EFTA01492131.pdf

FINANCIAL TRUST COMPANY INC ACCT. For the Period 4/1/11 to 4/30/11 Adjusted Tax Cost Unrealized Est. Annual Inc. Price Quantity Value Onginal Cost Gain/Loss Accrued Div. Yield Concentrated & Other Equity LONG TOTAL RETURN SWAP 3.70 71,000.000 262,704.57 N/A " N/A 3,008,270.00 USD NOTIONAL BP MAT NOV 16 2011 DEAL 5958346 N/O Client SWPBDG-UX-5 LONG TOTAL RETURN SWAP 7.83 8,860.000 89,407.89 N/A " N/A 3,007,792.80 USD NOTIONAL APPLE INC MAT FEB 03 2012 DEAL 8505432 N/O Client SYVP8DII-AY-3 LONG TOTAL RETURN SWAP 24,009.33 1.000 (24,009.33) N/A " N/A 3,043 800 USD NOTIONAL GOLDMAN SACHS GRP INC MAT MAY 2 2012 DEAL 7064997 NiO Client SWPBDM-DK-9 MOLYCORP INC 135.22 1,265.000 171,053.30 128,500.00 44,553.30 8,957.50 4.07% CV 5 1/2% PFD A 608753-20-8 MCP PA MS MARKET PLUS MO 06/18/12 109.63 3,000,000.000 3,288,750.00 3,000,000.00 288 750.00 78% CONTIN BARRIER-15%CPN ,UNCAPPED INITIAL LEVEL-12/09/10 MO: 24.59 617482-OA-5 MS MARKET PLUS TEF SM 7126112 106.81 2,000,000.000 2,136,100.00 2,000,000.00 136,100.00 75% cownu BARRIER-25.5%CPN ,UNCAPPED INITIAL LEVEL-1/13/11 TEF: 17.69 817482-0R-8 JP Morgan Account Page 7 of 26 Page 10 of 39 Confidential Treatment Requested by JPMorgan JPM-SDNY-000 14662 Chase CONFIDENTIAL SDNY_GM_00283860 EFTA01492131