FINANCIAL TRUST COMPANY INC ACCT.'''.
For the Period 3/1/12
Adjusted Tax Cost Unrealized Est. Annual Income
Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield
Complementary Structured Strategies
JPY CALL CAD PUT 0.01 (760.000,000.00 ) (102.507.76) (411,436.90) 308,929.14
FX EUROPEAN STYLE OPTION
AUG 13. 2012 e 76.
KI 71
JPY PUT CAD CALL 0.03 832,500,000.00 252,677.92 411,438.90 (158,758.98)
FX EUROPEAN STYLE OPTION
Al 012 lim
83.25
MXN CALL USD PUT 0.08 12,566,000.00 10,112.00 17,200.00 (7,088.00)
FX EUROPEAN STYLE OPTION
JUN 19. 2012 12 565
MXN PUT USD CALL 0.16 (12,900,000.00) (21284.57) (17,200.00) (4,084.57)
FX EUROPEAN STYLE OPTION
JUN 19, 2012 fp 12.9
MIS 25
NSW MARKET PLUS MXN NOTE 11/2/12 107.59 1,000,000.00 1,075900.00 1,000,000.00 75,900 00
LNKED TO MXN VS USD
25% BUFFER, 9.75%CPN, 100%MAXRTN
10/26/11
Total Complementary Structured Strategies $1,214,897.69 $1000000.00 $214,897.59 $0.00 0.00%
JP Morgan AOCa of 32 Consolidated Statement Page 20
Confidential Treatment Requested by JPMorgan JPM-SDNY-00015748
Chase
CONFIDENTIAL SDNY_GM_00284946
EFTA01492929