EFTA Document EFTA01583132

SOUTHERN TRUST COMPANY. INC ACCT. VV 97565001 For the Period 8/1/13 to 8/31/13 Price Quantity Value Adjusted Cost Unrealized GainiLoss Est. Annual Income Yield Original Cost Accrued Interest Complementary Structured Strategies JPY CALL USD PUT FX EUROPEAN STYLE OPTION JAN 29, 2014 096. KJ a 94 KO Q101 XJPYCA-UW-Z 0.01 (475,000,CC0.00 ) (65,363.53) (71,250.00) 5,886.47 JPY CALL USD PUT FX EUROPEAN STYLE OPTION FEB 06 2014 Q95. KO@ 99 35 XJPYCA-VC-Z 0.01 (285,000,000.00) (21,272.64) (28,200.00) 6,927.36 NZD CALL USD PUT FX EUROPEAN STYLE OPTION JAN 23, 2014 0 .82 1000.845K° Q0.768 XNZDCA-OD-Z 0.14 (10,000,000.00) (13,614.90) (82,000.00) 68,385.10 NW CALL USD PUT FX EUROPEAN STYLE OPTION FEB 06, 2014 Q.8 K000.77 XNZDCA-DE-Z 0.18 (2,000,000.00) (3,170.30) (15,280.00) 12,109.70 NZD PUT USD CALL FX EUROPEAN STYLE OPTION OCT 24, 2013 0.8 K000.84 XNZDPA-EV-Z 3.40 (3,000,000.00) (102,125.38) (43,320.00) (58,805.38) Total Complementary Structured Strategies (8378,777.13) (6488,402.00) 8109,824.87 $0.00 0.00% J,P, Morgan Account W97565001 Page 7 of 23 Consolidated Statement Page 10 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00062750 EFTA01583132