EFTA Document EFTA01500265

SOUTHERN TRUST COMPANY, INC ACCT For the Period 9/1/13 to 9/30/13 Price Quantity Value Adjusted Cost Unrealized Gain/Loss Est Annual Income Yield Original Cost Accrued Interest Non-US Fixed Income PETROLEOS DE VENEZUELA S 5% OCT 282015 DTD 10128/2009 HELD BY EUROCLEAR 87.75 2,000,000.00 1,755,000.00 1,800,000.00 (45.000 00) (51,118.24) 100.000 00 42,500 00 11 82% Complementary Structured Strategies AUD CALL USD PUT FX EUROPEAN STYLE OPTION JAN 24. 2014 .94 KJ@ 0.96 KO © 0.88 1.47 (10,000,000.00) (147,468.24) (96,350.00) AUD CALL USD PUT FX EUROPEAN STYLE OPTION FEB 06,2014 .92 0.9230 WINDOW K1 EXPIRING 13 SEP 13 OPTION KNOCKEDIN 2.78 (3,000,000.00) (83,436.57) (11,040.00) (72,396.57) AUD CALL USD PUT FX EUROPEAN STYLE OPTION FEB 06, 2014 © .95 KO 0.902 Kt 0.98 0.93 (5,000,000.00) (46,251.91) (59,783.68) 13,531.77 AUD PUT USD CALL FX EUROPEAN STYLE OPTION (4500,000.00) (43,654.50) 43,854.50 JAN 24. 2014 .89 WINDOW RKI 0.8780 UNTIL 9SEP13 J.P Morgan Page 7 of 37 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00024220 SDNY_GM_00293418 EFTA01500265