidated Statement Page 18 Confidential Treatment Requested by JPMorgan JPM-SDNY-00023470 Chase CONFIDENTIAL SDNY_GM_00292668 EFTA01499676