EFTA01494006

FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 3/1/13 to 3131/13 Price Mondry Value US Fixed Income WELLS FARGO MTGE SEC 2004-EE CL B1 VAR RT 1225:2034 DTD 12431/2004 949779-AD-4 CCC MR 82.96 0.00 Complementary Structured Strategies JPY CALL CAD PUT FX EUROPEAN STYLE OPTION OCT 08. 2013 © 76.9 AT EXP KI 4) 69.65 XJPYCA-SJ-Z CAD JPY PUT CAD CALL FX EUROPEAN STYLE OPTION OCT 08, 2013 © 80.9 XJPYPB-AZ-Z CAD (769000.000.00) (20,670.68) 0.15 809000,000.00 1,247,308.40 GS MXN STEP UP NOTE 11122113 LNKD TO MXN VS USD 85%BARRIER- 5% ATM CPN-22.9%MXRTRN 11/08/12 38141G-HY-3 110.80 1,000,000.00 1,107,980.00 HSBC REN CNH 01/24/14 LNKED TO CNH VS USD 5XLEV-50396MAXRTRN 01/09/13 INITIAL STRIKE:6.1995 40432X-7D-7 98.37 1,000,000.00 983,700.00 J.P Morgan Adjusted Tax Cost Unrealized Est. Annual Income Original Cost Gain/Loss Accrued Interest Yield N/A " N/A (347,756.17) 327,085 49 347,756.17 899,552.23 7.81 % 1,000,000.00 107,980.00 1,000,000.00 (16,300.00) Account W23560001 Page 9 of 36 Consolidated Statement Page 12 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 16958 SDNY_GM_00286156 EFTA01494006