FINANCIAL TRUST COMPANY INC ACCT.
For the Period 9/1/11 to 9/3W1I
Adjusted Tax Cost Unreakzed Est. Annual Income
Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield
US Fixed Income
WACHOVIA CAPITAL TRUST III 82.00 2,000000.00 1.640,000 00 1,870,000 00 (230,000.00) 111,395.00 6.91%
VAR RATE DEC 31 2049 4,950 00
DTD 2/1/2006
92978A-AA-0 A- /BAA
WIG CAPITAL FUNDING TRUSTS NI 7479 2,500,000.00 1,869,750.00 2,445,820.28 (575,870.28) 96 143 75 5 41%
8.439% PFD STK DEC 31 2049 24,302 50
DTD 12/15/2000
44978N-AA-3 BBB /B1
Total US Fixed Income 820,934,040.00 522,244,796.84 (51,310,766.84) 51,694,263.76 7.64%
$411,905.46
Non-US Fixed Income
REPUBLIC OF ARGENTINA -ARS 3.45 10,000.000 00 344.930 10 318,000.00 26.930 10 88.488 13 26.08 %
FLOATING RATE NOTE DEC 15 2035 70.296 75
DTD 11/01/2005
HELD BY EUROCLEAR
ISIN ARARGEO3E147 SEDOL B1MYM/X3
EC0698-9B-7 ARS
Complementary Structured Strategies
MR CALL USD PUT 940,000,000.00 5.488.45 81,000 00 (75.511.55)
FX EUROPEAN STYLE OPTION
0CT 19, 2011 •47.
XINRCA-BE-Z
JPY CALL CAD PUT 0.10 (760.000,000.00) (168,325.13) (411,438.90) (358,888,23)
FX EUROPEAN STYLE OPTION
AUG 13, 2012 (D76.
ICC 71
XJPYCARC2 CAD
JP Morgan Account Page 14 of 26 Page 17 of 42
Confidential Treatment Requested by JPMorgan JPM-SDNY-00015073
Chase
CONFIDENTIAL SDNY_GM_00284271
EFTA01492350