EFTA01583132.pdf

SOUTHERN TRUST COMPANY.INC ACCT. VV97565001 For the Period 8/1/13 to 8/31/13 Adjusted Cost Unrealized Est. Annual Income Price Quantity Value Original Cost GainiLoss Accrued Interest Yield Complementary Structured Strategies JPY CALL USD PUT 0.01 (475,000,CC0.00 ) (65,363.53) (71,250.00) 5,886.47 FX EUROPEAN STYLE OPTION JAN 29, 2014 096. KJ a 94 KO Q101 XJPYCA-UW-Z JPY CALL USD PUT 0.01 (285,000,000.00) (21,272.64) (28,200.00) 6,927.36 FX EUROPEAN STYLE OPTION FEB 06 2014 Q95. KO@ 99 35 XJPYCA-VC-Z NZD CALL USD PUT 0.14 (10,000,000.00) (13,614.90) (82,000.00) 68,385.10 FX EUROPEAN STYLE OPTION JAN 23, 2014 0 .82 1000.845K° Q0.768 XNZDCA-OD-Z NW CALL USD PUT 0.18 (2,000,000.00) (3,170.30) (15,280.00) 12,109.70 FX EUROPEAN STYLE OPTION FEB 06, 2014 Q.8 K000.77 XNZDCA-DE-Z NZD PUT USD CALL 3.40 (3,000,000.00) (102,125.38) (43,320.00) (58,805.38) FX EUROPEAN STYLE OPTION OCT 24, 2013 0.8 K000.84 XNZDPA-EV-Z Total Complementary Structured Strategies (8378,777.13) (6488,402.00) 8109,824.87 $0.00 0.00% J,P, Morgan Account W97565001 Page 7 of 23 Consolidated Statement Page 10 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00062750 EFTA01583132