EFTA Document EFTA01493862

FINANCIAL. TRUST COMPANY INC ACCT. W23560001 For the Period 1/1113 to 1/31/13 Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Accrued Interest Complementary Structured Strategies GS MXN STEP UP NOTE 11/22/13 LNKD TO MXN VS USD 85%BARRIER- 5% ATM CPN-22 9%MXRTRN 11/08/12 381410-HY-3 104.88 1,000,000.00 1,048,550.00 1,000,000.00 48,550.00 HSBC REN CNN 01/24/14 LNKED TO CNN VS USD 5XLEV- 50391MAXRTRN 01/09/13 INITIAL STRIKE:6.1995 40432X-7D-7 98.92 1,000,000.00 989,200.00 1,000,000.00 (10,800.00) JP MORGAN CHASE BANK NA 6.200% 04/16/2015 DTD 04/16/2012 4662A0-40-1 101.48 1/18/13 1,500,000.00 1,521,900.00 1,500,000.00 21,900.00 93,000.00 3,874.50 5.50% Total Complementary Structured Strategies 94,669,7311.33 $3,600,000.00 $1,169,736.33 $93,000.00 $3.874.60 1.79% Market Value Receivable Trade Date Currency Amount Contract Current Market Market Value Unrealized Settlement Date Counter Currency Counter Amount Rate Forward Rate Payable Gairt,Loss Foreign Exchange Contracts CANADIAN DOLLAR JAPANESE YEN Jan. 4 13 Feb. 813 CAD JPY (10,000,000.00) 890,400,000.00 89.040000 91.346021 9,757,210.66 10,009,909.83 (252.699.17) MEXICAN NEW PESO US DOLLAR Jan, 17 13 Feb. 22 13 MXN USD 12,900,000.00 (1,022,438.16) 12.616900 12734942 1.012.961.01 1,022,438.16 (9,477.15) J.P.Morgan Account W23580001 Page 17 of 38 Consolidated Statement Page 20 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00016782 SDNY_GM_00285980 EFTA01493862