EFTA Document EFTA01493139

FINANCIAL TRUST COMPANY INC ACCT. W235030001 For the Period 6/1/12 to 6/30/12 Price Quantity Value Adjusted Tax Cost Unreakzed Gain/Loss Est. Annual Income Yield Original Cost Acaued Interest Complementary Structured Strategies JPY PUT CAD CALL FX EUROPEAN STYLE OPTION AUG 13, 2012 § 83.25 XJPYPA-YX-Z CAD 832,500,000 00 8,772.04 411,436.90 (402,664.86) MEW MARKET PLUS MXN NOTE 1112/12 LNKED TO MXN VS USD 25% BUFFER, 9.75%CPN, 100%MAXRTN 10/26/11 4042K1-RA-3 107.47 96.54 1,000,000.00 1.500.000.00 1,074,700.00 1,448,100 00 1,000,000.00 74,700.00 1 27% JP MORGAN CHASE BANK NA ZERO CPN 4862A0-40-1 1.500000 00 (51,900.00) Total Complementary Structured Strategies $1,741,216.08 31.487.500.00 $253,716.08 $0.00 1.06% 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 MEXICAN NEW PESO Jun. 19 12 MXN 12,900,000.00 13.735000 13.456712 958,629.44 19,423.03 US DOLLAR Jul. 23 12 USD (939,206.41) 939,206.41 JP Morgan Account W23560001 Page 19 of 34 Consolidated Statement Page 22 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00015976 SDNY_GM_00285174 EFTA01493139