GI 0 Global I ay.,. meal O000nualtin Global Investment Opportunities Group Account Position and MTM Summary (Open Positions) Prepared for Southern Trust as of May 31, 2013 J.P. Morgan Securities LLC. Current FX & Commodity rates USOMXN 12.7995 XAUUSO USOARS 5.2846 USD2AR USOCHF 0.9547 USDCAD 1388 09 100612 1.0368 GBN.ISD EURUSD USDTRY 1.5195 USDIPY 1.2994 USIN3RL 1.874 USDNOK 100380 2.1322 SA716 Structured Notes • Manual Pricing via 1P/Aorgan Investment Bank as of prior day rade Date Maturity race Amount Long Description Cost Basis (S) Market Valve (S) Interest Received Entry Price 15) Current Price 15) MThl 13•Mar-13 27.Mar-14 1.000.000 5-Apr-13 21-Apr-19 1,000000 HSBC OW-Step Up 85% Barrier- 5% Cpn . 28.5% Mxrtin, Initial Strike 1.9619 HSBC BRL Step Up 85% Barrier - 5% Cpn • 28.5% Martin, Initial Strike 2.0035 (51.000,000) ($1.000.000) $916,700 $935,800 SO Se $100.00 $100.00 591.67 593.58 ($83.300) ($64.200) Structured Notes MTM (52.000.000) 51,852.500 Mla (5141.500.00) International Fixed Income • Intraday Pricing via Bbomberg Trade Date Maturity Face Amount Issue S&P Rating Currency Coupon Principal Cost (5) Market Value (S) Total Int. Accrued (S) Yield to Worst Entry Price Current Price (Local) (Local) MThl 28,Feb-13 02-Noy-2017 1,000.000 Petroleos Oe Venezuela S (14 USD &S00% ($1.000.000) $951,500 521.250 9118% 100.00 95.15 ($27.250) 8-Mar-13 02-Nov-2017 1,000.000 Petroleos Cie Venezuela S BL USD 8.500% (S985.000) 5951,500 519.591 9.118% 98.50 95.15 ($13.903) International Fixed Income MTM (51.985.000) 51.903.000 540.1517 1141.152.78) !pi LO fine $0 ($188.653) $971 (56.398) $971 (5195.050) 2012 COY Open MTM SO Repo 50 50 $0 Current Open MTM (5188.653) ME /57 5D 50 $0 Derivative 50 50 50 YTD Change in Open MTM (5188.653) Alternative 50 50 $0 2013 Closed PIL (55,927) Other I Miscellaneous 50 50 10 Olala ($