EFTA01493323.pdf

FINANCIAL TRUST COMPANY INC ACC For the Period 8/1/121.1. " Adjusted Tax Cost Unreakzed Est. Annual Income Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield Non-US Fixed Income REPUBLIC OF ARGENTINA 11.01 7.509000 00 825900 00 1938,750 00 (212,850.00) 237,652.50 29.15% NOTES DEC 15 2035 189,470.00 DTD 11/01/2005 HELD BY EUROCLEAR SEDOL Total Non-US Fixed Income 51.113.416.80 51,356,750.00 ($243.333.20) 5317.885.87 28.82% 5226.524.73 Complementary Structured Strategies JPY CALL CAD PUT 0.05 (789,000,000.00) (408,785 11 ) (347.756 17) (61 026 94) FX EUROPEAN STYLE OPTION OCT 08, 2013 la 76.9 JPY PUT CAD CALL 0.05 809.000.000.00 384.269.73 34i i56 17 36 513 55 FX EUROPEAN STYLE OPTION HSBC MARKET PLUS MXN NOTE 11/2/12 109.42 1.000.000 00 1.094,200 00 1 000 000 00 94.200 OD LNKED TO MXN VS USD 25% BUFFER, 9.75%CPN, 100%MAXRTN 10/28/11 JP Morgan Accoun 'age 17 of 36 Consolidated Statement Page 20 Confidential Treatment Requested by JPMorgan JPM-SDNY-00016170 Chase CONFIDENTIAL SDNY_GM_00285368 EFTA01493323