EFTA01493374.pdf

FINANCIAL TRUST COMPANY INC ACCT. For the Period 8/1/12 to 8/31/12 Adjusted Tax Cost Unreakzed Est. Annual Income Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield Non-US Fixed Income REPUBLIC OF ARGENTINA 11.01 7.500.000 00 825900 00 1,038,750 00 (212,850.00) 237,652.50 29.15% NOTES DEC 15 2035 169,470.00 DTD 11/0112005 HELD BY EUROCLEAR ISIN USO40114GMS4 SEDOL BOS5NO3 042993-95-6 Total Non-US Fixed Income 51.113.416.80 51,356,750.00 ($243.333.20) 5317.885.87 28.92% 5226.524.73 Complementary Structured Strategies JPY CALL CAD PUT 0.05 (789,000,000.00) (408,785 11 ) (347.756 17) (61 026 94) FX EUROPEAN STYLE OPTION OCT 08, 2013 fa 76.9 AT EXP Id 669.65 XJPYCA-SJ-Z CAD JPY PUT CAD CALL 0.05 809.000.000.00 384.269.73 34i i56 17 36 513 55 FX EUROPEAN STYLE OPTION OCT 08, 2013 C 80.9 XJPYPB-AZ-Z CAD HSBC MARKET PLUS MXN NOTE 11/2/12 109.42 1.000.000 00 1.094,200 00 1 C00 000 00 94.200 OD LNKED TO MXN VS USD 25% BUFFER, 9.75%CPN, 100%MAXRTN 10/26/11 4042K1-RA-3 JP Morgan Account Page 17 of 36 Consolidated Statement Page 20 Confidential Treatment Requested by JPMorgan JPM-SDNY-000 16224 Chase CONFIDENTIAL SDNY_GM_00285422 EFTA01493374