EFTA01493138.pdf

FINANCIAL TRUST COMPANY INC ACCT. For the Period 6/1/12 to 6/3W12 Adjusted Tax Cost Unreakzed Est. Annual Income Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield Non-US Fixed Income REPUBLIC OF ARGENTINA 10 25 7,500,000.00 768,750.00 1,038,750 00 (270,0O0 00) 237,652.50 31.06% NOTES DEC 15 2035 129,210.00 DTD 1110112005 HELD BY EUROCLEAR ISIN USO40114GM64 SEDOL BOS5M23 042993-95-6 Total Non-US Fixed Income 61.019,648.00 $1,356.750.00 ($337.102.00) 3319,81.18 31.47% 3173,978.16 Complementary Structured Strategies BRT CALL OPTION 767.84 125.00 05.980 51 750:D O0 20,960.51 USD PUT OPTION STRIKE 126.50 EXPIRING 11/12/2012 125.000 BARRELS OTCBDC-NA-W BRT PUT OPTION 6.748.95 (125.00) (643,616.19) (1,O67.500.00) 243,881.81 USD CALL OPTION STRIKE 96.50 EXPIRING 11/12/2012 125,000 BARRELS OTCBDP-JQ-R JPY CALL CAD PUT 0.01 (760.000,000.00) (42,718.28) (411,436.90) 368,718.62 FX EUROPEAN STYLE OPTION AUG 13, 2012 e 76. KID 71 XJPYCA-RC-Z CAD JP Morgan Account W23560001 Page 18 of 34 Consolidated Statement Page 21 Confidential Treatment Requested by JPMorgan JPM-SDNY-00015975 Chase CONFIDENTIAL SDNY_GM_00285173 EFTA01493138