afternoon into SFLLC: 2,000,000 SG STRUCTURED PRODS INC COMMODITY LKD MKT PLUS PROTECTED NOTES 0.000% 08/05/14 B/ E DTD 07/30/13 N/C 1,000,000 JPMORGAN CHASE & CO MEDIUM TERM NTS CAPPED CONTINGENT BUFFERED EQUITY NTS 0.000% 10/16/14 B/E DTD 09/27/13 N/C 2,000,000 HSBC USA INC MEDIUM TERM NTS BUFFERED NOTES LKD TO EURO STOXX

2,000,000.000 1HSBC USA INC MEDIUM TERM NTS BUFFERED NOTES LKD TO EURO STOXX 50 0.000% 08/29/14 B/E DTD 05/30/13 05/24/13 *,12,13 2,000,000.000 JPMORGAN CHASE & CO MEDIUM TERM NTS CAPPED CONTINGENT BUFFERED EQUITY NTS EFTA01470080 0.000% 10/16/14 B/E DTD 09/27/13 12/05/13 *,3,12 1,000,000.000 100.0000 PETROLEOS DE VENEZ

15/20 @100.000 JPMORGAN CHASE & CO DEP SHS REPSTG 1/10TH PFD SER 1 FIXED TO FLTG RT BD 7.900% 04/29/49 B/E DTD 04/23/08 CLB CLB 04/30/18 @100.000 JPMORGAN CHASE & CO MEDIUM TERM NTS CAPPED CONTINGENT BUFFERED EQUITY NTS 0.000% 10/16/14 B/E DTD 09/27/13 N/C JP MORGAN CHASE & CO COM ISIN#US46625H1005 HEADWATERS INC GTD SR NT 7.

7.900% 04/29/49 B/E DTD 04/23/08 CLB CLB 04/30/18 @100.000 5000000 5452000 CORPORATE BOND USD 5452000 CASH Long 109.04 JPM4054719 48126NVE4 JPMORGAN CHASE & CO MEDIUM TERM NTS CAPPED CONTINGENT BUFFERED EQUITY NTS 0.000% 10/16/14 B/E DTD 09/27/13 N/C 1000000 1067700 CORPORATE BOND USD 1067700 CASH Long 106.77 JPM 46

7.900% 04/29/49 B/E DTD 04/23/08 CLB CLB 04/30/18 @100.000 5000000 5452000 CORPORATE BOND USD 5452000 CASH Long 109.04 JPM4054719 48126NVE4 JPMORGAN CHASE & CO MEDIUM TERM NTS CAPPED CONTINGENT BUFFERED EQUITY NTS 0.000% 10/16/14 B/E DTD 09/27/13 N/C 1000000 1067700 CORPORATE BOND USD 1067700 CASH Long 106.77 JPM 46