EFTA01492879.pdf

FINANCIAL TRUST COMPANY INC ACCT. For the Period 3/1/12 to 3/31/12 Adjusted Tax Cost Unrealized Est. Annual Income Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield Complementary Structured Strategies JPY CALL CAD PUT 0.01 (760.000,000.00 ) (102.507.76) (411,436.90) 308,929.14 FX EUROPEAN STYLE OPTION AUG 13. 2012 e 76. KI 71 JPY PUT CAD CALL 0.03 632,500000.00 252,677.92 411,438.90 (158,758.98) FX EUROPEAN STYLE OPTION AUG 13, 2012 el 83.25 MXN CALL USD PUT 0.08 12,585,000.00 10,112.00 17,200.00 (7,088.00) FX EUROPEAN STYLE OPTION 0.16 (12,900,000.00) (21284.57) (17,200.00) (4,084.57) FX EUROPEAN STYLE OPTION JUN 19, 2012 § 12 9 AT E)olCI fis'13.25 HUM MARKET PLUS MXN NOTE 1112112 107.59 1,000,000.00 1,075,900.00 1,000,000.00 75,900 00 LNKED TO MXN VS USD 25% BUFFER, 9.75%CPN. 100%MAXRTN Sim Total Complementary Structured Strategies $1,214,897.69 $1,000,000.00 $214,897.69 $0.00 0.00% JP Morgan Account Page 17 of 32 Consolidated Statement Page 20 Confidential Treatment Requested by JPMorgan JPM-SDNY-00015698 Chase CONFIDENTIAL SDNY_GM_00284896 EFTA01492879