EFTA01493618.pdf

FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 11/1/12 to 11/30/12 Adjusted Tax Cost Unrealized Est. Annual Income Price Quantity Value Original Cost GainfLoss Accrued Interest Yield Complementary Structured Strategies JP MORGAN CHASE BANK NA 96.31 1.500.000.00 1.444.650.00 1,500,000.00 (55,350.00) 93,000.00 7.91% 6.200% 04116/2015 DTD 04/16/2012 11(18/12 3,874.50 4662/10-4Q-1 Total Complementary Structured Strategies $2,819.772.34 82,600,000.00 $319,772.34 $93600.00 4.05 1/r 53.874.50 Market Value Receivable Trade Date Currency Amount Contract Current Market Market Value Unrealized Settlement Date Counter Currency Counter Amount Rate Forward Rate Payable GairvLoss Foreign Exchange Contracts MEXICAN NEW PESO Nov. 21 12 MXN 12,900,000 00 13 063594 12.945150 996,512.17 9,035.06 US DOLLAR Dee. 19 12 USD (987,477.11) 987,477.11 SWISS FRANC Nov. 212 CHF 12,051,000.00 1.205100 1.204664 13,019,921.77 4,708.76 EURO CURRENCY Feb.6 13 EUR (10.000.000.00) 13.015,213.01 Total Foreign Exchange Contracts $14,018,433.94 $13,743.82 $14,002,880.12 J.P. Morgan Account W23560001 Page 18 of 43 Consolidated Statement Page 21 Confidential Treatment Requested by JPMorgan JPM-SDNY-00016503 Chase CONFIDENTIAL SDNY_GM_00285701 EFTA01493618