FINANCIAL TRUST COMPANY INC ACCT.
For the Period 1/1/12 to 1/31/12
Adjusted Tax Cost Unreakzed Est. Annual Income
Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield
Non-US Fixed Income
REPUBLIC OF ARGENTINA 13.50 7,500,000.00 1012,500.00 1,038,750.00 (26,250.00) 237,652.50 24.27%
NOTES DEC 15 2035 31,162.50
DTD 11/0112005
HELD BY EUROCLEAR
ISIN USO40114GM64 SEDOL BOS5NQ3
042993-95-6
Total Non-US Fixed Income $1.294,703.60 $1,356.750.00 ($62,046.40) 6323,488.24 25.88%
$42,129.80
Complementary Structured Strategies
BRL PUT JPY CALL 3.94 (4.588.235.29) (180,891 11 ) (125,886.88) (56.004.25)
FX EUROPEAN STYLE OPTION
JAN 24, 2013 (142.5
K01246.5
XBRLPA-GQ-Z JPY
JPY CALL CAD PUT 0.05 (760,000,000.00) (380,547.94) (411,436.90) 30,888.96
FX EUROPEAN STYLE OPTION
AUG 13. 2012 X76.
Kt 71
XJPYCA-RC-Z CAD
JPY PUT CAD CALL 0.01 632,500,000.00 75,235.82 411,436.90 (336,201.08)
FX EUROPEAN STYLE OPTION
AUG 13, 2012 83.25
XJPYPA•YX•Z CAD
JP Morgan Account W23560001 Page 15 of 27 Consolidated Statement Page 18
Confidential Treatment Requested by JPMorgan JPM-SDNY-00015546
Chase
CONFIDENTIAL SDNY_GM_00284744
EFTA01492735