dOL Cr A erAS SOUTHERN FINANCIAL, ACCT For the Period 9/1/13 to 9/30113 Adjusted Cost Unrealized Est Annual Inc. Pike Quantity Value Original Cost Gain Loss Accrued Div. Yield Concentrated & Other Equity LONG TOTAL RETURN SWAP 1,999,999.368942 USD NOTIONAL KOSPTREQ INDEX MAT MAR 20 2014 DEAL 30140386 N/O Client SWPBDR-UH-6 Unclassified P JPM CONT BUFF EQ SX7P 10/16/14 85% CONTIN BARRIER- 091CPN 25% CAP INITIAL LEVEL-09/24/13 SX7P:186.77 48126N-VE-4 J.P.Morgan 1.00 888,972 000 (29,980 51) 100.00 1,000,000 000 1,000000.00 1,000000.00 N/A Account Page 8 of 34 Consolidated Statement Page 11 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00023463 SDNY_GM_00292661 EFTA01499669