EFTA01492497.pdf

FINANCIAL TRUST COMPANY INC ACCT. W23580001 For the Period II/I/II to 11/30/11 Adjusted Tax Cost Unreakzed Est. Annual Income Pnce Quantity Value Original Cost Gain/Loss Acaued Interest Yield Complementary Structured Strategies EUR PUT USD CALL 1.10 14.814.814.81 162,484.99 100,000.00 62,464.99 FX EUROPEAN STYLE OPTION DEC 12, 2011 Q1.35 KO Q 12775 XEURPB-SD-Z JPY CALL CAD PUT 0.07 (760 000,000.00) (541,295.14) (411,438.90) (12908.24) FX EUROPEAN STYLE OPTION AUG 13, 2012 Q 76. KI Q71 XJPYCA-RC-Z CAD JPY PUT CAD CALL 0.02 832.500.000 00 153,337.02 411,436.90 (258.099.88) FX EUROPEAN STYLE OPTION AUG 13, 2012 Q83.25 XJPYPA-YX-Z CAD HSBC MARKET PLUS MXN NOTE 1112/12 98.84 1 030.000 00 988,400.00 1,000,000.00 (11,600 00) INKED TO MXN VS USD 25% BUFFER, 9.7596CPN, 100%IAAXRTN 10/26/11 4042K1-RA-3 Total Complementary Structured Strategies 5762,906.87 51,100,000.00 (5337.093.13) $0.00 0.00% JP Morgan Account W23560001 Page 15 of 24 Consolidated Statement Page 18 Confidential Treatment Requested by JPMorgan JPM-SDNY-00015296 Chase CONFIDENTIAL SDNY_GM_00284494 EFTA01492497