EFTA01583082.pdf

1 diswei, 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 Gain/Loss Accrued Interest Yield Complementary Structured Strategies AUD CALL USD PUT 2.78 (3.000,000.00) (83.436.57) (11,040.00) (72.396.57) FX EUROPEAN STYLE OPTION FEB 052014 fl .92 0.9230 WINDOW KI EXPIRING 13 SEP 13 OPTION KNOCKEDIN XAUDCA-FL-Z AUD CALL USD PUT 0.93 (5,000,000.00) (46,251.91) (59,783.68) 13,531.77 FX EUROPEAN STYLE OPTION FEB 05, 2014 0.95 K000.902 KI00.98 XAUDCA-FO-Z UD AUD PUT USD CALL (4,500,000.00) (43,654.50) 43,654.50 FX EUROPEAN STYLE OPTION JAN 24.2014 0 .89 WINDOW RKI 0 0.8760 UNTIL 9SEP13 XAUDPA-JE-Z AUD PUT USD CALL 0.94 (5,000,000.00) (47240.41) (51,100.00) 3,859.59 FX EUROPEAN STYLE OPTION JAN 24, 2014 0 .89 0 KI 0.84 XAUDPA-JF-Z CAD CALL USD PUT 0.99 (4,590,000.00) (45,568.84) (58,500.00) 12,931.16 FX EUROPEAN STYLE OPTION FEB 11, 2014 01.02 XCADCA-FG-Z GBP CALL USD PUT 5/4 (3,003,000.00) (172,314.12) (290 38.50) (142,405.62) FX EUROPEAN STYLE OPTION FEB 06. 2014 01.57 KI O 1.585 KO O 1.53 OPTION KNOCKED IN XGBPCA-OV-Z J.P.Morgan Account VV97565001 Page 8 of 38 Consolidated Statement Page 11 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00062693 EFTA01583082