EFTA01493018.pdf

FINANCIAL TRUST COMPANY INC ACCT For the Period 4/1/12 to 4/30/12 Adjusted Tax Cost Unrealized Est. Annual Income Pnce Quantity Value Original Cost Gain/Loss Acaued Interest Yield Complementary Structured Strategies HSBC MARKET PLUS MXN NOTE 11;2.12 107.61 1,000000.00 1,076.100 00 1,003,000.00 76,100.00 LNKED TO MXN VS USD 25% BUFFER, 9.75%CPN, 100%MAXRTN 10/26/11 4042K1-RA-3 JP MORGAN CHASE BANK NA 100.00 1,500,000.00 1,500,000.00 1,500,000.00 ZERO CPN 45/12 4662A0-40-1 Total Complementary Structured Strategies 52.637.766.68 52,600,000.00 $37,766.69 $0.00 0.00% Market Value Receivable Trade Date Currency Amount Contract Current Market Market Value Unrealized Settlement Date Counter Currency Counter Amount Rate Forward Rate Payable Gain/Loss Foreign Exchange Contracts CHINESE RENMNBI Am. 8 11 CNY 31,818,000.00 6.363600 6.302996 5,048,075.37 48,075.37 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 6.302996 4,983,632.23 (64,443.14) US DOLLAR Jun. 11 12 USD 4,983,632.23 5.048,075 37 Total Foreign Exchange Contracts $10,031,707.60 ($16,367.77) $10,048,075.37 JP Morgan Account W23560001 Page 16 of 26 Consolidated Statement Page 19 Confidential Treatment Requested by JPMorgan JPM-SDNY-00015841 Chase CONFIDENTIAL SDNY_GM_00285039 EFTA01493018