EFTA01500210.pdf

SOUTHERN TRUST COMPANY, INC ACCT. For the Period 8/1/13 to sain3 Adjusted Cost Unrealized Est Annual Income Price Quantity Value Original Cost Gain/Loss Accrued Interest Yield Complementary Structured Strategies AUD CALL USD PUT 0.24 (10.000.000 00) (23.911.34) (96,350.00) 72,438.66 FX EUROPEAN STYLE OPTION JAN 24, 2014 (4 .94 KJ Q0.98 KO Q0.88 AUD PUT USD CALL 1.70 (4,500,000.00) (76,620.78) (43,654.50) (32 966 28) FX EUROPEAN STYLE OPTION JAN 24, 2014 Q .89 VVINDOWRKI e 0.8760 UNTIL 9SEP13 CAD CALL USD PUT 0.60 (4,590,000.00) (27,530.60) (58,500.00) 30,969.40 FX EUROPEAN STYLE OPTION FEB 11 2014 1.02 08P CALL USD PUT 0.90 (5,000,000.00) (45,167.66) (49.847.50) 4,679.84 FX EUROPEAN STYLE OPTION FEB 06, 2014 e 1.57 KII)1.585KOQ 1.53 JPY CALL USD PUT 0.01 (475,000,000.00) (65.363 53) (71.250.00) 5,886.47 FX EUROPEAN STYLE OPTION JAN 29, 2014 Q 95. . 1(9 0) 11 101 JPY CALL USD PUT 0.01 (286,000.000 00 ) (21,272.84) (28.200.00) 6,927.36 FX EUROPEAN STYLE OPTION FEB06, 2014 Q95. .1935 IC J.P Morgan Page 6 of 22 Confidential Treatment Requested by JPMorgan JPM-SDNY-00024147 Chase CONFIDENTIAL SDNY_GM_00293345 EFTA01500210