EFTA Document EFTA01344313

00 00 zz m m 5 5 mm zz >5 rr — "0 C ,3 0 C SOUTHERN FINANCIAL, TLC ACCT. z —1 —I 0 -ri MP ?) c") 73 70 co m For the Period 7/1/13 to 7/31/13 Pike Quantity Value Adios:tea Cost Unrealized Gainkoss at Annual Income Yield Original Cost Acaued Interest Complementary Structured Strategies JPY PUT CAD CALL FX EUROPEAN STYLE OPTION OCT 08 2013 e 80.9 AD 0.18 809,000,000.00 1,490,733.44 338,95282 1,153,780.82 JPY PUT USD CALL FX EUROPEAN STYLE OPTION ilia 100. 0.01 500,000,000.00 45,477.86 121,500.00 (76,022.34) JPY PUT USD CALL FX EUROPEAN STYLE OPTION SEP 10 2013 ®105. (500,000,000.00) (4,424.35) (38,500.00) 32,075.65 OS MXN STEP UP NOTE 11/22/13 LNKD TO MXN VS USD 85%BARRIER- 5% ATM CPN-22.9%MXRTRN 11/06/12 INITIAL STRIKE: 13.11925 108.19 1,000,000.00 1,081,920.00 1,000,000.00 81,920.00 JP81 3YR NC CI.N TO MTOR OV16/15 INITIAL RATE 6.20% CPN iiiii i 106.23 1,500,000.00 1,593,450.00 1,500,000.00 93,450.00 3,874.50 Total Complementary Structured Strategies $4,159,761.47 $2,500,000.00 *1,859,761.47 50.00 $3,874.50 0.00% to a z 0 I < 6 ;z 0 0 0 (.0 Co 0) N J.P.Morgan AccouM Page 19 of 33 Consolidated Statement Page 22 EFTA01344313