SOUTHERN TRUST COMPANY, INC ACCT. W89640002 For the Period 7/1/13 to 7/31/13 Price Adjusted Cost Unrealized Est. Annual Income Quantity Value Original Cost Gain/Loss Accrued Interest Yield Complementary Structured Strategies HSBC BRL STEP UP NOTE 4/21/14 82.95 1.000,000.00 829.500O0 1.000.000.00 (170.500.00) LNKD TO BRL VS USD 85%BARRIER- 5%CPN-28.5% MXRTRN 4/5113 INITIAL STRIKE: 2.0035 40432X-E5-6 Total Complementary Structured Strategies S1.632.600.00 52,000,000.00 ($367,400.00) $0.00 0.00% J.P.Morgan Account W89640002 Page 7 of 9 Consolidated Statement Page 10 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00023986 SDNY_GM_00293184 EFTA01500093