EFTA01493139.pdf

FINANCIAL TRUST COMPANY INC ACCT. W235030001 For the Period 6/1/12 to 6/30/12 Adjusted Tax Cost Unreakzed Est. Annual Income Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield Complementary Structured Strategies JPY PUT CAD CALL 832,500,000 00 8,772.04 411,436.90 (402,664.86) FX EUROPEAN STYLE OPTION AUG 13, 2012 § 83.25 XJPYPA-YX-Z CAD MEW MARKET PLUS MXN NOTE 1112/12 107.47 1,000,000.00 1,074,700.00 1,000,000.00 74,700.00 LNKED TO MXN VS USD 25% BUFFER, 9.75%CPN, 100%MAXRTN 10/26/11 4042K1-RA-3 JP MORGAN CHASE BANK NA 96.54 1.500.000.00 1,448,100 00 1.500000 00 (51,900.00) 1 27% ZERO CPN 4862A0-40-1 Total Complementary Structured Strategies $1,741,216.08 31.487.500.00 $253,716.08 $0.00 1.06% 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 MEXICAN NEW PESO Jun. 19 12 MXN 12,900,000.00 13.735000 13.456712 958,629.44 19,423.03 US DOLLAR Jul. 23 12 USD (939,206.41) 939,206.41 JP Morgan Account W23560001 Page 19 of 34 Consolidated Statement Page 22 Confidential Treatment Requested by JPMorgan JPM-SDNY-00015976 Chase CONFIDENTIAL SDNY_GM_00285174 EFTA01493139