EFTA Document EFTA01492828

FINANCIAL TRUST COMPANY INC ACCT- For the Period 2/1/12 to 7./29/12 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 0.03 832,500800.00 253,549 46 1 068,700 00 411,438.90 (157,887.44) HSBC MARKET PLUS MXN NOTE 11/2/12 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 Unteahzed Settlement Date Counter Currency Counter Amount Rate Forward Rate Payable Gant/Loss Foreign Exchange Contracts CHINESE RENNIN& 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 W23560001 Page 16 of 33 Consolidated Statement Page 19 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 15645 SDNY_GM_00284843 EFTA01492828