EPSTEIN
page 2 / 272 . OCR, unverified
N ZEALAND DOLLAR
Sep. 19 13
NZD
1,000,000.00
0.837600
0.837800
(837,600.00)
837,600.00
U S DOLLAR
Sep. 23 13
USD
(837,600.00)
N ZEALAND DOLLAR
Sep. 19 13
NZD
1,000,000.00
0.837800
0.837800
(837,800 00)
837,800.00
U S DOLLAR
Sep. 23 13
USD
(837,800.00)
AUSTRALIA DOLLAR
Sep.2013
AUD
1,000,000.00
0.941300
0.941300
(941,300.00)
941,300.00
U S DOLLAR
Sep. 2313
USD
(941,300.00)
POUND STERUNG
Sep. 20 13
GBP
2,000,000.00
1.600600
1.600600
(3,201,200.00)
3,201,200.00
U S DOLLAR
Sep. 23 13
USD
(3,201,200.00)
N ZEALAND DOLLAR
Sep. 2013
NZD
1,000,000.00
0.836600
0.836600
(836,600.00)
836,600.00
U S DOLLAR
Sep. 23 13
USD
(836,600.00)
POUND STERUNG
Sep. 18 13
GBP
2,000,000.00
1.605140
1.606800
(3,210,280.00)
3,213,599.96
3,319.96
U S DOLLAR
Sep. 2513
USD
(3,210,280.00)
N ZEALAND DOLLAR
Sep. 18 13
NZD
500,000.00
0.830748
0.825000
(415,373.00)
412,499.98
(2,673.02)
U S DOLLAR
Sep. 25 13
USD
(415,373.00)
N ZEALAND DOLLAR
Sep. 18 13
NZD
500,000.00
0.836796
0.825000
(418,398.00)
412,499.98
(5,898.02)
U S DOLLAR
Sep. 2513
USD
(418,396.00)
AUSTRALIA DOLLAR
Sep.2013
AUD
0.941000
0.943215
941,000.00
(943,215.24)
(2.215.24)
(1,000,000.00)
U S DOLLAR
Sep. 25 13
USD
941,000.00
POUND STERLING
Sep. 2013
GBP
(2,000,000.00)
1.600400
1.806697
3,200,800.00
(3,213,394.51)
(12,594.51)
U S DOLLAR
Sep. 25 13
USD
3,200,800.00
J.P Morgan
Page 35 of 37
Confidential Treatment Requested by JPMorgan
Chase
CONFIDENTIAL
JPM-SDNY-00024248
SDNY_GM_00293446
EFTA01500289
--- SOURCE: IMAGES__0112__EFTA01500290.txt ---
METADATA_SOURCE: IMAGES0112
METADATA_FILENAME: EFTA01500290.pdf
----------------------------------------
SOUTHERN TRUST COMPANY, INC ACCT.
For the Period 9/1/13 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
N ZEALAND DOLLAR
Sep. 2013
NZD
(1,000,000.00)
0.836300
0.825000
836,300.00
(824,999.96)
11.300.04
U S DOLLAR
Sep. 25 13
USD
836,300.00
AUSTRALIA DOLLAR
Sep. 10 13
AUD
(2,000.000.00)
0.930000
0.931550
1,860,000.00
(1,863,099.87)
(3,099.87)
U S DOLLAR
Sep. 27 13
USD
1,860,000.00
AUSTRALIA DOLLAR
Sep. 13 13
AUD
1,000,000.00
0.921900
0.931550
(921,900.00)
931,549.93
9,649.93
U S DOLLAR
Sep. 27 13
USD
(921,900.00)
AUSTRALIA DOLLAR
Sep. 18 13
AUD
2,000,000.00
0.944290
0.931550
(1,888,580.00)
1,863,099.87
(25,480.13)
U S DOLLAR
Sep. 27 13
USD
(1,888,580.00)
Hedge
AUSTRALIA DOLLAR
Aug. 22 13
AUD
(2,000,000.00)
0.901000
0.894370
1,802,000.00
(1,788,740.00)
13,260.00
U S DOLLAR
Sep. 313
USD
1,802,000.00
POUND STERLING
Aug. 22 13
GBP
1.559213
1.549280
1,559,213.00
(1,549,280.00)
9,933.00
(1,000,000.00)
U S DOLLAR
Sep. 313
USD
1,559,213.00
N ZEALAND DOLLAR
Aug. 2213
NZD
(2,500,000.00)
0.783000
0.778090
1,957,500.00
(1,945,225.00)
12,275.00
U S DOLLAR
Sep. 313
USD
1,957,500.00
AUSTRALIA DOLLAR
Aug. 29 13
AUD
2,000,000.00
0.894370
0.894370
(1,788,740.60)
1,788,740.00
U S DOLLAR
Sep. 313
USD
(1,788,740.00)
POUND STERLING
Aug. 29 13
GBP
1,000,000.00
1.549280
1.549280
(1,549,280.00)
1,549,280.00
U S DOLLAR
Sep. 313
USD
(1,549,280.00)
N ZEALAND DOLLAR
Aug. 29 13
NZD
3,500,009.00
0.778090
0.778090
(2,723,315.00)
2,723,315.00
U S DOLLAR
Sep. 313
USD
(2,723,315.00)
AUSTRALIA DOLLAR
Aug. 2913
AUD
(2,000,000.00)
0.894000
0.917140
1,788,000.00
(1,834,280.00)
(46,280.00)
U S DOLLAR
Sep. 913
USD
1,788,000.00
AUSTRALIA DOLLAR
Sep. 413
AUD
2,000,000.00
0.917140
0.917140
(1,834,280.00)
1,834,250.00
U S DOLLAR
Sep. 913
USD
(1,834,280.00)
J.P.Morgan
Page 36 of 37
Confidential Treatment Requested by JPMorgan
Chase
CONFIDENTIAL
JPM-SDNY-00024249
SDNY_GM_00293447
EFTA01500290
--- SOURCE: IMAGES__0112__EFTA01500291.txt ---
METADATA_SOURCE: IMAGES0112
METADATA_FILENAME: EFTA01500291.pdf
----------------------------------------
Trade Date
Settle Date
Hedge
AUSTRALIA DOLLAR
Sep. 413
U S DOLLAR
Sep. 11 13
POUND STERLING
Aug. 29 13
U S DOLLAR
Sep. 23 13
N ZEALAND DOLLAR
Aug. 29 13
U S DOLLAR
Sep. 23 13
AUSTRALIA DOLLAR
Sep. 23 13
U S DOLLAR
Sep. 25 13
AUSTRALIA DOLLAR
Sep. 23 13
U S DOLLAR
Sep. 27 13
J.P Morgan
SOUTHERN TRUST COMPANY, INC ACCT.
For the Period 9/1113 to 9/30/13
Currency
Amount
Contract Rate
Revaluation Rate
Contracted Base
Amount USD
Revalued
Amount USD
Currency G/L
Counter Currency
Counter Amount
AUD
USD
(2,000,000.00)
1,834,000.00
0.917000
0.931025
1,834,000.00
(1,882,050.00)
(28,050.00)
GBP
USD
(1,000,000.00)
1,549,003.00
1.549000
1.803250
1,549,000.00
(1803,250.00)
(54,250.00)
NZD
USD
(3,500,000.00)
2,719,500.00
0.777000
0.833842
2,719,500.00
(2,918,448.08)
(198,948.08)
AUD
USD
1,000,000.00
(943,130.00)
0.943130
0.943130
(943,130.00)
943,130.00
AUD