EFTA Document EFTA01583083

SOUTHERN TRUST COMPANY, INC ACCT. W97565001 For the Period 9/1/13 to 9/30/13 Price Ouantky Value Adjusted Cost Unrealized Est. Annual Income Original Cost GainiLoss Accrued Interest Yield Complementary Structured Strategies GBP CALL USD PUT FX EUROPEAN STYLE OPTION FEB 06, 2014 § 1.595 K001.5751001.845 XGBPCA-OX-Z BP 3.28 (3,000,000.00) (96,269.30) (58,294 17) (39,975 13) CIEIP PUT USD CALL FX EUROPEAN STYLE OPTION FEB 06. 2014 ifgi 1 58 KO/g1 63 KI@I 55 XGBPPA-MH-Z BP 054 (3,000,000.00) (18,188.63) (33,880.84) 17,672 01 JPY CALL USD PUT FX EUROPEAN STYLE OPTION JAN 29, 2014 095. K1 0 941(0 0101 XJPYCA-UW-Z acti (52,800.74) (71,250.00) 18,649.28 (475,000,000.00) JPY PUT USD CALL FX EUROPEAN STYLE OP FEB 06. 2014 @ 102 KI @ 106 XJPYPB-GD-Z 0.01 (510,000.000.00 ) (49,498.01) (93,500.00) 44,001.99 NZD CALL USD PUT FX EUROPEAN STYLE OPTION JAN 23, 2014 § 82 K100.845 K000.768 XNZDCA-DD-Z 2.45 (10,000,000.00) (244,928.03) (82,000.00) (182,928.03) J.P.Morgan Account W97565001 Page 9 of 38 Consolidated Statement Page 12 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00062694 EFTA01583083