EUR (42,000.00

JPM

JPMorgan

FINANCIAL TRUST COMPANY INC ACCT

Chase

ANN 30/360

Total Foreign Exchange Contracts

EUR

SWPBDR

Total Complementary Structured Strategies

U S DOLLAR

Counter Amount

Settle Date Counter Currency

JP Morgan Account

Settled Foreign Exchange Contracts Trade Date Currency Amount Contracted Base Revalued

Quantity Value Original Cost Gain/Loss Acaued Interest Yield

Adjusted Tax Cost Unreakzed Est

CHF