EFTA Document EFTA01583084

SOUTHERN TRUST COMPANY. INC ACCT. VV 97565001 For the Period 9/1/13 to 9/30/13 Adjusted Cost Unrealized Est. Annual Income Price Quantity Value Original Cost GainiLoss Accrued Interest Yield Complementary Structured Strategies NZD CALL USD PUT 3.67 (2,000,000.00) (73,447.19) (15,280 00) (58.167.19) FX EUROPEAN STYLE OPTION FEB 06. 2014 0 .8 KO © 0.77 XNZDCA-DE-Z Total Complementary Structured Strategies ($1,077,211.99) ($704,521.49) (5372,690.50) So.00 0.00% Market Value Receivable Trade Date Currency Amount Contract Current Market Market Value Unrealized Settlement Date Counter Currency Counter Amount Rate Forward Rate Payable Gain/Loss Foreign Exchange Contracts AUSTRALIA DOLLAR US DOLLAR Sep. 27 13 Oct. 813 AUD USD 2,000,000.00 (1,863,750.00) 0.931875 0.934509 1,869,017.19 1,863,750.00 5,267.19 N ZEALAND DOLLAR US DOLLAR sap. 3013 Oct. 813 NZD USD Z000,000.00 (1,664,150.00) 0.832075 0.832405 1,664,810.56 1,064,150.00 660.56 N ZEALAND DOLLAR US DOLLAR Sep. 30 13 Oct. 813 NZD USD 2,000,000.00 (1,650,150.00) 0.825075 0.832405 1,664,810.56 1,650,150.00 14,660.56 POUND STERLING US DOLLAR Sep. 3013 Oct 813 GBP USD 2,000,000.00 (3,229,642.80) 1.614821 1.619291 3238,581.28 3,229,642.80 8,938.48 J.P.Morgan Account W97565001 Page 10 of 38 Consolidated Statement Page 13 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00062695 EFTA01583084