EFTA01492607.pdf

FINANCIAL TRUST COMPANY INC ACCT. For the Period 12/1/11 to 12/31/11 Adjusted Tax Cost Unreakzed Est. Annual Income Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield Complementary Structured Strategies JPY CALL CAD PUT 0.06 (760.000,000.00) (463,922.22) (411,436.90) (52,485.32) FX EUROPEAN STYLE OPTION AUG 13. 2012 e 76. KIQ 71 XJPYCA-RC-Z CAD JPY PUT CAD CALL 0.01 632,500,000.00 96,926.53 411,436.90 (315,510.37) FX EUROPEAN STYLE OPTION AUG 13, 2012 63.25 XJPYPA-YX-Z CAD HSBC MARKET PLUS PAM NOTE 1112/12 97.59 1,000,000.00 975,900.00 1,000,000.00 (24,100.00) LNKED TO MXN VS USD 12/19111 25% BUFFER, 9.75%CPN, 100%MAXRTN 10/26/11 4042K1-RA-3 Total Complementary Structured Strategies $607,904.31 $1,000,000.00 ($392,096.69) $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 GaInkoss Foreign Exchange Contracts CHINESE RENPAINB1 Jan. 13 11 CNY 64,200,000.00 6.420000 6.315889 10,164,840.24 164,840.24 US DOLLAR Jan. 18 12 USD (10,000,000.00) 10,000,000.00 JP Morgan Page 14 of 29 Confidential Treatment Requested by JPMorgan JPM-SDNY-00015413 Chase CONFIDENTIAL SDNY_GM_00284611 EFTA01492607