EFTA01492422.pdf

FINANCIAL TRUST COMPANY INC ACCT. For the Period 10/I/II to 10/31/11 Adjusted Tax Cost Unrealized Est. Annual Income Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield Complementary Structured Strategies P HSBC MARKET PLUS MXN NOTE 11/2112 100.00 1,000,000.00 1,000,000.00 1,000,000.00 LNKED TO MXN VS USD 182611 25% BUFFER. 9 75%CPN 100%MAXRTN 1826/11 4042K1-RA-3 Total Complementary Structured Strategies $781,019.81 $1,000,000.00 ($218,880.19) $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 RENMINBI Jan. 13 11 CNY 64,200,000.00 6.420000 6.358216 10,097,171.52 97,171.52 US DOLLAR Jan. 18 12 USD (10,000,000.00) 10,000,000.00 CHINESE RENMINBI Jun. 811 CNY 31,818,000.00 6.363600 6.364811 4,999,205.81 (794.19) US DOLLAR Jun. 11 12 USD (5,000,000.00) 5,000,000.00 CHINESE RENMINBI Oct. 511 CNY (64,200,000.00) 6.381500 6.358218 10,060,330.64 (36,840.88) US DOLLAR Jan. 18 12 USD 10,060,330.64 10,097,171.52 CHINESE RENMINBI Oct. 511 CNY (31,818,000.00) 6.384500 6.364611 4,983,632.23 (15,573.58) US DOLLAR Jun. 11 12 USD 4,983,632.23 4,999,205.81 INDIAN RUPEE Sap. 711 INR 457,000,000.00 48.421000 49.096755 9,308,150.86 (536,531.50) US DOLLAR Doc. 911 USD (9,844,682.36) 9,844,682.36 PIDIAN RUPEE Sep. 1911 INR (457,000,000.00) 48.700000 49.096755 9,383,983.57 75,832.71 US DOLLAR Dec. 911 USD 9,383,983.57 9,308,150.86 J.P. Morgan Account Page 15 of 23 Page 18 of 40 Confidential Treatment Requested by JPMorgan JPM-SDNY-00015210 Chase CONFIDENTIAL SDNY_GM_00284408 EFTA01492422