EFTA01493237.pdf

FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 7/1/12 to 7/31/12 Adjusted Tax Cost Unreakzed Est. Annual Income Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield Non-US Fixed Income REPUBLIC OF ARGENTINA 9.88 7,500,000.00 740,625.00 1,038,750.00 (298,125.00) 237,652.50 32.17% NOTES DEC 15 2035 149,340.00 DTD 11/0112005 HELD BY EUROCLEAR ISIN USO40114GM64 SEDOL BOS5NO3 042993-95-6 Total Non-US Fixed Income $779.697.30 $1.356.750.00 (5577.052.70) 9318,849.11 38.93% 9200,312.98 Complementary Structured Strategies JPY CALL CAD PUT (760,000,000.00) ;1 .37306) (411,436 90) 410,063.84 FX EUROPEAN STYLE OPTION AUG 13, 2012 Q 76 II 42 71 XJPYCA-RC-Z CAD JPY PUT CAD CALL 832,500,000.00 274 64 411 436 90 (411 162 25 ) FX EUROPEAN STYLE OPTION AUG 13, 2012 saz XJPYPA-YX-Z CAD HSBC MARKET PLUS MXN NOTE 11/2/12 109.04 1,000,000.00 1.090.400 00 1.000.000 00 90.00 OD LNKED TO MXN VS USD 25% BUFFER, 9.75%CPN, 100%MAXRTN 10/26/11 4042K1-RA-3 JP Morgan Account W23560001 Page 17 of 28 Consolidated Statement Page 20 Confidential Treatment Requested by JPMorgan JPM-SDNY-000 16078 Chase CONFIDENTIAL SDNY_GM_00285276 EFTA01493237