EFTA01492211.pdf

FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/11 to 5/31/11 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 4.07 10.000,000 00 407,443.60 318,000.00 89.443 60 91.082 76 22.95% FLOATING RATE NOTE DEC 15 2035 41.998.04 DTD 11i0112005 HELD BY EUROCLEAR ISIN ARARGE03E147 SEDOL 61MYWX3 EC0698-98-7 ARS Complementary Structured Strategies A JPM HARRAHS 14M CLN 09120/11 102 01 10 000,000 00 10,201,030.00 9,784,217.01 416,782 99 700000 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 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 Contracts CHINESE RENMINBI Jan. 13 11 CNY 64,200,000.00 6.420000 6.403343 10,026,01224 28,012.24 US DOLLAR Jan. 18 12 USD (10,000,000.00) 10,000,000.00 WIXAN RUPEE May.11 11 INR 457,000,000.00 45.340000 45.539406 10,035264.82 (44,135.27) US DOLLAR Aug. 16 11 USD (10,079,400.09) 10,079,400.09 JP Morgan Account Page 15 of 29 Page 18 of 41 Confidential Treatment Requested by JPMorgan JPM-SDNY-000 14800 Chase CONFIDENTIAL SDNY_GM_00283998 EFTA01492211