EFTA01492929.pdf

FINANCIAL TRUST COMPANY INC ACCT.'''. For the Period 3/1/12 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 0.03 832,500,000.00 252,677.92 411,438.90 (158,758.98) FX EUROPEAN STYLE OPTION Al 012 lim 83.25 MXN CALL USD PUT 0.08 12,566,000.00 10,112.00 17,200.00 (7,088.00) FX EUROPEAN STYLE OPTION JUN 19. 2012 12 565 MXN PUT USD CALL 0.16 (12,900,000.00) (21284.57) (17,200.00) (4,084.57) FX EUROPEAN STYLE OPTION JUN 19, 2012 fp 12.9 MIS 25 NSW MARKET PLUS MXN NOTE 11/2/12 107.59 1,000,000.00 1,075900.00 1,000,000.00 75,900 00 LNKED TO MXN VS USD 25% BUFFER, 9.75%CPN, 100%MAXRTN 10/26/11 Total Complementary Structured Strategies $1,214,897.69 $1000000.00 $214,897.59 $0.00 0.00% JP Morgan AOCa of 32 Consolidated Statement Page 20 Confidential Treatment Requested by JPMorgan JPM-SDNY-00015748 Chase CONFIDENTIAL SDNY_GM_00284946 EFTA01492929