EFTA01492312.pdf

FINANCIAL TRUST COMPANY INC ACCT. For the Period 8/1/11 to 8/31/11 Adjusted Tax Cost Unreakzed Est. Annual Income Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield Complementary Structured Strategies JPY CALL CAD PUT 0.07 (760.000,000.00 ) (521,115.74) (411,436.90) (109,678.84) FX EUROPEAN STYLE OPTION AUG 13. 2012 e 76. KIQ 71 XJPYCA-RC-Z CAD JPY PUT CAD CALL 0.04 832,500,000.00 293,030.96 411,436.90 (118,405.92) FX EUROPEAN STYLE OPTION AUG 13, 2012 83.25 XJPYPA-YX-Z CAD A JPM HAFtRAHS 14M CLN 09/20/11 101.20 10,000,000.00 10120,00000 9.811.665.93 308,334.07 700,000.00 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 4662A0-2C-4 AA• /NR Total Complementary Structured Strategies $9,891,915.24 $9,811,665.93 $80.249.31 3700,000.00 4.64% $10.000,000.00 $79,720.00 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 Exchaw2e Contracts CHINESE RENMINBI Jan. 13 11 CNY 64,200.000 00 6.420000 6.330702 10,141,056.07 141 056 07 US DOLLAR Jan. 18 12 USD (10,000.000 00) 10,000,000.00 CHINESE RENMINBI Am. 811 CNY 31,818,000 00 6.363600 6.294172 5,055,152.68 55 152 68 US DOLLAR Jun.11 12 USD (5,000,000 00) 5,000,000.00 JP Morgan Account Page 15 of 26 Page 18 of 34 Confidential Treatment Requested by JPMorgan JPM-SDNY-000 14998 Chase CONFIDENTIAL SDNY_GM_00284196 EFTA01492312