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--- SOURCE: IMAGES__0112__EFTA01500287.txt ---
METADATA_SOURCE: IMAGES0112
METADATA_FILENAME: EFTA01500287.pdf
----------------------------------------
SOUTHERN TRUST COMPANY, INC ACCT.
For the Period 9/1/13 to 9/30/13
Trade Date
Description
Quantity
Per Unit
Amount USD
Market
Cost USD
Currency
Gain/Loss USD
Settle Date
Type
Local Value
Local Value
Settled Securities Purchased
9/23
Write Option
GBP CALL USD PUT FX EUROPEAN STYLE OPTION FEB
(3,000,000.000)
0.019
58,294.17
9/25
06, 2014 G 1.595 KO@1.575 KI(21.645 WRITTEN FX
1.212
36,360.00
OPTION CALL 3,000,000.00 GBP PUT 4,785,000.00
USD (ID: XGBPCA-OX-Z)
9/23
Write Option
GBP PUT USD CALL FX EUROPEAN STYLE OPTION FEB
(3,000,000.000)
0.011
33,860.64
9/25
06, 2014 . 1.58 K001.63 KI61.55 WRITTEN FX
0.704
21,120.00
OPTION PUT 3,000,000.00 GBP CALL 4,740,000.00
USD (ID: XGBPPA-PAH,Z)
9/23
Sale
ENTRY REVERSED ON 09/26/2013 GBP CALL USD PUT
(61,540.000)
(212.15)
9/25
FX EUROPEAN STYLE OPTION FEB 06, 2014 @ 1.57 KI
1.585 KO @ 153 OPTION KNOCKED IN REPURCHASE
OF WRITTEN FX OPTION (ID: OGBPPRAA-9)
9/23
Sale
TO REVERSE ENTRY OF 09/25/2013 GBP CALL USD PUT
61,540.000
212.15
9/26
FX EUROPEAN STYLE OPTION FEB 06, 2014 @ 1.57 XI
@ 1.585 KO G 1.53 OPTION KNOCKED IN REPURCHASE
OF WRITTEN FX OPTION AS OF 09/25/13
(ID: OGBPPR-M-9)
9/23
Purchase Option
GBP CALL USD PUT FX EUROPEAN STYLE OPTION FEB
2,000,000.000
0.049
(98,664.00)
(212.15)
9/26
06, 2014 @ 1.57 PURCHASED FX OPTION CALL
3.077
(61,540.00)
2,000,000.00 GBP PUT 3,140,000.00 USD AS OF
09/25/13 (ID: XGBPCA-0Y-Z)
9126
Sale
GBP CALL USD PUT FX EUROPEAN STYLE OPTION FEB
(58,840.000)
9/30
06, 2014 G 1.57 XI 12 1.585 KO
1.53 OPTION
KNOCKED IN REPURCHASE OF WRITTEN FX OPTION
(ID: OGBPPR-AA-9)
Total Settled Securities Purchased (USD)
(06,509.19)
($212.16)
J.P Morgan
Page 33 of 37
Confidential Treatment Requested by JPMorgan
Chase
CONFIDENTIAL
JPM-SDNY-00024246
SDNY_GM_00293444
EFTA01500287
--- SOURCE: IMAGES__0112__EFTA01500288.txt ---
METADATA_SOURCE: IMAGES0112
METADATA_FILENAME: EFTA01500288.pdf
----------------------------------------
SOUTHERN TRUST COMPANY, INC ACCT. W97565001
Settled Foreign Exchange Contraets
For the PerIod 9/1/13 to 9/30/13
Trade Date
Currency
Amount
Contract Rate
Reyaluation Rate
Contracted Base
Amount USD
Revalued
Amount USD
Currency
Settle Date
Counter Currency
Counter Amount
Trade Related
AUSTRALIA DOLLAR
Sep. 19 13
AUD
(1,000,000.00)
0.949200
0.941300
949.200.00
(941,300 00)
900 00
U S DOLLAR
Sep. 23 13
USD
949200.00
POUND STERLING
Sep.1913
GBP
(2,000,000.00)
1.603000
1.603250
3,206,000.00
(3.206,499 99)
(499.99)
U S DOLLAR
Sep. 23 13
USD
3,206,000.00
POUND STERLING
Sep.1913
GBP
(2,000,000.00)
1.607100
1.603250
3,214,200.00
(3,206,499.99)
7,700.01
U S DOLLAR
Sep. 23 13
USD
3,214,200.00
N ZEALAND DOLLAR
Sep.1913
NZD
(1,000,000.00)
0.839000
0.833842
839,000.00
(833,842.31)
5,157.69
U S DOLLAR
Sep. 23 13
USD
839,000.00
N ZEALAND DOLLAR
Sep. 19 13
NZD
(1,000,000.00)
0.839000
0.833842
839,000.00
(833,842.31)
5,157.69
U S DOLLAR
Sep. 23 13
USD
839,000.00
N ZEALAND DOLLAR
Sep. 19 13
NZD
(1,000,000.00)
0.839500
0.833842
839,500.00
(833,842.30)
5,857.70
U S DOLLAR
Sep. 23 13
UW
839.500.00
POUND STERLING
Sep. 23 13
GBP
2,000,000.00
1.605900
1.605900
(3,211,800.00)
3,211,600.00
U S DOLLAR
Sep. 23 13
USD
(3,211,800.00)
AUSTRALIA DOLLAR
Sep. 23 13
AUD
7,740.00
0.944130
0.944130
(7307.57)
7,307.57
U S DOLLAR
Sep. 2513
USD
(7,307.57)
POUND STERLING
Sep. 23 13
GBP
4,060.00
1.604900
1.604900
(8315.89)
8,515.89
U S DOLLAR
Sep. 25 13
USD
(6,515.89)
POUND STERLING
Sep. 2613
GBP
(2,7001.0)
1.604120
1.600352
4,331.12
(4,320.95)
10.17
U S DOLLAR
Sep. 30 13
USD
4,331.12
Speettladve
N ZEALAND DOLLAR
Aug. 28 13
NZD
(1,000,000.00)
0.777095
0.778090
777,095.00
(778,090.00)
(995.00)
U S DOLLAR
Sep. 313
USD
777,095.00
J.P.Morgan
Page 34 of 37
Confidential Treatment Requested by JPMorgan
Chase
CONFIDENTIAL
JPM-SDNY-00024247
SDNY_GM_00293445
EFTA01500288
--- SOURCE: IMAGES__0112__EFTA01500289.txt ---
METADATA_SOURCE: IMAGES0112
METADATA_FILENAME: EFTA01500289.pdf
----------------------------------------
SOUTHERN TRUST COMPANY, INC ACCT.
For the Period 9/1113 to 9/30/13
Trade Date
Currency
Amount
Contract Rate
Revaluation Rate
Contracted Base
Amount USD
Revalued
Amount USD
Currency G/L
Settle Date Counter Currency
Counter Amount
Speculative
AUSTRALIA DOLLAR
Sep.10 13
AUD
2,000,000.00
0.931025
0.931025
(1,862,050.00)
1,862,050.00
U S DOLLAR
Sep. 11 13
USD
(1,862,050.00)
POUND STERLING
Aug. 21 13
GBP
1,000000.00
1.563633
1.603250
(1,563,633.00)
1,603,249.98
39,616.98
U S DOLLAR
Sep. 23 13
USD
(1,563,633.00)
N ZEALAND DOLLAR
Sep. 18 13
NZD
3,500,000.00
0.830850
0.830650
(2,907,975.0D)
2,907,975.00
U S DOLLAR
Sep. 23 13
USD
(2,907,975.00)