FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 12/1/11 to 12f31/11 Price Quantity Value Adjusted Tax Cost Unreakzed Gain/Loss Est. Annual Income Yield Original Cost Acaued Interest Complementary Structured Strategies JPY CALL CAD PUT FX EUROPEAN STYLE OPTION AUG 13. 2012 e 76. KIQ 71 XJPYCA-RC-Z CAD 0.06 (760,000,000.00) (463,922.22) (411,436.90) (52,485.32) JPY PUT CAD CALL FX EUROPEAN STYLE OPTION AUG 13, 2012 83.25 XJPYPA-YX-Z CAD 0.01 632,500,000.00 96,926.53 411,436.90 (315,510.37) HSBC MARKET PLUS MXN NOTE 1112112 LNKEO TO MXN VS USD 25% BUFFER, 9.75%CPN, 100%MAXRTN 10/26/11 4042K1-RA-3 97.86 1,000,000.00 978,600.00 1,000,000.00 (21,400.00) Total Complementary Structured Strategies $610,604.31 51,000,000.00 0389,396.691 $0.00 0.00% Market Value Receivable Trade Date Currency Amount Contract Current Market Market Value Unrealized Settlement Date Counter Currency Counter Amount Rate Forward Rate Payable GaInkoss Foreign Exchange Contracts CHINESE REPHAINBI US DOLLAR Jan. 13 11 CNY 64,200,000.00 6.420000 6.315889 10,164,840.24 164,840.24 Jan. 18 12 USD (10,000,000.00) 10,000,000.00 JP Morgan Account W23560001 Page 14 of 28 Consolidated Statement Page 17 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00015337 SDNY_GM_00284535 EFTA01492536