EFTA01493517.pdf

FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 10/1/12 to 10/31/12 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 11/9112 109.74 1,000,030.00 1,097,400.00 1,000,000.00 97,400.00 LNKED TO MXN VS USD 25% BUFFER, 9.75%CPN, 100%MAXRTN 10/213/11 4042K1-RA-3 JP MORGAN CHASE BANK NA 97.30 1,500,000.00 1,459,500.00 1,500,000.00 (40.500.00) 93,000.00 7.40% 6.200% 04/16/2015 DTD 04/16/2012 10/19/12 3,874.50 4662A0-40-1 INTEREST RATE SWAP 1.30 40,000,000.00 35,597.41 N/A " N/A 534,000.00 MD 10/19/16 EFF 10/19/15 PAY: FLOATING RATE EUR 6 M EURIBOR DEAL 3000264371 1.335% REC FIXED, ANN 30/360 MO Client SWPBOT-AH-4 EUR Total Complementary Structured Strategies 52,667,212.79 $2,600,000.00 $131,615.38 $627,000.00 LOS% $3,874.60 JP Morgan Account W23560001 Page 19 of 39 Consolidated Statement Page 22 Confidential Treatment Requested by JPMorgan JPM-SDNY-000 16388 Chase CONFIDENTIAL SDNY_GM_00285586 EFTA01493517