EFTA01493909.pdf

FINANCIAL. TRUST COMPANY INC ACCT. For the Period 2/1/13 to 2/28/13 Adjusted Tax Cost Unrealized Est Annual Income Priv° Quantity Value Original Cost Gain/Loss Accrued Interest Yield Non-US Fixed Income AMERICA MOVIL SAB DE CV - MXN 8.23 12,000,000.00 987,970.88 1,004,416.59 (16,445 91) 60,573.09 5.75% 6.450% 12/05/2022 DTD 12)05/2012 14,469.92 HELD BY EUROCLEAR ISIN X60(160706935 SEDOL B9B7820 P0299A-913-4 A- tA2 MXN REPUBLIC OF ARGENTINA -ARS 0.16 10,000,000.00 15,657.50 318,000.00 (302,342.50) 73,725.49 FLOATING RATE NOTE DEC 15 2035 15,562.38 DTD 11/01/2005 HELD BY EUROCLEAR ISIN ARARGE03E147 SEDOL B1MYIMC3 EC0698-9B-7 ARS REPUBLIC OF ARGENTINA 5.50 7,500,000.00 412,350.00 1,038,750.00 (626400.00) 237,652 50 56.52% NOTES DEC 15 2035 49,477.50 DID 11101/2005 HELD BY EUROCLEAR ISIN US040114GM64 SEDOL B0S5NO3 042993-9S-6 Total NomUS Fixed Income $2,904,728.18 13,698416.89 (8794,188.41) $499.461.08 14.43% $121,866.30 Complementary Structured Strategies JPY CALL CAD PUT 0.01 (769,000,000.00) (43,244.78) (347,756.17) 304,511.39 FX EUROPEAN STYLE OPTION OCT 08, 2013 76.9 AT EXP KI $$ 69.65 XJPYCASJZ CAD J.P Morgan Account Page 17 of 43 Consolidated Statement Page 20 Confidential Treatment Requested by JPMorgan JPM-SDNY-00016838 Chase CONFIDENTIAL SDNY_GM_00286036 EFTA01493909