EFTA01499623

SOUTHERN FINANCIAL LLC ACCT. For the Period 8/1/13 to 8/31/13 Portfolio Activity Detail - Canadian Dollar INFLOWS & OUTFLOWS Type Description Quantity Amount USD Currency Gaintoss USD Settle Date Selection Method Local Value Foreign Exchange - Inflows 8/28 FX Fwd Contract SETTLE FORWARD CURRENCY CONTRACT BUY CAD SELL (242,025,000.000) 2,384,131.22 JPY CONTRACT RATE : 96.810000000 TRADE 8/10/13 2,500,000.00 VALUE 8/28/13 (ID: OCADPR-AA-6) 8/28 Spot FX SPOT CURRENCY TRANSACTION - BUY BUY CAD SELL (469,400.000.000) 4,750,819.52 JPY EXCHANGE RATE 93.880000003 DEAL 08/23/13 5,000,000.00 VALUE 08)28/13 (ID: OCADPR-AA-6) Total Foreign Exchange - Inflows 87,134,95014 60.00 Type Amount USD Currency Settle Date Select on Method Description Guantfty Local Value Gain/Loss USD Foreign Exchange - Out0ows 828 FX Fwd Contract SETTLE FORWARD CURRENCY CONTRACT BUY JPY SELL 740,325,000.000 (7,134.950.74) 17.44293 CAD CONTRACT RATE : 96.710000000 TRADE 5/23/13 (7,500,000.00) VALUE 8128/13 (ID: OCADPRAA-6) J.P.Morgan Account Page 34 of 48 Consolidated Statement Page 37 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00023411 SDNY_GM_00292609 EFTA01499623