EFTA01493964.pdf

FINANCIAL. TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 Adjusted Tax Cost Unrealized Est. Annual Income Prim 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 e 80.9 XJPYPS-AZZ CAD OS MXN STEP UP NOTE 11/22/13 105.23 1.000.000.00 1,052,330.00 1,000,003.00 52,330.00 LNKD TO MXN VS USD 85%BARRIER- 5% ATM CPN-22.9%MXRTRN 11/08/12 38141CrHY-3 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- 50316MAXRTRN 01/09/13 INITIAL STRIKE:6.1995 40432X-7D-7 JPM 3YR NC CLN TO MTOR 04/18/15 102.55 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 4662A0-4O-1 Total Complementary Structured Strategies 54,530.157.36 53,500,000.00 51,030,157.36 $0.00 0.00% $3.874.50 J.P.Morgan Account W23560001 Page 18 of 43 Consolidated Statement Page 21 Confidential Treatment Requested by JPMorgan JPM-SDNY-000 16903 Chase CONFIDENTIAL SDNY_GM_00286101 EFTA01493964