EFTA01583084.pdf

SOUTHERN TRUST COMPANY.INC ACCT. VV97565001 For the Period 9/1/13 to 9/30/13 Adjusted Cost Unrealized Est. Annual Income Price Quantity Value Original Cost GainiLoss Accrued Interest Yield Complementary Structured Strategies NZD CALL USD PUT 3.67 (2,000,000.00) (73,447.19) (15,280 00) (58.167.19) FX EUROPEAN STYLE OPTION FEB 06. 2014 0 .8 KO © 0.77 XNZDCA-DE-Z Total Complementary Structured Strategies ($1,077,211.99) ($704,521.49) (5372,690.50) So.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 Gain/Loss Foreign Exchange Contracts AUSTRALIA DOLLAR Sep. 27 13 AUD 2,000,000.00 0.931875 0.934509 1,869,017.19 5,267.19 US DOLLAR Oct. 813 USD (1,863,750.00) 1,863,750.00 N ZEALAND DOLLAR sap. 3013 NZD Z000,000.00 0.832075 0.832405 1,664,810.56 660.56 US DOLLAR Oct. 813 USD (1,664,150.00) 1,064,150.00 N ZEALAND DOLLAR Sep. 30 13 NZD 2,000,000.00 0.825075 0.832405 1,664,810.56 14,660.56 US DOLLAR Oct. 813 USD (1,650,150.00) 1,650,150.00 POUND STERLING Sep. 3013 GBP 2,000,000.00 1.614821 1.619291 3238,581.28 8,938.48 US DOLLAR Oct 813 USD (3,229,642.80) 3,229,642.80 J.P.Morgan Account W97565001 Page 10 of 38 Consolidated Statement Page 13 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00062695 EFTA01583084