EFTA01492828.pdf

FINANCIAL TRUST COMPANY INC ACCT- For the Period 2/1/12 to 7./29/12 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 0.03 832,500800.00 253,549 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 11/2/12 106.87 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 Unteahzed Settlement Date Counter Currency Counter Amount Rate Forward Rate Payable Gant/Loss Foreign Exchange Contracts CHINESE RENNIN& 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 W23560001 Page 16 of 33 Consolidated Statement Page 19 Confidential Treatment Requested by JPMorgan JPM-SDNY-000 15645 Chase CONFIDENTIAL SDNY_GM_00284843 EFTA01492828