EFTA Document EFTA01500442

SOUTHERN TRUST COMPANY, INC ACCT For the Period 1/1/14 to 1/31/14 Cash & Fixed Income Summary NET FX CONTRACTS EXPOSURE SUMMARY Value In Currency JAPANESE YEN (490,445,000.00) US DOLLAR 4,769,937.76 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 1.00 996.366.79 996.366.79 996,366.79 99.63 0 01% ' 865 Foreign Exchange & Non-USD Fixed Income AUD CALL USD PUT FX EUROPEAN STYLE OPTION FEB 06,2014 .92 0.9230 WINDOW 1<I EXPIRING 13 SEP 13 OPTION KNOCKEDIN XAUDCA•FLZ (3,000.000.00) (2.13) (11,040.00) 11 037 87 J.P.Morgan Page 5 of 12 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00024468 SDNY_GM_00293666 EFTA01500442