GI 0 Otobal loam. moat 00•30rMOH Jr. Current FX & Commodity rates Global Investment Opportunities Group Account Position and MTM Summary (Open Positions) Prepared for Southern Trust as of April 30, 2013 J.P. Morgan Securities LLC. USIDIAM 12.1378 KAUUSLI 147689 GBPUSD 1.5533 USDIPY 97.440 USDARS 5.1875 USD2AR 89747 EURUSD 1.3167 USDEIRL 2.0013 USDOIF 0.9295 USDC-AD 1.0072 USDTRY 1.792 USDNOX 53694 Structured Notes • Manual Pricing via /P/Aorgan Investment Bank as of prior day rode Date Maturity face Amount Long Description Cost Basis (5) Market value (5) Interest Received Entry Price (5) Current Price (5) MTM 13-Mar-13 27-Mar.14 1,000(000 HSBC (Mt Step Up 85% Barrier- 5% Cpn .28.5% Marten, Initial Strike 1.9619 (51.000,000) $967,900 $0 $100.00 596.79 (532.100) S-Apr-13 21-Apeld 1,000(000 HSBC BRL Step Up 85% Barrier 5% Cpn 28.5% Marten, Initial Strike 2.0035 (51.000,000) 59913300 So $100.00 599.85 (51.500) tructured Notes MTM (52,000.000) 51.966.400 (533,600.00) International Fixed Income • Intraday Pricing via Bloomberg Trade Date Maturity Saco Amount Issue S&P Rating Currency Coupon Principal Cost (5) Market value (5) Total Irrt. Acaved (5) Entry Price Current Price (Local) (Local) MOM 28-Feb-13 02-Nov-2017 1,000(000 8.Mar.13 02-Nov-2017 1800000 Petroleos De Venezuela S PetroleonDeVene4uelaS Bt Bt USD USD 8300% 8300% ($1,030,000) 15985.000) $967300 $967300 $14,167 $12,278 100.00 9830 96.75 96.75 (518.333) ($5,222) International fixed Income MTM (51.985.000) 51,935.000 526.444 (523,555.56) DV LO 50 $471 $411 Pi I SP (557,156) (56,3981 tS63.553) 2012 EOY Open MIM 50 Repo 50 $0 50 Current Open MTM (557.156) SAE i ST SO te 50 Derivative 50 $0 50 YTD Change in Open MTM (557.156) Alternative 50 $0 50 2013 Closed PA. (55.927) Other IMiscellaneous 50 $0 50 Totals (557.156) ($5,927) (63.082) 2013 Net Performance 1563,