EFTA01493910.pdf

FINANCIAL. TRUST COMPANY INC ACCT. For the Period 2/1/13 to 2/28/13 Adjusted Tax Cost Unrealized Est Annual Income Pave Quantity Value Original Cost Gain/Loss Accrued Interest Yield Complementary Structured Strategies JPY PUT CAD CALL 0.12 809,000,000.00 1,003,422.14 347,756.17 655.665.97 FX EUROPEAN STYLE OPTION OCT 08, 2013 (/) 80.9 XJPYPE‘AZ-2 CAD OS MXN STEP UP NOTE 11/22/13 105.23 1.000.000.00 1,062,330.00 1,000,003.00 52.330 00 LNKD TO MXN VS USD 85%BARRIER- 5% ATM CPN-22.9%MXRTRN 11/08/12 381410-HY3 HSBC REN CNH 01/24/14 97.94 1,000,000.00 979,400.00 1,000,000.00 (20,800.00) LNKED TO CNH VS USD SXLEV- 50396MAXRTRN 01/09/13 INITIAL STRIKE:8.1995 40432X-7D-7 JPM 3YR NC CLN TO MTOR 04118/18 102.55 1,500,000.00 1,538,250.00 1,500,000.00 38,250.00 INITIAL RATE 6.20% CPN 3,874.50 DD 04)16/12 4662A0.4Q-1 Total Complementary Structured Strategies $4,530,157.36 $3,500,000.00 51,030,157.36 $0.00 0.00% $3,874.50 J.P.Morgan Account Page 18 of 43 Consolidated Statement Page 21 Confidential Treatment Requested by JPMorgan JPM-SDNY-00016839 Chase CONFIDENTIAL SDNY_GM_00286037 EFTA01493910