EFTA01492735.pdf

FINANCIAL TRUST COMPANY INC ACCT. For the Period 1/1/12 to 1/31/12 Adjusted Tax Cost Unreakzed Est. Annual Income Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield Non-US Fixed Income REPUBLIC OF ARGENTINA 13.50 7,500,000.00 1012,500.00 1,038,750.00 (26,250.00) 237,652.50 24.27% NOTES DEC 15 2035 31,162.50 DTD 11/0112005 HELD BY EUROCLEAR ISIN USO40114GM64 SEDOL BOS5NQ3 042993-95-6 Total Non-US Fixed Income $1.294,703.60 $1,356.750.00 ($62,046.40) 6323,488.24 25.88% $42,129.80 Complementary Structured Strategies BRL PUT JPY CALL 3.94 (4.588.235.29) (180,891 11 ) (125,886.88) (56.004.25) FX EUROPEAN STYLE OPTION JAN 24, 2013 (142.5 K01246.5 XBRLPA-GQ-Z JPY JPY CALL CAD PUT 0.05 (760,000,000.00) (380,547.94) (411,436.90) 30,888.96 FX EUROPEAN STYLE OPTION AUG 13. 2012 X76. Kt 71 XJPYCA-RC-Z CAD JPY PUT CAD CALL 0.01 632,500,000.00 75,235.82 411,436.90 (336,201.08) FX EUROPEAN STYLE OPTION AUG 13, 2012 83.25 XJPYPA•YX•Z CAD JP Morgan Account W23560001 Page 15 of 27 Consolidated Statement Page 18 Confidential Treatment Requested by JPMorgan JPM-SDNY-00015546 Chase CONFIDENTIAL SDNY_GM_00284744 EFTA01492735