FINANCIAL TRUST COMPANY INC ACCT. For the Period 9/1/1I to 9/30/11 Price Quantity Value Adjusted Tax Cost Unreakzed Gain/Loss Est. Annual Income Yield Original Cost Accrued Interest Complementary Structured Strategies JPY PUT CAD CALL FX EUROPEAN STYLE OPTION AUG 13, 2012 (1 83.25 XJPYPA-YX-Z CAD 0.02 832.500.000 00 142.241 12 411,436.90 (269,195.78) SOD CALL USD PUT FX EUROPEAN STYLE OPTION OCT 19, 2011 01.26 XSGDCA-CD-Z 0.17 12,600,000.00 22,029.18 120,000.00 (97.970.82) Total Complementary Structured Strategies ($698,666.38) $201,000.00 ($799,666.38) $0.00 0.00% Trade Date Currency Amount Contract Rate Current Market Forward Rate Market Value Receivable Unrealized Gain Loss Market Value Payable Settlement Date Counter Currency Counter Amount Foreign Exchange Contracts CHINESE RENMNBI US DOLLAR Jan. 13 11 Jan. 18 12 CNY USD 64,200,000.00 (10,000,000.00) 6.420000 6.408384 10,018,125.72 10,000,000.00 18,125.72 CHVIIESE RENMNBI US DOLLAR Jun.8 11 Jun. 11 12 CNY USD 31,818,000.00 (5,000,000.00) 6.363600 6.424326 4,952,737.50 5,000,000.00 (47282.50) RADIAN RUPEE US DOLLAR Sep. 711 Dec. 911 INR USD 457,000,000.00 (9,844,682.36) 46.421000 49.903088 9,157,749.88 9,844,682.36 (686,932.48) INDIAN RUPEE US DOLLAR Sep. 19 11 Dee. 911 INR USD (457,000,000.00) 9,383,963.57 48.700000 49.903088 9,383,983.57 9,157,749.88 226233.69 JP Morgan Account Page 15 of 26 Page 18 of 42 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00015074 SDNY_GM_00284272 EFTA01492351