EFTA01492736.pdf

FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 1/1/12 to 1/31/12 Adjusted Tax Cost Unrealized Est. Annual Income Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield Complementary Structured Strategies HSBC MARKET PLUS MXN NOTE 11/2112 105.60 1,000.000 00 1,056,00000 1,000,000 00 56,000.00 LNKED TO MXN VS USD 25% BUFFER. 9 75%CPN 100%MAXRTN 10/26/11 4042K1-RA-3 Total Complementary Structured Strategies $569,796.77 $874,113.14 ($304,316.37) $0.00 0.00% Market Value Recervable Trade Date Currency Amount Contract Current Market Market Value Unrealized Settlement Date Counter Currency Counter Amount Rate Forward Rate Payable Gaintoss Foreign Exchange Contracts ARGENTINE PESO Jan. 30 12 ARS (595,420.00) 4.358000 4.358000 136,626.89 US DOLLAR Feb. 112 USD 136,626.89 136,626.89 CHINESE RENMNBI Jun. 811 CNY 31,818,000.00 6363600 6287829 5,080,251.80 80,251.80 US DOLLAR Jun. 11 12 USD (5,000,000.00) 5,000,000.00 CHINESE RENMNBI Oct. 511 CNY (31,818,000.00) 6.384500 6.287829 4,983,632.23 (76,619.57) US DOLLAR Jun. 11 12 USD 4,983,63223 5,060,251.80 SINGAPORE DOLLAR Nov. 211 SGD 3,183,000.00 1.273200 1.255856 Z534,526.25 34,526.25 US DOLLAR Fab. 8 12 USD (2,500,000.00) Z500,000.00 SINGAPORE DOLLAR Dec.12 11 SGD 3249,250.00 1.299700 1.255856 2587,279.11 87,279.11 US DOLLAR Feb. 6 12 USD (2.500,000.00) 2500,000.00 J.P.Morgan Account 1A23560001 Page 16 of 27 Consolidated Statement Page 19 Confidential Treatment Requested by JPMorgan JPM-SDNY-00015547 Chase CONFIDENTIAL SDNY_GM_00284745 EFTA01492736