EFTA Document EFTA01500431

SOUTHERN TRUST COMPANY, INC ACCT. For the Period 1/1/14 to 1/31/14 Price Quantity Value Adjusted Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Acaued Interest Foreign Exchange & Non-USD Fixed Income CAD CALL USD PUT FX EUROPEAN STYLE OPTION MS" °2 1.02 (4,590,000.00) (58,500.00) 58800,00 JPY PUT USD CALL FX EUROPEAN STYLE OP FEB 06, 2014 @ 102 aK li 1 1:13 (204,000,000.00) (2.000.000 00) (10.03) (37,400.00) 37,389.97 NZD CALL USD PUT FX EUROPEAN STYLE OPTION FEB 06, 2014 Q . 8 KO 0.77 (20,444.00) (15,280.00) (5,164.00) Total Foreign Exchange 8. Non-USD Fixed Income ($20.456.16) ($122,220.00) $101,763.84 $0.00 0.00% Market Value Receivable Trade Date Currency Amount Contract Current Market Market Value Uweehzed Settlement Date Counter Currency Counter Amount Rate Forward Rate Payable Gairitoss Foreign Exchange Contracts JAPANESE YEN Jan. 30 14 JPY (490,445,000.00) 102.820000 101.982208 4,769,937.76 (39,185.42) US DOLLAR Feb. 6 14 USD 4,769,937.78 4,809,123.18 JP Morgan Page 6 of 12 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00024451 SDNY_GM_00293649 EFTA01500431