EFTA Document EFTA01500400

SOUTHERN TRUST COMPANY, INC ACCT. For the Period 12/1/13 to 12/31/13 Cash & Fixed Income Summary NET FX CONTRACTS EXPOSURE SUMMARY Value In Currency JAPANESE YEN (490,445,000.00) US DOLLAR 4,752,374.03 Note' This is the Annual Percentage Yield (APY)which is the rate earned if balances remain on deposit for a full year with compounding, there is no change in the interest rate and all interest is left in the account. Cash & Fixed Income Detail Price Adjusted Cost Unrealized Est Annual Income Quantity Value Original Cost GaiNLoss Accrued Interest Yield Cash US DOLLAR 1.00 1,013,585.05 1,013,585.06 1,013,585.08 Foreign Exchange & Non-USD Fixed Income AUD CALL USD PUT 0.18 (3,000,000.00) (5,258.32) (11,040.00) 5,781 68 FX EUROPEAN STYLE OPTION FEB 06,2014 42.92 0.9230 WINDOW 1<I EXPIRING 13 SEP 13 OPTION KNOCKEDIN XAUDCA•FLZ J.P.Morgan 101.35 001% 1 813 Page 5 of 16 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00024406 SDNY_GM_00293604 EFTA01500400