EFTA01493964

FINANCIAL. TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 Prim Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Accrued Interest Complementary Structured Strategies JPY PUT CAD CALL FX EUROPEAN STYLE OPTION OCT 08, 2013 e 80.9 XJPYPS-AZZ CAD 0.12 809,000,000.00 1,003,422.14 347,756.17 655,665.97 OS MXN STEP UP NOTE 11/22/13 LNKD TO MXN VS USD 85%BARRIER- 5% ATM CPN-22.9%MXRTRN 11/08/12 38141CrHY-3 105.23 1.000.000.00 1,052,330.00 1,000,003.00 52,330.00 HSBC REN CNH 01/24/14 LNKED TO CNH VS USD SXLEV- 50316MAXRTRN 01/09/13 INITIAL STRIKE:6.1995 40432X-7D-7 97.94 1,000,000.00 979,400.00 1,000,000.00 (20,800.00) JPM 3YR NC CLN TO MTOR 04/18/15 INITIAL RATE 6.20% CPN DD 04/16/12 4662A0-4O-1 102.55 1.500.000.00 1,538,250.00 1,500,000.00 38,250.00 3 874 50 Total Complementary Structured Strategies 54,530.157.36 53,500,000.00 51,030,157.36 $0.00 $3.874.50 0.00% J.P.Morgan Account W23560001 Page 18 of 43 Consolidated Statement Page 21 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 16903 SDNY_GM_00286101 EFTA01493964