FINANCIAL TRUST COMPANY INC ACCT For the Period 11/1/11 to 11/30/11 Pnce Quantity Value Adjusted Tax Cost Unreakzed Gain/Loss Est. Annual Income Yield Original Cost Acaued Interest Complementary Structured Strategies EUR PUT USD CALL FX EUROPEAN STYLE OPTION DEC 12, 2011 0) 1.35 1.10 14.814.814.81 182,464.99 100,000.00 62,464.99 JPY CALL CAD PUT FX EUROPEAN STYLE OPTION AUG 13, 2012 9 76. 0.07 (760,000,000.00) (541,295.14) (411,436.90) (129,858.24) JPY PUT CAD CALL FX EUROPEAN STYLE OPTION AUG 13 83.25 0.02 98.84 832.500.000 00 1.80.0.000 00 153,337.02 411,436.90 (258,099.88) HSBC MARKET PLUS MXN NOTE 11/2112 LNKE0 TO MXN VS USD 25% BUFFER, 9.75%CPN. 100%MAXRTN 10/26/11 988,400.00 1,000,000.00 (11,600.00) Total Complementary Structured Strategies 5762.906.87 S1.100,000.00 (S337.093.13) 50.00 0.00% JP Morgan Accourt Page 15 of 24 Consolidated Statement Page 18 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00015254 SDNY_GM_00284452 EFTA01492457