EFTA01493058.pdf

FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/12 to 5/31/12 Adjusted Tax Cost Unreakzed Est. Annual Income Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield Complementary Structured Strategies JPY CALL CAD PUT 0.03 (760.000,000.00) (229.342 50) (411,436.90) 182.094.40 FX EUROPEAN STYLE OPTION AUG 13. 2012 e 76. IG 71 XJPYCA-RC-Z CAD JPY PUT CAD CALL 832,500,000.00 16757.39 411,438.90 (394,679.51) FX EUROPEAN STYLE OPTION AUG 13, 2012 0 83.25 XJPYPA-YX-Z CAD MXN CALL USD PUT 12,566,000.00 0.96 17,200.00 (17,199.04) FX EUROPEAN STYLE OPTION JUN 19.2012 0 12.565 XMXNCA-DFIZ MXN PUT USD CALL 0.78 (12,900,000.00) (100,097.61) (17,200.00) (82,897.61) FX EUROPEAN STYLE OPTION JUN 19, 2012 012.9 AT EXP Kt ft 13.25 MAXNPA4P•Z NSW MARKET PLUS MXN NOTE 1112112 104.72 1,000,000.00 1,047,200.00 1,000,000.00 47,200.00 LNKED TO MXN VS USD 25% BUFFER, 9.75%CPN, 100%MAXRTN 10/26/11 4042K1-RA-3 JP MORGAN CHASE BANK NA 95.18 1,500,000.00 1,427,400.00 1,500,000.00 (72,600.00) 1.73% ZERO CPN 4662A0-40-1 Total Complementary Structured Strategies $2,181,918.24 $2.500.000.00 ($338.081.76) $0.00 1.14% J.P.Morgan ACCOur age 16 of 25 Consolidated Statement Page 19 Confidential Treatment Requested by JPMorgan JPM-SDNY-00015885 Chase CONFIDENTIAL SDNY_GM_00285083 EFTA01493058