EFTA01492646.pdf

FINANCIAL TRUST COMPANY INC ACCT. For the Period 12/1/11 to 12/31/11 Adjusted Tax Cost Unreakzed Est. Annual Income Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield Complementary Structured Strategies JPY CALL CAD PUT 0.06 (760,000,000.00) (463,922.22) (411,436.90) (52,485.32) FX EUROPEAN STYLE OPTION AUG 13. 2012 e 76. KIQ 71 XJPYCA-RC-Z CAD JPY PUT CAD CALL 0.01 632,500,000.00 96,926.53 411,436.90 (315,510.37) FX EUROPEAN STYLE OPTION AUG 13, 2012 83.25 XJPYPA-YX-Z CAD HSBC MARKET PLUS MXN NOTE 1112/12 97.86 1,000,000.00 978,600.00 1,000,000.00 (21,400.00) LNKEO TO MXN VS USD 25% BUFFER, 9.75%CPN, 100%MAXRTN 10/26/11 4042K1-RA-3 Total Complementary Structured Strategies $610,604.31 51,000,000.00 45389,395.691 $0.00 0.00% Market Value Receivable Trade Date Currency Amount Contract Current Market Market Value Unrealized Settlement Date Counter Currency Counter Amount Rate Forward Rate Payable GalnlLoes Foreign Exchange Contracts CHINESE RENMINB1 Jan. 13 11 CNY 64,200,000.00 6.420000 6.315889 10,164,840.24 164,840.24 US DOLLAR Jan. 18 12 USD (10,000,000.00) 10,000,000.00 JP Morgan Account Page 14 of 28 Consolidated Statement Page 17 Confidential Treatment Requested by JPMorgan JPM-SDNY-00015453 Chase CONFIDENTIAL SDNY_GM_00284651 EFTA01492646