EFTA Document EFTA01493471

FINANCIAL TRUST COMPANY INC ACCT. For the Period 9/1/12 to 9/3W12 Price Quantity Value Adjusted Tax Cost Original Cost Unreakzed Est. Annual Income Gain/Loss Acaued Interest Yield Complementary Structured Strategies INTEREST RATE SWAP 40,000,000 EUR NOTIONAL 09/12/2016 PAY: FLOATING RATE EUR 6 MONTH EURIBOR DEAL 3000244528 1.340% REC FIXED, ANN 30/360 N/0 Client SWPBDR-KV-6 EUR 1.29 1.00 53,978.58 N/A •' N/A Total Complementary Structured Strategies $2.61947146 $2,600,000.00 $66,894.87 393,000.00 3.69% $3,874.60 Trade Date Currency Amount Settlement Date Counter Currency Counter Amount Contract Current Market Rate Forward Rate Market Value Receivable Market Value Payable Unreated Gain/Loss Foreign Exchange Contracts EURO CURRENCY Sep. 28 12 EUR (42,000.00) 1.291800 0.774114 54,255.60 US DOLLAR Oct. 2 12 USD 54,255.60 54,255.60 MEXICAN NEW PESO Sop. 20 12 MXN 12,900,000.00 12.987850 12.892440 1,000,586.38 5,818.55 US DOLLAR Oct. 24 12 USD (994,767.83) 994,767.83 SWISS FRANC Aug. 1 12 CHF 11,990,000.00 1.199000 1.208719 12766,252.58 (103,477.01) EURO CURRENCY Nov 512 EUR (10.000.000 00) 12,869,729 59 Total Foreign Exchange Contracts 311,821,094.66 ($97,668.46) 311,918,763.02 JP Morgan Account Page 19 of 36 Consolidated Statement Page 23 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 16334 SDNY_GM_00285532 EFTA01493471