FINANCIAL TRUST COMPANY INC ACC For the Period 8/1/121.1. " Adjusted Tax Cost Unreakzed Est. Annual Income Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield Non-US Fixed Income REPUBLIC OF ARGENTINA NOTES DEC 15 2035 DTD 11/01/2005 HELD BY EUROCLEAR SEDOL Total Non-US Fixed Income Complementary Structured Strategies JPY CALL CAD PUT FX EUROPEAN STYLE OPTION OCT 08, 2013 la 76.9 JPY PUT CAD CALL FX EUROPEAN STYLE OPTION HSBC MARKET PLUS MXN NOTE 11/2/12 LNKED TO MXN VS USD 25% BUFFER, 9.75%CPN, 100%MAXRTN 10/28/11 JP Morgan 11.01 7.509000 00 825900 00 1938,750 00 (212,850.00) 237,652.50 189,470.00 29.15% 51.113.416.80 51,356,750.00 ($243.333.20) 5317.885.87 28.82% 5226.524.73 0.05 (789,000,000.00) (408,785 11 ) (347.756 17) (61 026 94) 0.05 809.000.000.00 384.269.73 34i i56 17 36 513 55 109.42 1.000.000 00 1.094,200 00 1 000 000 00 94.200 OD Accoun 'age 17 of 36 Consolidated Statement Page 20 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00016170 SDNY_GM_00285368 EFTA01493323