FINANCIAL TRUST COMPANY INC ACCT
For the Period 2/1/12 to 1
Adjusted Tax Cost Unreakzed Eat. Annual Income
Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield
Complementary Structured Strategies
JPY CALL CAD PUT 0.02 (760.000,000.00 ) (123,434.69) (411,436.90) 288,002.21
FX EUROPEAN STYLE OPTION
AUG 13. 2012 e 76.
K 071
XJPYCA-RC-2 CAD
JPY PUT CAD CALL 0.03 832,500,000.00 253,549 46 411,438.90 (157,887.44)
FX EUROPEAN STYLE OPTION
AUG 13, 2012 • 83.25
XJPYPA-YX-Z CAD
HSBC MARKET PLUS MXN NOTE 1112/12 106.87 1,000,000.00 1 068,700 00 1,000,000.00 68,700.00
LNKEO TO MXN VS USD
25% BUFFER, 9.75%CPN, 100%MAXRTN
10/26/11
4042K1-RA-3
Total Complementary Structured Strategies $1,198,814.77 $1,000,000.00 $198,814.77 $0.00 0.00%
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
CHINESE RENMINB1 Jun. 811 CNY 31,818,000.00 6.363600 6.289922 5.058,568.34 58,568.34
US DOLLAR Jun. 11 12 USD (5,000,000.00) 5,000,000.00
JP Morgan Account Page 16 of 33 Consolidated Statement Page 19
Confidential Treatment Requested by JPMorgan JPM-SDNY-00015593
Chase
CONFIDENTIAL SDNY_GM_00284791
EFTA01492780