EFTA01494006.pdf

FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 3/1/13 to 3131/13 Adjusted Tax Cost Unrealized Est. Annual Income Price Mondry Value Original Cost Gain/Loss Accrued Interest Yield US Fixed Income WELLS FARGO MTGE SEC 2004-EE CL B1 82.96 0.00 N/A " N/A 7.81 % VAR RT 1225:2034 DTD 12431/2004 949779-AD-4 CCC MR Complementary Structured Strategies JPY CALL CAD PUT (769000.000.00) (20,670.68) (347,756.17) 327,085 49 FX EUROPEAN STYLE OPTION OCT 08. 2013 © 76.9 AT EXP KI 4) 69.65 XJPYCA-SJ-Z CAD JPY PUT CAD CALL 0.15 809000,000.00 1,247,308.40 347,756.17 899,552.23 FX EUROPEAN STYLE OPTION OCT 08, 2013 © 80.9 XJPYPB-AZ-Z CAD GS MXN STEP UP NOTE 11122113 110.80 1,000,000.00 1,107,980.00 1,000,000.00 107,980.00 LNKD TO MXN VS USD 85%BARRIER- 5% ATM CPN-22.9%MXRTRN 11/08/12 38141G-HY-3 HSBC REN CNH 01/24/14 98.37 1,000,000.00 983,700.00 1,000,000.00 (16,300.00) LNKED TO CNH VS USD 5XLEV-50396MAXRTRN 01/09/13 INITIAL STRIKE:6.1995 40432X-7D-7 J.P Morgan Account W23560001 Page 9 of 36 Consolidated Statement Page 12 Confidential Treatment Requested by JPMorgan JPM-SDNY-00016958 Chase CONFIDENTIAL SDNY_GM_00286156 EFTA01494006