SOUTHERN TRUST COMPANY, INC ACCT. For the Period 9/1/13 to 9/30/13 Price Adjusted Cost Unrealized Est Annual Income Quantity Value Original Cost Gain/Loss Accrued Interest Yield Complementary Structured Strategies JPY PUT USD CALL FX EUROPEAN STYLE OP FEB06, 2014 CD 102 II@ 106 XJPYPB-GD-Z 0.01 (510.000.000 00) (49.498.01) (93,500.00) 44,001.99 NZD CALL USD PUT 2.45 (10,000,000.00) (244,928.03) (82,000.00) (162,928.03) FX EUROPEAN STYLE OPTION JAN 23, 2014 @ .82 KIS0.845 KO © 0.768 XNZDCA-DD-Z NZD CALL USD PUT 3.67 (2.000,000.00) (73,447.19) (15,280.00) (58,167.19) FX EUROPEAN STYLE OPTION FEB06, 2014 C.8 K000.77 XNZDCA-DE-Z Total Conplernentary Structured Strategies J.P Morgan ($1,077,211.99) ($704,521AS) ($372,690.60) WOO CIAO% Page 9 of 37 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00024222 SDNY_GM_00293420 EFTA01500266