EFTA01492780.pdf

FINANCIAL TRUST COMPANY INC ACCT For the Period 2/1/12 to 1 Adjusted Tax Cost Unreakzed Eat. Annual Income Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield Complementary Structured Strategies JPY CALL CAD PUT 0.02 (760.000,000.00 ) (123,434.69) (411,436.90) 288,002.21 FX EUROPEAN STYLE OPTION AUG 13. 2012 e 76. K 071 XJPYCA-RC-2 CAD JPY PUT CAD CALL 0.03 832,500,000.00 253,549 46 411,438.90 (157,887.44) FX EUROPEAN STYLE OPTION AUG 13, 2012 • 83.25 XJPYPA-YX-Z CAD HSBC MARKET PLUS MXN NOTE 1112/12 106.87 1,000,000.00 1 068,700 00 1,000,000.00 68,700.00 LNKEO TO MXN VS USD 25% BUFFER, 9.75%CPN, 100%MAXRTN 10/26/11 4042K1-RA-3 Total Complementary Structured Strategies $1,198,814.77 $1,000,000.00 $198,814.77 $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 Gain/Loss Foreign Exchange Contracts CHINESE RENMINB1 Jun. 811 CNY 31,818,000.00 6.363600 6.289922 5.058,568.34 58,568.34 US DOLLAR Jun. 11 12 USD (5,000,000.00) 5,000,000.00 JP Morgan Account Page 16 of 33 Consolidated Statement Page 19 Confidential Treatment Requested by JPMorgan JPM-SDNY-00015593 Chase CONFIDENTIAL SDNY_GM_00284791 EFTA01492780