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sd-10-EFTA01493375Dept. of JusticeOther

EFTA Document EFTA01493375

) Ln77 ,71 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 8/1/12 to 8/31/12 Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Accrued Interest Complementary Structured Strategies JP MORGAN CHASE BANK NA 6.200% 0411612015 OTD 04/162012 4662A0-40-1 95.70 8124/12 1,500,030.00 1,435,500.00 1500,000.00 (64,500.00) 93,000.00 3,874.50 8.02% Total Complementary Structured Strategies 82506.184.82 82,600,000.00 36,1

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Dept. of Justice
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sd-10-EFTA01493375
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) Ln77 ,71 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 8/1/12 to 8/31/12 Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Accrued Interest Complementary Structured Strategies JP MORGAN CHASE BANK NA 6.200% 0411612015 OTD 04/162012 4662A0-40-1 95.70 8124/12 1,500,030.00 1,435,500.00 1500,000.00 (64,500.00) 93,000.00 3,874.50 8.02% Total Complementary Structured Strategies 82506.184.82 82,600,000.00 36,1

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EFTA Disclosure
Text extracted via OCR from the original document. May contain errors from the scanning process.
) Ln77 ,71 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 8/1/12 to 8/31/12 Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Accrued Interest Complementary Structured Strategies JP MORGAN CHASE BANK NA 6.200% 0411612015 OTD 04/162012 4662A0-40-1 95.70 8124/12 1,500,030.00 1,435,500.00 1500,000.00 (64,500.00) 93,000.00 3,874.50 8.02% Total Complementary Structured Strategies 82506.184.82 82,600,000.00 36,184.62 $93,000.00 $3,874.50 4.60% Trade Date Currency Amount Contract Rate Current Market Forward Rate Market Value Receivable Unrealized Galn/Lose Market Value Payable Settlement Date Counter Currency Counter Amount Foreign Exchange Contracts MEXICAN NEW PESO Aug. 17 12 MXN 12,900,030.00 13.212400 13.283292 971,144.79 (5,210.75) US DOLLAR Sep. 21 12 USD (976,355.54) 976,355.54 SWISS FRANC Aug 1 12 CHF 11,990,000.00 1.199000 1.200201 12,602,057.52 (12622.13) EURO CURRENCY Nov 512 EUR (10,000,000.00) 12,814,679.65 Total Foreign Exchange Contracts 813,673,202.31 (317,83268) $13,681,035.19 JP Morgan Account 1N23560001 Page 18 of 36 Consolidated Statement Page 21 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 16225 SDNY_GM_00285423 EFTA01493375

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