SOUTHERN TRUST COMPANY, INC ACCT For the Period 9/1/13 to 9130113 Note This is the Annual Percentage Yield (APY) which is the rate earned if balances remain on deposit for a full year with compounding, there is no change in the interest rate and all interest is left in the account. Cash & Fixed Income Detail Price Quantity Value Adjusted Cost Unrealized Gain/Loss Est. Annual Income Original Cost Accrued Interest Yield Cash US DOLLAR 1.00 1,665,404.05 1,665,404.05 1,665,404.05 1,000,000.00 166.54 9.07 0.01% Complementary Structured Strategies HSBC BRL STEP UP NOTE 3/27/14 LNKD TO 8RL VS USD 85%BARRIER• 596CPN-28.5% MXRTRN 3113/13; INITIAL STRIKE: 1.9619 40432X-03-2 82.20 1,000,000.00 822000.00 (178,000 00) HSBC BRE STEP UP NOTE 4/21/14 LNKD TO BRL VS USD 85%BARRIER- 596CPN-28.5% MXRTRN 415/13 INITIAL STRIKE: 2.0035 40432X-55-6 84.64 1,000,000.00 846,400.00 1,000,000.00 (153,600.00) Total Complementary Structured Strategies 61,668,400.00 92,000,000.00 ($331,600.00) $0.00 0.00% J.P Morgan Account Page 6 of 9 Consolidated Statement Page 9 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00024029 SDNY_GM_00293227 EFTA01500123