EFTA01492399.pdf

FINANCIAL TRUST COMPANY INC ACCT. For the Period 10/1/11 to 10/31/11 Adjusted Tax Cost Unreakzed Est. Annual Income Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield USFixed Income BANK OF AMERICA CORP 93.05 3,000,000.00 2,791,410.00 2,977,993 06 (186,583 06) 243750 00 8 76% 8 143% PFD STK DEC 29 2049 112 395 00 DTD 04/30/21:08 080505-DT-8 BB. AltA3 ING CAPITAL FUNDING TRUSTS NI 84.72 2,500,000.00 2,118,050.00 2,445,820.28 (327,570.28) 96 143 75 4 71% 8.439% PFD STK DEC 31 2049 32,312 50 DTD 12/15/2000 44978N-AA-3 BBB /B1 Total US Fixed Income 020,280,887.50 $20,321,340.84 ($40,463.34) $1,476,366.76 6.81% $324,717.09 Non-US Fixed Income REPUBLIC OF ARGENTINA - ARS 3.67 10,000.000 00 367.069 90 318,000.00 49.069 90 87.809 26 24.52 % FLOATING RATE NOTE DEC 15 2035 77,075 24 OTD 11/01/2005 HELD BY EUROCLEAR ISIN ARARGEO3E147 SEDOL 81MYWX3 EC0698-913-7 ARS Complementary Structured Strategies JPY CALL CAD PUT 0.06 (760.000.000.00) (449,729.77) (411,436 90) (38,292.87) FX EUROPEAN STYLE OPTION AUG 13, 2012 76. KJ @ 71 XJPYCA-RC-Z CAD JPY PUT CAD CALL 0.03 832,500,000.00 230,749.58 411,438.90 (180,887.32) FX EUROPEAN STYLE OPTION AUG 13, 2012 ft 83.25 XJPYPA-YX-Z CAD JP Morgan Account Page 14 of 23 Page 17 of 40 Confidential Treatment Requested by JPMorgan JPM-SDNY-000 15165 Chase CONFIDENTIAL SDNY_GM_00284363 EFTA01492399