SOUTHERN TRUST COMPANY, INC ACCT. For the Period 8/1/13 to sain3 Complementary Structured Strategies AUD CALL USD PUT FX EUROPEAN STYLE OPTION JAN 24, 2014 (4 .94 KJ Q0.98 KO Q0.88 AUD PUT USD CALL FX EUROPEAN STYLE OPTION JAN 24, 2014 Q .89 VVINDOWRKI e 0.8760 UNTIL 9SEP13 CAD CALL USD PUT FX EUROPEAN STYLE OPTION FEB 11 2014 1.02 08P CALL USD PUT FX EUROPEAN STYLE OPTION FEB 06, 2014 e 1.57 KII)1.585KOQ 1.53 JPY CALL USD PUT FX EUROPEAN STYLE OPTION JAN 29, 2014 Q 95. . 1(9 0) 11101 JPY CALL USD PUT FX EUROPEAN STYLE OPTION FEB06, 2014 Q95. .1935 IC J.P Morgan Price Quantity Value Adjusted Cost Unrealized Est Annual Income Original Cost Gain/Loss Accrued Interest Yield 0.24 (10.000.000 00) (23.911.34) (96,350.00) 72,438.66 1.70 (4,500,000.00) (76,620.78) (43,654.50) (32 966 28) 0.60 (4,590,000.00) (27,530.60) (58,500.00) 30,969.40 0.90 (5,000,000.00) (45,167.66) (49.847.50) 4,679.84 0.01 (475,000,000.00) (65.363 53) (71.250.00) 5,886.47 0.01 (286,000.000 00 ) (21,272.84) (28.200.00) 6,927.36 Page 6 of 22 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00024147 SDNY_GM_00293345 EFTA01500210