EFTA01500443

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 FEB 11,2014 1.02 XCADCA-FG-Z 1.02 (4,590,000.00) (58,500.00) 58,500.00 JPY PUT USD CALL FX EUROPEAN STYLE OP FEB 06.2014 fa 102 KIC 106 XJPYPB-GD-Z (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 C.8 KO (g 0.T7 XNZDCA-DE-Z (20,444.00) (15,280.00) (5,164.00) Total Foreign Exchange & Non-USD Fixed Income (S20.456.16) (5122,220.00) $101,763.84 $0.00 0.00% Market Value Receivable Trade Date Currency Amount Contract Current Market Market Value Unouthzed Settlement Date Counter Currency Counter Amount Rate Forward Rate Payable Gain/Loss 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-00024469 SDNY_GM_00293667 EFTA01500443