FINANCIAL TRUST COMPANY INC ACCT. For the Period 7/1/11 to 7/31/11 Pnce Quantity Value Adjusted Tax Cost Unreakzed Gain/Loss Est. Annual Income Yield Original Cost Acaued Interest Non-US Fixed Income REPUBLIC OF ARGENTINA - ARS 4.15 10,000,000 00 414,609.10 318,000.00 96,609 10 89,823 60 22.34% FLOATING RATE NOTE DEC 15 2035 56.388.77 DM 11/01/2005 HELD BY EUROCLEAR ISIN ARARGEO3E147 SEDOL 61MYWX3 EC0698-98-7 ARS Complementary Structured Strategies A JPM HARRAHS 14M CLN 09/20/11 100.94 10,000,000 00 10,094.000 00 9,802516 29 291 48371 700,000.00 4.44% INITIAL RATE 7.0% CPN 10,000.000 00 79.720.00 WHERE MAX RATE IS 7.0% PER ANNUM DD 7/7/10 4682A0-2C-4 AA- /NR Trade Date Currency Amount Settlement Date Counter Currency Counter Amount Contract Current Market Rate Forward Rate Market Value Receivable Market Value Payable Unrealized Gain/Loss Foreign Exchange ('ontracts CHINESE RENMINBI US DOLLAR Jan. 13 11 Jan. 18 12 CNY USD 64,200,000.00 (10,000,000.00) 6.420000 6.406895 10,020,454.57 10,000,000.00 20,454.57 CHINESE RENMINBI Jun.811 CNY 31,818,000.00 6.363600 6.384579 4,983,570.58 (16,429.42) US DOLLAR Jun. 11 12 USD (5,000,000.00) 5600000.00 INDIAN RUPEE May.11 11 INR 457,000,000.00 45.340000 44.240882 10,329,883.48 250,463.39 US DOLLAR Aug. 16 11 USD (10,079,400.09) 10,079,400.09 JP Morgan Account Page 14 of 22 Page 17 of 35 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00014959 SDNY_GM_00284157 EFTA01492288