EFTA01493017.pdf

FINANCIAL TRUST COMPANY INC ACCT. W235130001 For the Period 4/1/12 to 413W12 Adjusted Tax Cost Unreakzed Est. Annual Income Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield Complementary Structured Strategies JPY CALL CAD PUT 0.01 (780.000,000.00) (75,186.54) (411,436.90) 336.250.36 FX EUROPEAN STYLE OPTION AUG 13. 2012 e 76. RI 0 71 XJPYCA-RC-2 CAD JPY CALL USD PUT 0.02 (405.000,000.00) (73,498.87) (26,500.00) (46,998 87) FX EUROPEAN STYLE OPTION MAY 22, 2012 081. IC 079 XJPYCA-RZ-Z JPY PUT CAD CALL 0.02 832500.000.00 125.798.55 411,438.90 (285,838.35) FX EUROPEAN STYLE OPTION AUG 13, 2012 083.25 XJPYPA-YX-Z CAD JPY PUT USD CALL 415.000.000.00 2,582.20 28,500.00 (23,917.80) FX EUROPEAN STYLE OPTION MAY 22, 2012 083. XJPYPII-AN-Z NM CALL USD PUT 0.02 12,585,000.00 3,022.41 17,200.00 (14 177 59 ) FX EUROPEAN STYLE OPTION JUN 19, 2012 ta 12.585 XMXNCA-DN-Z MTh PUT USD CALL 0.18 (12,900.000.00) (21,081.17) (17,200 00) (3861 i7 ) FX EUROPEAN STYLE OPTION JUN 19, 2012 012.9 AT EXP Id 013.25 XMXNPA-IP-Z JP Morgan Account W23560001 Page 15 of 26 Consolidated Statement Page 18 Confidential Treatment Requested by JPMorgan JPM-SDNY-00015840 Chase CONFIDENTIAL SDNY_GM_00285038 EFTA01493017