EFTA01492575.pdf

FINANCIAL TRUST COMPANY INC ACCT. For the Period 12/1/11 to 12/31/II Adjusted Tax Cost Unreakzed Eat. Annual Income Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield Complementary Structured Strategies JPY CALL CAD PUT 0.06 (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-2 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 83.25 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 0392,096.69j $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 RENNIN& 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 28 Confidential Treatment Requested by JPMorgan JPM-SDNY-00015379 Chase CONFIDENTIAL SDNY_GM_00284577 EFTA01492575