EFTA01344313.pdf

00 00 zz m m 55 mm zz >5 rr — "0 C ,3 0 C SOUTHERN FINANCIAL, TLC ACCT. z For the Period 7/1/13 to 7/31/13 —1 —I 0 -ri Adios:tea Cost Unrealized at Annual Income M Pike Quantity Value Original Cost Gainkoss Acaued Interest Yield P ?) Complementary Structured Strategies c") 73 JPY PUT CAD CALL 0.18 809,000,000.00 1,490,733.44 338,95282 1,153,780.82 FX EUROPEAN STYLE OPTION OCT 08 2013 e 80.9 70 AD co m JPY PUT USD CALL 0.01 500,000,000.00 45,477.86 121,500.00 (76,022.34) FX EUROPEAN STYLE OPTION ilia 100. JPY PUT USD CALL (500,000,000.00) (4,424.35) (38,500.00) 32,075.65 FX EUROPEAN STYLE OPTION SEP 10 2013 ®105. OS MXN STEP UP NOTE 11/22/13 108.19 1,000,000.00 1,081,920.00 1,000,000.00 81,920.00 LNKD TO MXN VS USD 85%BARRIER- 5% ATM CPN-22.9%MXRTRN 11/06/12 INITIAL STRIKE: 13.11925 JP813YR NC CI.N TO MTOR OV16/15 106.23 1,500,000.00 1,593,450.00 1,500,000.00 93,450.00 INITIAL RATE 6.20% CPN 3,874.50 iiiii i Total Complementary Structured Strategies $4,159,761.47 $2,500,000.00 *1,859,761.47 50.00 0.00% $3,874.50 azto 0 I< 6 ;z 00 0 J.P.Morgan AccouM Page 19 of 33 Consolidated Statement Page 22 (.0 Co 0) N EFTA01344313