FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 1/1/12 to 1/31/12 Adjusted Tax Cost Unrealized Est. Annual Income Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield Complementary Structured Strategies HSBC MARKET PLUS MXN NOTE 11/2112 LNKED TO MXN VS USD 25% BUFFER. 9 75%CPN 100%MAXRTN 10/26/11 4042K1-RA-3 105.60 1,000.000 00 1,056,00000 1,000,000 00 56,000.00 Total Complementary Structured Strategies $569,796.77 $874,113.14 ($304,316.37) $0.00 0.00% Trade Date Currency Amount Contract Rate Current Market Forward Rate Market Value Recervable Unrealized Gain toss Market Value Payable Settlement Date Counter Currency Counter Amount Foreign Exchange Contracts ARGENTINE PESO US DOLLAR Jan. 30 12 Feb. 112 ARS USD (595,420.00) 136,626.89 4.358000 4.358000 136,626.89 136,626.89 CHINESE RENMNBI US DOLLAR Jun. 811 Jun. 11 12 CNY USD 31,818,000.00 (5,000,000.00) 6363600 6287829 5,080,251.80 5,000,000.00 80,251.80 CHINESE RENMNBI US DOLLAR Oct. 511 Jun. 11 12 CNY USD (31,818,000.00) 4,983,63223 6.384500 6.287829 4,983,632.23 5,060,251.80 (76,619.57) SINGAPORE DOLLAR US DOLLAR Nov. 211 Fab. 8 12 SGD USD 3,183,000.00 (2,500,000.00) 1.273200 1.255856 Z534,526.25 Z500,000.00 34,526.25 SINGAPORE DOLLAR US DOLLAR Dec.12 11 Feb. 6 12 SGD USD 3249,250.00 (2.500,000.00) 1.299700 1.255856 2587,279.11 2500,000.00 87,279.11 J.P. Morgan Account 1A23560001 Page 16 of 27 Consolidated Statement Page 19 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00015501 SDNY_GM_00284699 EFTA01492691