EFTA01493909

FINANCIAL. TRUST COMPANY INC ACCT. For the Period 2/1/13 to 2/28/13 Priv° Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est Annual Income Yield Original Cost Accrued Interest Non-US Fixed Income AMERICA MOVIL SAB DE CV - MXN 6.450% 12/05/2022 DTD 12)05/2012 HELD BY EUROCLEAR ISIN X60(160706935 SEDOL B9B7820 P0299A-913-4 A- tA2 MXN 8.23 12,000,000.00 987,970.88 1,004,416.59 (16,445 91) 60,573.09 14,469.92 5.75% REPUBLIC OF ARGENTINA -ARS FLOATING RATE NOTE DEC 15 2035 DTD 11/01/2005 HELD BY EUROCLEAR ISIN ARARGE03E147 SEDOL B1MYIMC3 EC0698-9B-7 ARS 0.16 10,000,000.00 15,657.50 318,000.00 (302,342.50) 73,725.49 15,562.38 56.52% REPUBLIC OF ARGENTINA NOTES DEC 15 2035 DID 11101/2005 HELD BY EUROCLEAR ISIN US040114GM64 SEDOL B0S5NO3 042993-9S-6 5.50 7,500,000.00 412,350.00 1,038,750.00 (626400.00) 237,652 50 49,477.50 Total NomUS Fixed Income 0.01 (769,000,000.00) $2,904,728.18 (43,244.78) 13,698416.89 (347,756.17) (8794,188.41) 304,511.39 $499.461.08 $121,866.30 14.43% Complementary Structured Strategies JPY CALL CAD PUT FX EUROPEAN STYLE OPTION OCT 08, 2013 76.9 AT EXP KI $$ 69.65 XJPYCASJZ CAD J.P Morgan Account Page 17 of 43 Consolidated Statement Page 20 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00016838 SDNY_GM_00286036 EFTA01493909