SOUTHERN FINANCIAL LLC ACCT. W91850003 For the Period 8/1/13 to 8/31/13 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 CANADIAN DOLLAR JAPANESE YEN Aug. 23 13 CAD (5,000,009.00) 93.730000 92.900150 4,777,445.75 42,297.72 Oct. 1013 JPY 458,550,000.00 4,735,148.03 J.P Morgan Account W91850003 Page 19 of 48 Consolidated Statement Page 22 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00023396 SDNY GM_00292594 EFTA01499608