EFTA Document EFTA01493018

FINANCIAL TRUST COMPANY INC ACCT For the Period 4/1/12 to 4/30/12 Pnce Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Acaued Interest Complementary Structured Strategies HSBC MARKET PLUS MXN NOTE 11;2.12 LNKED TO MXN VS USD 25% BUFFER, 9.75%CPN, 100%MAXRTN 10/26/11 4042K1-RA-3 107.61 1,000000.00 1,076.100 00 1,003,000.00 76,100.00 JP MORGAN CHASE BANK NA ZERO CPN 4662A0-40-1 100.00 45/12 1,500,000.00 1,500,000.00 1,500,000.00 Total Complementary Structured Strategies 52.637.766.68 52,600,000.00 $37,766.69 $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 Gain/Loss Foreign Exchange Contracts CHINESE RENMNBI US DOLLAR Am. 8 11 Jun. 11 12 CNY USD 31,818,000.00 (5,000,000.00) 6.363600 6.302996 5,048,075.37 5,000,000.00 48,075.37 CHINESE RENMNBI US DOLLAR Oct 511 Jun. 11 12 CNY USD (31,818,000.00) 4,983,632.23 6.384500 6.302996 4,983,632.23 5.048,075 37 (64,443.14) Total Foreign Exchange Contracts $10,031,707.60 $10,048,075.37 ($16,367.77) JP Morgan Account W23560001 Page 16 of 26 Consolidated Statement Page 19 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00015841 SDNY_GM_00285039 EFTA01493018