EFTA Document EFTA01583082

1 diswei, SOUTHERN TRUST COMPANY, INC ACCT. VV 97565001 For the Period 9/1/13 to 9/30/13 Price Quantity Value Adjusted Cost Unrealized Est. Annual Income Original Cost Gain/Loss Accrued Interest Yield Complementary Structured Strategies AUD CALL USD PUT FX EUROPEAN STYLE OPTION FEB 052014 fl .92 0.9230 WINDOW KI EXPIRING 13 SEP 13 OPTION KNOCKEDIN XAUDCA-FL-Z 2.78 (3.000,000.00) (83.436.57) (11,040.00) (72.396.57) AUD CALL USD PUT FX EUROPEAN STYLE OPTION FEB 05, 2014 0.95 K000.902 KI00.98 XAUDCA-FO-Z UD 0.93 (5,000,000.00) (46,251.91) (59,783.68) 13,531.77 AUD PUT USD CALL FX EUROPEAN STYLE OPTION JAN 24.2014 0 .89 WINDOW RKI 0 0.8760 UNTIL 9SEP13 XAUDPA-JE-Z (4,500,000.00) (43,654.50) 43,654.50 AUD PUT USD CALL FX EUROPEAN STYLE OPTION JAN 24, 2014 0 .89 KI 0 0.84 XAUDPA-JF-Z 0.94 (5,000,000.00) (47240.41) (51,100.00) 3,859.59 CAD CALL USD PUT FX EUROPEAN STYLE OPTION FEB 11, 2014 01.02 XCADCA-FG-Z 0.99 (4,590,000.00) (45,568.84) (58,500.00) 12,931.16 GBP CALL USD PUT FX EUROPEAN STYLE OPTION FEB 06. 2014 01.57 KI O 1.585 KO O 1.53 OPTION KNOCKED IN XGBPCA-OV-Z 5/4 (3,003,000.00) (172,314.12) (290 38.50) (142,405.62) J.P.Morgan Account VV9 7565001 Page 8 of 38 Consolidated Statement Page 11 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00062693 EFTA01583082