EFTA01492269.pdf

FINANCIAL TRUST COMPANY INC ACCT. For the Period 7/1/11 to 7/31/11 Adjusted Tax Cost Unreakzed Est. Annual Income Pnce Quantity Value Original Cost Gain/Loss Acaued Interest Yield Non-US Fixed Income REPUBLIC OF ARGENTINA - ARS 4.15 10,000,000 00 414,609.10 318,000.00 96,609.10 89,823 60 22.34% FLOATING RATE NOTE DEC 15 2035 56.388.77 DM 11/01/2005 HELD BY EUROCLEAR ISIN ARARGEO3E147 SEDOL °IMMO* EC0698-98-7 ARS Complementary Structured Strategies A JPM HARRAHS 14M CLN 09/20/11 100.94 10,000,000 00 10,094.000 00 9,802.516 29 291 48371 700,000.00 4.44% INITIAL RATE 7.0% CPN 10,000.000 00 79.720.00 WHERE MAX RATE IS 7.0% PER ANNUM DD 7/7/10 4682A0-2C-4 AA- /NR Market Value Receivable Trade Date Currency Amount Contract Current Market Market Value Unrealized Settlement Date Counter Currency Counter Amount Rate Forward Rate Payable Gain/Loss Foreign Exchange ('ontracts CHINESE RENMINBI Jan. 13 11 CNY 64,200,000.00 6.420000 6.406895 10,020,454.57 20,454.57 US DOLLAR Jan. 18 12 USD (10,000,000.00) 10,000,000.00 CHINESE RENMINBI Jun.811 CNY 31,818,000.00 6.363600 6.384579 4,983,570.58 (16,429.42) US DOLLAR Jun. 11 12 USD (5,000,000.00) 5600,000.00 INDIAN RUPEE May.11 11 INR 457,000,000.00 45.340000 44.240882 10,329,883.48 250,463.39 US DOLLAR Aug. 16 11 USD (10,079,400.09) 10,079,400.09 JP Morgan Account Page 14 of 22 Page 17 of 35 Confidential Treatment Requested by JPMorgan JPM-SDNY-00014921 Chase CONFIDENTIAL SDNY_GM_00284119 EFTA01492269