EFTA01582974

SOUTHERN TRUST COMPANY, INC ACCT. W97585001 For the Period 12/1/13 to 12/31/13 Price Quantity Value Adjusted Cost Unrealtzed Gain/Loss Est. Annual Income Yield Original Cost Accnied Interest Foreign Exchange & Non-USD Fixed Income JPY PUT USD CALL FX EUROPEAN STYLE OP FEB 08, 2014 102 IC 108 XJPYPB-GD-Z 0.03 (204.000,000.00 ) (58420.82) (37.400 00) (22,020 62) NZD CALL USD PUT FX EUROPEAN STYLE OPTION FEB Oa, 2014 G.8 KO 0.77 XNZDCA-DE-Z 2.23 (2,000,000.00) (44,501.00) (15,280.00) (29,221.00) Total Foreign Exchange 8 Non-USD Fixed Income ($110.065.06) ($165874.50) $55.809.44 $0.00 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 JAPANESE YEN US DOLLAR J.P.Morgan Dec 18 13 JPY (490,445,000.00) 103.200000 105.095823 4.752.374.03 85,723.08 Jan. 17 14 USD 4,752,374.03 4,668,845.97 Account \N97565001 Page 7 of 16 Consolidated Statement Page 10 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00062566 EFTA01582974