FINANCIAL TRUST COMPANY INC ACCT For the Period 2/1/12 to 2/29/12 Portfolio Activity Summary - Brazilian Real Transactions Beginning Cash Balance Ending Cash Balance US Dollar Value Local Value Current Year-To-Date Current Year-To-Date Period Value Value Period Value Value Portfolio Activity Detail - Brazilian Real TRADE ACTIVITY - Brazilian Real Note: C indicates Currency Gain/Loss 0.00 0.00 Trade Date Type Settle Date Selection Method Descnption Per Unit Amount USD Proceeds USD Tax Cost USD Realized Ouantity Local Value Local Value Local Value Gain/Loss USD Settled Sales/Maturities/Redemptions 2/21 Expired Option BRL PUT JPY CALL FX EUROPEAN STYLE OPTION JAN 4,588,235.290 2/21 FIFO 24.2013 © 42.5 KO (it 46.5 EXPIRATION OF WRITTEN FX OPTION OPTION KNOCKED OUT (ID M.) JP Morgan 125.88686 125.88686 C 9,84750060 Account age 30 of 33 Consolidated Statement Page 33 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 15607 SDNY_GM_00284805 EFTA01492794