EFTA01494051.pdf

FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 3/1/13 to 3/31/13 Adjusted Tax Cost Unrealized Est. Annual Income Price Quantity Value Original Cost Gain/Loss Accrued Interest Yield Complementary Structured Strategies JPM SYR NC CLN TO MTOR 04/16/16 105.04 1500,000.03 1,575,600.00 1.500,00100 75,600.00 INITIAL RATE 6.20% CPN 3,874.50 DD 04/16/12 4662A0-40-1 Total Complementary Structured Strategies $4,893517.72 $3,600,000.00 $1,393,917.72 $0.00 0.00% $3,874.60 Market Value Receivable Trade Date Currency Amount Contract Current Market Market Value Unrealized Settlement Date Counter Currency Counter Amount Rate Forward Rate Payable GaiNLoss Foreign Exchange Contracts CANADIAN DOLLAR Mar. 28 13 CAD 10,000,000.00 92.612200 92.523197 9,841,312.21 (9,466.86) JAPANESE YEN Apr. 8 13 JPY (926,122,000.00) 9,850,779.07 CANADIAN DOLLAR Mar. 6 13 CAD (10.000.000.00) 90.930000 92.523197 9.671.850.37 (169.461.84) JAPANESE YEN Apr. 8 13 JPY 909,300,003.00 9,841,312.21 CANADIAN DOLLAR Mar. 28 13 CAD (10,000,000.00) 92.522000 92.463214 9,842,672.62 6,253.73 JAPANESE YEN May. 1 13 JPY 925,220,003.00 9,836,416.89 JAPANESE YEN Mar. 28 13 JPY 16,822,000.00 94.094700 94.015102 178,928.70 151.36 US DOLLAR Apr. 8 13 USD (178,777.34) 178,777.34 SOUTH KOREAN WON Mar. 14 13 KRW (5581,750,000.00) 1116.350000 1116.581996 5,000,000.00 9,976.90 US DOLLAR Jun. 18 13 USD 5,000,000.00 4.990.023.10 J.P.Morgan Account VV23560001 Page 10 of 36 Consolidated Statement Page 13 Confidential Treatment Requested by JPMorgan JPM-SDNY-00017013 Chase CONFIDENTIAL SDNY_GM_00286211 EFTA01494051