EFTA01350674.pdf

DB Account Number Account Name Description Trade Date Quantity Cusip As-of Date Loca 1 CCY Base CCY Settlement Date Quantity Local Price Base Price Pricing Date Local Trade Date Cost Base Trade Date Cost Local Settlement Date Cost Base Settlement Date Cost Local Trade Date Market Value Base Trade Date Market Value Local Settlement Date Market Value Base Settlement Date Market Value Local Accrued Income Base Accrued Income Loca 1 Est. Annual Income Base Est. Annual Income Local Unrealized G/L Base Unrealized G/L Mark et Spot Rate Maturity/Contract Expiry Date Coupon/Interest rate S&P Rating Moody Rating Accrued Interest Limit Available DM ECI ECI Region of Risk Implementation Vehic le JPMS ADP ISIN Trade Type Original Face Amount Price with Sinking Bond Fact SOUTHERN TRUST COMPANY, INC-MGN US DOLLAR 2200.0 OUSDPRAA7 16/09/2013 USD USD 2200.0 0.0 1.0 16/09/2013 2200.0 2200.0 2200.0 2200.0 2200.0 2200 .0 2200.0 2200.0 0.0 0.0 0.0 0.0 0.0 0.0 1.0 0.0 0.0 0.0 0.0 0.0 0.0 SOUTHERN TRUST COMPANY, INC-MGN US DOLLAR 96088.87 16/0 9/2013 USD USD 96088.87 0.0 1.0 16/09/2013 96088.87 96088.87 96088.87 96088.87 96088.87 96088.87 96088.87 96088.87 0.0 0.0 0.0 0.0 0.0 0.0 1.0 0.0 0.0 0.0 0.0 0243896266 0.0 0.0 SOUTHERN TRUST COMPANY, INC-MGN PROSHARES ULTRASHORT GOLD NEW PUT 01/18/14 @ 90 -1.0 16/09/2013 USD USD -1.0 0.0 9.1 16/09/2013 -996.94 -996 94 -996.94 -910.0 -910.0 -910.0 -910.0 0.0 0.0 0.0 0.0 86.94 86.9 18/01/2014 0.0 AAA* 0.0 0.0 0.0 0243 Benchmark Aware 0.0 0.0 SOUTHERN TRUST COMPANY, INC-MGN PROSHARES ULTRASHORT GOLD NEW PUT 01/18/14 @ 91 -19. 16/09/2013 USD USD -19.0 0.0 9.0 16/09/2013 -198 91.93 -19891.93 -19891.93 -19891.93 -17100.0 -17100.0 -17100.0 -17100.0 0.0 0.0 0.0 0.0 2791.93 2791.93 1.0 18/01/2014 0.0 AAA* 0.0 0.0 0.0 Benchmark Aware 0.0 IIIIIIIIII.° SOUTHERN TRUST COMPANY, INC ALLY FINANCIAL INC 8 1/2% PFD 57000.0 USD USD 57000.0 0.0 26.82 16/09/2013 1489980.0 1489980.0 1489980.0 1489980.0 1528740.0 1528740.0 1528740.0 1528740.0 0.0 0.0 120840.0 120840.0 760.0 38760.0 1.0 0.0 NA CAA1 0.0 0.0 0.0 Benchmark Aware 0.0 0.0 EFTA01350674 JPM Account Number Account Name Description Maturity/Contract Expiry Date Trade Date Quantity Ticker Cusip As-of Date Local CCY Base CCY Settlement Date Quantity Loca 1 Price Base Price Pricing Date Local Trade Date Cost Base Trade Date Cost Local Settle ment Date Cost Base Settlement Date Cost Local Trade Date Market Value Base Trade Date Mark et Value Local Settlement Date Market Value Base Settlement Date Market Value Loca 1 Accrued Income Base Accrued Income Local Est. Annual Income Base Est. Annual Inc ome Local Unrealized G/L Base Unrealized G/L Market Spot Rate Coupon/Interest rate S&P Rating Moody Rating Accrued Interest Limit Available DM ECI ECI Regi on of Risk Implementation Vehicle JPMS ADP ISIN Trade Type Original Face Amount Price with Sinking Bond Factor included W89640002 SOUTHERN TRUST COMPANY, INC HSBC BRL STEP UP NOTE 3/27/14 LNKD TO BRL VS USD 85% BARRIER- 5%CPN-28.5% MXRTRN 3/13/13; INITIAL STRIKE: 1.9619 27/03/2014 40432XD32 16/09/2013 USD USD 1000000.0 1000000.0 0.0 80.07 16/09/2013 1000 000.0 1000000.0 1000000.0 1000000.0 800700.0 800700.0 800700.0 800700.0 0.0 0.0 0.0 0.0 -199300.0 -199300.0 1.0 0.0 0.0 0.0 0.0 9710670708 0243896266 US40432XD326 0.0 0.0 W89640002 SOUTHERN TRUST COMPANY, INC HSBC BRL STEP UP NOTE 4/21/14 LNKD TO BRL VS USD 85% BARRIER- 5tCPN-28.5% MXRTRN 4/5/13 INITIAL STRIKE: 2.0035 21/04/2014 40432XE56 16/09/2013 USD USD 1000000.0 1000000.0 0.0 82.57 16/09/2013 1000 000.0 1000000.0 1000000.0 1000000.0 825700.0 825700.0 825700.0 825700.0 0.0 0.0 0.0 0.0 -174300.0 -174300.0 1.0 0.0 0.0 0.0 0.0 9710670708 0243896266 US40432XE563 0.0 0.0 W97565001 SOUTHERN TRUST COMPANY, INC BUY GBP SELL USD FORWARD CONTRACT FX RATE 1.5636330T RADE 08/21/13 VALUE 09/23/13 23/09/2013 FXGBPBDLV 16/09/2013 GBP USD 1000000.0 1000000.0 1.594 0.0 16/09/2013 -1563633.0 0.0 -1563633.0 1563633.0 18719.895 26212.264 18719.895 26212.264 0.0 0.0 0.0 0.0 18719.895 26212.264 1.59355 1.563633 0.0 0.0 0.0 9710670708 0243896266 0.0 0.0 W97565001 SOUTHERN TRUST COMPANY, INC BUY USD SELL GBP FORWARD CONTRACT FX RATE 1.5490000T RADE 08/29/13 VALUE 09/23/13 23/09/2013 FXUSDBMMO 16/09/2013 GBP USD 1549000.0 1549000.0 0.0 1.594 16/09/2013 -1000000.0 0.0 -1000000.0 1593462.45 -27903.042 -40844.529 -27903.042 -40844.529 0.0 0.0 0.0 0.0 -27903.042 -40844.529 1.59355 1.549 0.0 0.0 0.0 9710 670708 0243896266 0.0 0.0 W97565001 SOUTHERN TRUST COMPANY, INC BUY USD SELL NZD FORWARD CONTRACT FX RATE .7770000TR ADE 08/29/13 VALUE 09/23/13 23/09/2013 FXUSDBMMP 16/09/2013 NZD USD 2719500.0 2719500.0 0.0 1.222 16/09/2013 -3500000.0 0.0 -3500000.0 2862502.72 -174850.321 -134437.667 -174850.321 -134437.667 0.0 0.0 0.0 0.0 -174850.321 -134437.667 1.22212 0.777 0.0 0.0 0.0 9710 670708 0243896266 0.0 0.0 W97565001 SOUTHERN TRUST COMPANY, INC BUY USD SELL AUD FORWARD CONTRACT FX RATE .9300000TR ADE 09/10/13 VALUE 09/27/13 27/09/2013 FXUSDBMPW 16/09/2013 AUD USD 1860000.0 1860000.0 0.0 1.07 16/09/2013 -2000000.0 0.0 -2000000.0 1866939.53 -7434.124 -311.495 -7434.124 -311.495 0.0 0.0 0.0 0.0 -7434.124 -311.495 1.070492 0.93 0.0 0.0 0.0 9710670708 0243896266 0.0 0.0 W97565001 SOUTHERN TRUST COMPANY, INC BUY AUD SELL USD FORWARD CONTRACT FX RATE .9219000TR ADE 09/13/13 VALUE 09/27/13 27/09/2013 FXAUDBBKK 16/09/2013 AUD USD 1000000.0 1000000.0 1.07 0.0 16/09/2013 -921900.0 0.0 -921900.0 921900.0 12394.36 8255.106 12394.36 8255.106 0.0 0.0 0.0 0.0 12394.36 8255.106 1.070492 0.9219 0.0 0.0 0.0 9710670708 0243896266 0.0 0.0 W97565001 SOUTHERN TRUST COMPANY, INC WRITE - AUD CALL USD PUT FX EUROPEAN STYLE OPTION JA N 24, 2014 @ .94 KI @ 0.96 KO @ 0.88 24/01/2014 XAUDCAFKZ 16/09/2013 USD USD -1.0E7 -1.0E7 0.0 1.0 13/09/2013 -96350.0 -96350.0 -96350.0 - 96350.0 -141976.867 -141976.867 -141976.867 -141976.867 0.0 0.0 0.0 0.0 -45626.867 -45626.867 1.0 0.0 0.0 0.0 0.0 9710 670708 0243896266 0.0 0.0 W97565001 SOUTHERN TRUST COMPANY, INC WRITE - NZD CALL USD PUT FX EUROPEAN STYLE OPTION JA N 23, 2014 @ .82 KI @ 0.845 KO @ 0.768 23/01/2014 XNZDCADDZ 16/09/2013 USD USD -1.0E7 -1.0E7 0.0 1.0 13/09/2013 -82000.0 -82000.0 -82000.0 - 82000.0 -148292.662 -148292.662 -148292.662 -148292.662 0.0 0.0 0.0 0.0 -66292.662 -66292.662 1.0 0.0 0.0 0.0 0.0 9710 670708 0243896266 0.0 0.0 W97565001 SOUTHERN TRUST COMPANY, INC WRITE - JPY CALL USD PUT FX EUROPEAN STYLE OPTION JA N 29, 2014 @ 95. KI @ 94 KO @101 29/01/2014 XJPYCAUWZ 16/09/2013 USD USD -4.75E8 -4.75E8 0.0 1.0 13/09/2013 -71250.0 -71250.0 -71250.0 -71250.0 -46610.602 -46610.602 -46610.602 -46610.602 0.0 0.0 0.0 0.0 24639.398 24639.398 1.0 0.0 0.0 0.0 0.0 9710 670708 0243896266 0.0 0.0 W97565001 SOUTHERN TRUST COMPANY, INC WRITE - NZD CALL USD PUT FX EUROPEAN STYLE OPTION FE B 06, 2014 @ .8 KO @ 0.77 06/02/2014 XNZDCADEZ 16/09/2013 USD USD -2000000.0 -2000000.0 0.0 1.0 13/09/2013 -15280.0 -15280.0 -152 80.0 -15280.0 -49766.905 -49766.905 -49766.905 -49766.905 0.0 0.0 EFTA01350675 0.0 0.0 -34486.905 -34486.905 1.0 0.0 0.0 0.0 0.0 9710670708 0243896266 0.0 0.0 W97565001 SOUTHERN TRUST COMPANY, INC WRITE - GBP CALL USD PUT FX EUROPEAN STYLE OPTION FE B 06, 2014 @ 1.57 KI @ 1.585 KO @ 1.53 OPTION KNOCKED IN 06/02/2014 XGBPCAOVZ 16/09/2013 USD USD -5000000.0 -5000000.0 0.0 1.0 12/09/2013 -498 47.5 -49847.5 -49847.5 -49847.5 -149261.76 -149261.76 -149261.76 - 149261.76 0.0 0.0 0.0 0.0 -99414.0 -99414.0 1.0 0.0 0.0 0.0 0.0 9710670708 0243896266 0.0 0.0 W97565001 SOUTHERN TRUST COMPANY, INC WRITE - AUD PUT USD CALL FX EUROPEAN STYLE OPTION JA N 24, 2014 @ . 89 WINDOW RKI @ 0.8760 UNTIL 9SEP13 24/01/2014 XAUDPAJEZ 16/0 9/2013 USD USD -4500000.0 -4500000.0 0.0 0.0 13/09/2013 -43654.5 -43654.5 -43654.5 -43654.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 43654.5 43654.5 1.0 0.0 0.0 0.0 0.0 9710670708 0243 896266 0.0 0.0 W97565001 SOUTHERN TRUST COMPANY, INC WRITE - CAD CALL USD PUT FX EUROPEAN STYLE OPTION FE B 11, 2014 @ 1.02 11/02/2014 XCADCAFGZ 16/09/2013 USD USD -459 0000.0 -4590000.0 0.0 1.0 13/09/2013 -58500.0 -58500.0 -58500.0 - 58500.0 -46044.476 -46044.476 -46044.476 -46044.476 0.0 0.0 0.0 0.0 12455.524 12455.524 1.0 0.0 0.0 0.0 0.0 9710 670708 0243896266 0.0 0.0 W97565001 SOUTHERN TRUST COMPANY, INC WRITE - AUD CALL USD PUT FX EUROPEAN STYLE OPTION FE B 06,2014 8 .92 0.9230 WINDOW KI EXPIRING 13 SEP 13 OPTION KNOCKEDIN 06/02/2014 XAUD CAFLZ 16/09/2013 USD USD -5000000.0 -5000000.0 0.0 1.0 13/09/2013 - 18400.0 -18400.0 -18400.0 -18400.0 -135637.19 -135637.19 -135 637.19 -135637.19 0.0 0.0 0.0 0.0 -117237.19 -117237.19 1.0 0.0 0.0 0.0 0.0 9710670708 0243896266 0.0 0.0 W97565001 SOUTHERN TRUST COMPANY, INC WRITE - AUD PUT USD CALL FX EUROPEAN STYLE OPTION JA N 24, 2014 @ .89 KI @ 0.84 24/01/2014 XAUDPAJFZ 16/09/2013 USD USD - 5000000.0 -5000000.0 0.0 1.0 13/09/2013 -51100.0 -51100.0 -511 00.0 -51100.0 -52298.009 -52298.009 -52298.009 -52298.009 0.0 0.0 0.0 0.0 -1198.009 -1198.009 1.0 0.0 0.0 0.0 0.0 9710670708 0243896266 0.0 0.0 W97565001 SOUTHERN TRUST COMPANY, INC WRITE - NZD PUT USD CALL FX EUROPEAN STYLE OPTION JA N 23, 2014 @ .79 KI @ 0.75 23/01/2014 XNZDPAFAZ 16/09/2013 USD USD - 5000000.0 -5000000.0 0.0 1.0 13/09/2013 -78144.0 -78144.0 -781 44.0 -78144.0 -62266.805 -62266.805 -62266.805 -62266.805 0.0 0.0 0.0 0.0 15877.195 15877.195 1.0 0.0 0.0 0.0 0.0 9710670708 0243896266 0.0 0.0 W97565001 SOUTHERN TRUST COMPANY, INC WRITE - JPY PUT USD CALL FX EUROPEAN STYLE OP FEB 06 , 2014 @ 102 KI @ 106 06/02/2014 XJPYPBGDZ 16/09/2013 USD USD -5.1 E8 -5.1E8 0.0 1.0 13/09/2013 -93500.0 -93500.0 -93500.0 -935 00.0 -72465.86 -72465.86 -72465.86 -72465.86 0.0 0.0 0.0 0.0 21034.14 21034.14 1.0 0.0 0.0 0.0 0.0 9710670708 0243896266 0.0 0.0 W97565001 SOUTHERN TRUST COMPANY, INC US DOLLAR 5612727.35 OUSD PRAA7 16/09/2013 USD USD 5612727.35 0.0 1.0 16/09/2013 5612727.35 5612727.35 5612727.35 5612727.35 5612727.35 5612727.35 5612727.35 5612 727.35 0.0 0.0 561.273 561.273 0.0 0.0 1.0 0.0 0.0 0.0 W89640002 SOUTHERN TRUST COMPANY, INC PETROLEOS DE VENEZUELA S 8 1/2% NOV 02 2017 DTD 10/2 9/2010 HELD BY EUROCLEAR ISIN USP7807HAK16 SEDOL BSSCOL3 2000000.0 7165509A8 16/0 9/2013 USD USD 2000000.0 0.0 93.255 16/09/2013 1985000.0 1985000.0 1985000.0 1985000.0 1865100.0 1865100.0 1865100.0 1865100.0 6375 0.0 63750.0 170000.0 170000.0 -119900.0 -119900.0 1.0 02/11/2017 8.5 B NA 63750.0 0.0 0.0 9710670708 0243896266 USP7807HAK16 0.0 0.0 EFTA01350676