EFTA Document EFTA01492780

FINANCIAL TRUST COMPANY INC ACCT For the Period 2/1/12 to 1 Price Quantity Value Adjusted Tax Cost Unreakzed Gain/Loss Eat. Annual Income Yield Original Cost Acaued Interest Complementary Structured Strategies JPY CALL CAD PUT FX EUROPEAN STYLE OPTION AUG 13. 2012 e 76. K 071 XJPYCA-RC-2 CAD 0.02 (760.000,000.00 ) (123,434.69) (411,436.90) 288,002.21 JPY PUT CAD CALL FX EUROPEAN STYLE OPTION AUG 13, 2012 • 83.25 XJPYPA-YX-Z CAD 0.03 832,500,000.00 253,549 46 1 068,700 00 411,438.90 (157,887.44) HSBC MARKET PLUS MXN NOTE 1112/12 LNKEO TO MXN VS USD 25% BUFFER, 9.75%CPN, 100%MAXRTN 10/26/11 4042K1-RA-3 106.87 1,000,000.00 1,000,000.00 68,700.00 Total Complementary Structured Strategies $1,198,814.77 $1,000,000.00 $198,814.77 $0.00 0.00% Market Value Receivable Trade Date Currency Amount Contract Current Market Market Value Unrealized Settlement Date Counter Currency Counter Amount Rate Forward Rate Payable Gain/Loss Foreign Exchange Contracts CHINESE RENMINB1 US DOLLAR Jun. 811 CNY 31,818,000.00 6.363600 6.289922 5.058,568.34 58,568.34 Jun. 11 12 USD (5,000,000.00) 5,000,000.00 JP Morgan Account Page 16 of 33 Consolidated Statement Page 19 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00015593 SDNY_GM_00284791 EFTA01492780