EFTA01500231.pdf

SOUTHERN TRUST COMPANY, INC ACCT. For the Period 9/1/13 to 9131113 Adjusted Cost Unrealized Est Annual Income Price Quantity Value Original Cost Gain/Loss Accrued Interest Yield Non-US Fixed Income PETROLEOS DE VENEZUELA S 87.75 2,000A:0.00 1,755,000.00 1,800,000.00 (45.000 00) 100.000 00 11 82% 5% OCT 28 2015 42,500 00 DTD 10/28/2009 HELD BY EUROCLEAR ISIN X50460546525 SEDOL 8580GP8 71668A-99-9 Complementary Structured Strategies AUD CALL USD PUT 1.47 (10,000,000.00) (147,468.24) (96,350.00) (51,118.24) FX EUROPEAN STYLE OPTION JAN 24. 2014 .94 KJ © 0.96 KO © 0.88 XAUDCA.FK-Z AUD CALL USD PUT 2.78 (3,000,000.00) (83,436.57) (11,040.00) (72,396.57) FX EUROPEAN STYLE OPTION FEB 06,2014 v.92 0.9230 WINDOW IC EXPIRING 13 SEP 13 OPTION KNOCKEDIN XAUDCA-FL-Z AUD CALL USD PUT 0.93 (5,000,000.00) (46,251.91) (59,783.68) 13,531.77 FX EUROPEAN STYLE OPTION FEB 06, 2014 x.95 K0.0.902 Kle0.98 XAUDCA-FO-Z UD AUD PUT USD CALL (4500600.00) (43,654.50) 43,654.50 FX EUROPEAN STYLE OPTION JAN 24, 2014 © .89 WINDOW RKI ig 0.8760 UNTIL 9SEP13 XAUDPA-JE-Z J.P Morgan Page 7 of 37 Confidential Treatment Requested by JPMorgan JPM-SDNY-00024176 Chase CONFIDENTIAL SDNY_GM_00293374 EFTA01500231