EFTA01492690.pdf

FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 1/1/12 to 1/31/12 Adjusted Tax Cost Unreakzed Est. Annual Income Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield Non-US Fixed Income REPUBLIC OF ARGENTINA 13.50 7,500,000.00 1012,500.00 1,038,750.00 (26,250.00) 237,652.50 24.27% NOTES DEC 15 2035 31,162.50 DTD 11/0112005 HELD BY EUROCLEAR ISIN USO40114GM64 SEDOL BOS5M23 042993-95-6 Total Non-US Fixed Income $1.294.703.60 $1,356.750.00 ($62,046.40) $323.486.24 25.88% $42,129.80 Complementary Structured Strategies BRL PUT JPY CALL 3.94 (4.588.235.29) (180,891 11 ) (125,888.88) (56.004.25) FX EUROPEAN STYLE OPTION JAN 24, 2013 Q 42.5 KO Q 46.5 XBRLPA-GQ-Z JPY JPY CALL CAD PUT 0.05 (760,000,000.00) (380,547.94) (411,436.90) 30,888.96 FX EUROPEAN STYLE OPTION AUG 13, 2012 • 76. KI 71 XJPYCA-RC-Z CAD JPY PUT CAD CALL 0.01 832500,01:0.00 75,235.82 411,436.90 (336,201.08) FX EUROPEAN STYLE OPTION AUG 13, 2012 @83.25 XJPYPA•YX•Z CAD JP Morgan Account W23560001 Page 15 of 27 Consolidated Statement Page 18 Confidential Treatment Requested by JPMorgan JPM-SDNY-00015500 Chase CONFIDENTIAL SDNY_GM_00284698 EFTA01492690