SOUTHERN TRUST COMPANY, INC ACCT. For the Period 8/1/13 to 8/31/13 Price Quantity Value Adjusted Cost Unrealized Gain/Loss Est Annual Income Original Cost Accrued Interest Yield Complementary Structured Strategies NZD CALL USD PUT FX EUROPEAN STYLE OPTION JAN 28 2014 § 82 KI § 0.845 KO § 0.768 XNZDCA-DD-Z 0.14 (10,000,000.00) (13,614.90) (82,000.00) 68,385 10 NZD CALL USD PUT FX EUROPEAN STYLE OPTION FES 06, 2014 0.6 KO 12 0.77 XNZDCA-DE-Z 0.16 (2,000,000.00) (3,170.30) (15,280.00) 12,109.70 NZD PUT USD CALL FX EUROPEAN STYLE OPTION OCT 24, 2013 @ .8 KO 81) 0.84 XNZDPA-EV-Z 3.40 (3,000,000.00) (102,125.38) (43,320.00) (58,805.38) Total Complementary Structured Strategies (:379,777.13) ($4811,402.00) $109,824.10 $0.00 0.00% J.P Morgan Page 7 of 22 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00024148 SDNY_GM_00293346 EFTA01500211