EFTA01493238.pdf

FINANCIAL TRUST COMPANY INC ACCT. For the Period 7/1/12 to 7/31/12 Adjusted Tax Cost Unreakzed Est. Annual Income Pnce Quantity Value Original Cost Gain/Loss Acaued Interest Yield Complementary Structured Strategies JP MOFICIAN CHASE BANK NA 95 63 1,500,030.00 1,434,450.00 1,500,000.00 (65,550.00) 93,000.00 8.00% 6.200%04/16/2015 DTD 04/16/2012 3,874.50 4662A0-4O-1 Total Complementary Structured Strategies $2,623,761.68 $2,600,000.00 $23,761.68 $93,000.00 4.66% $3,874.50 Market Value Receivable Trade Date Currency Amount Contract Current Market Market Value Unmated Settlement Date Counter Currency Counter Amount Rate Forward Rate Payable Gain/Loss Foreign Exchange Contracts MEXICAN NEW PESO Jul. 19 12 MXN 12,900,000.00 13.268700 13.310118 969,187.50 (3.025.30) US DOLLAR Aug. 2312 USD (972,212.80) 972212.80 JP Morgan Account Page 18 of 28 Consolidated Statement Page 21 Confidential Treatment Requested by JPMorgan JPM-SDNY-000 16079 Chase CONFIDENTIAL SDNY_GM_00285277 EFTA01493238