EFTA01493567.pdf

FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 10/1/12 to 10/31/12 Adjusted Tax Cost Unrealized Est. Annual Income Pnce Quantity Value Original Cost Gain/Loss Acaued Interest Yield Non-US Fixed Income REPUBLIC OF ARGENTINA-ARS 3.03 10.000,000 00 303,043.00 318.000.00 (14.957.00) 78,065.47 26.37% FLOATING RATE NOTE DEC 15 2035 68522.56 DM 11301/2005 HELD BY EUROCLEAR ISIN ARARGEO3E147 SEDOL B1MYWX3 EC0698-9B-7 ARS REPUBLIC OF ARGENTINA 12.53 7,500,000.00 939,600.00 1,038,750.00 (99.150.00) 237.652.50 28.07% NOTES DEC 15 2035 209,077.50 DM 11/01f20D5 HELD BY EUROCLEAR ISIN US040114GM64 SEDOL 80S5NO3 042993-95-8 Total Non-US Fixed Income 32,882,843.00 32,894,600.00 (3101,887.00) $443.217.87 18.34% $340,984.88 Complementary Structured Strategies JPY CALL CAD PUT 0.03 (769,000,000.00) (240,639.18) (347,756.17) 107,116.99 FX EUROPEAN STYLE OPTION OCT 08, 2013 Q 76.9 ATEXPKIe69.65 XJPYCA-SJ-Z CAD JPY PUT CAD CALL 0.04 809000,000.00 315,354.56 347,756.17 (32,401 61; FX EUROPEAN STYLE OPTION OCT 00 2013 @ 80.9 XJPYPB-AZ-Z CAD JP Morgan Account W23560001 Page 18 of 39 Consolidated Statement Page 21 Confidential Treatment Requested by JPMorgan JPM-SDNY-000 16445 Chase CONFIDENTIAL SDNY_GM_00285643 EFTA01493567