EFTA Document EFTA01500380

SOUTHERN TRUST COMPANY, INC ACCT. For the Period 11/1/13 to 11/30113 Pnce Quantity Value Adjusted Cost Unreakzed Gain/Loss Est. Annual Income Yield Original Cost Acaued Interest Non-US Fixed Income PETROLEOS DE VENEZUELA S 5% OCT 28 2015 DID 10/28/2C09 HELD BY EUROCLEAR ISIN XS0460546525 SEDOL 8580GP8 71688A-9B-9 80.80 2,000,000 00 (3,000.000 00) 1,616,000 00 (29.811.68) 1,800,000.00 (184,000.00) 100,000.00 9,166.00 17.20% Foreign Exchange & Non-USD Fixed Income AUD CALL USD PUT FX EUROPEAN STYLE OPTION FEB 06,2014 el) .92 0.9230 WINDOW10 EXPIRING 13 SEP 13 OPTION KNOCKEDIN XAUDCA-FL-Z 0.99 (11,040.00) (18,771.68) AUD CALL USD PUT FX EUROPEAN STYLE OPTION FEB 06, 2014 42 .95 K0.0.902 Kle0.96 XAUDCA•FOZ 0.09 (3,000,000.00) (2.565.88) (35,870.21) 33,304.33 AUD PUT USD CALL FX EUROPEAN STYLE OPTION JAN 24, 2014 @ .89 WINDOW RKI 0.8760 UNTIL 9SEP13 XAUDPA-JE-Z (4,500,000.00) (43,654.50) 43.654.50 CAD CALL USD PUT FX EUROPEAN STYLE OPTION FEB 11, 2014 61.02 XCADCA-FO-Z 0.12 (4,590,000.00) (5,410.24) (58,500.00) 53,089.76 JP Morgan Page 6 of 23 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00024377 SDNY GM_00293575 EFTA01500380