SOUTHERN TRUST COMPANY. INC ACCT. For the Period 8/1/13 to 8/31/13 Price Quantity Value Adjusted Cost Unrealized Est Annual Income Original Cost Gain/Loss Accrued Interest Yield Complementary Structured Strategies AUD CALL USD PUT FX EUROPEAN STYLE OPTION JAN 24, 2014 C .94 KI ©0.96K0©0.88 XAUDCA-FK-Z 0.24 (10.000.000 00 ) (23.911.34) (96,350.00) 72,438.66 AUD PUT USD CALL (32 966 28) FX EUROPEAN STYLE OPTION JAN 24, 2014 (0 .89 WINDOW R10 @ 0.8760 UNTIL 9SEP13 XAUDPA-JE-Z 1.70 (4,500,000.00) (76,620.78) (43,654.50) CAD CALL USD PUT FX EUROPEAN STYLE OPTION FEB 11, 2014 C 1.02 XCADCA-FG-Z 0.60 (4,590,000.00) (27,530.60) (58,500.00) 30,969.40 OSP CALL USD PUT FX EUROPEAN STYLE OPTION FEB 06, 2014 C1.57 KIC 1.585 KO 1.53 XGBPCA-OV-Z 0.90 (5.000,000.00) (45,167.66) (49.847.50) 4.679.84 JPY CALL USD PUT FX EUROPEAN STYLE OPTION JAN 29, 2014 (1 95. KID 94 KO .101 XJPYCA-UVVZ 0.01 (475,000,000.00) (65.363 53) (71.250.00) 5,886.47 JPY CALL USD PUT FX EUROPEAN STYLE OPTION FEB06, 2014 C95. KO 99.35 XJPYCA-VC-Z 0.01 (286,000.000 00 ) (21.272.84) (28.200.00) 6,927.36 J.P Morgan Page 6 of 22 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00024119 SDNY_GM_00293317 EFTA01500187