EFTA Document EFTA01493096

FINANCIAL TRUST COMPANY INC ACCT. W235030001 For the Period 5/1/12 to 5/31/12 Price Quantity Value Adjusted Tax Cost Unreakzed Gain/Loss Est. Annual Income Yield Original Cost Acaued Interest Complementary Structured Strategies JPY CALL CAD PUT FX EUROPEAN STYLE OPTION AUG 13. 2012 e 76. IG 71 XJPYCA-RC-Z CAD 0.03 (760.000000.00) (229.342 50) (411,436.90) 182.094.40 JPY PUT CAD CALL FX EUROPEAN STYLE OPTION AUG 13, 2012 0 83.25 XJPYPA-YX-Z CAD 832,500,000.00 16757.39 411,438.90 (394,679.51) MXN CALL USD PUT FX EUROPEAN STYLE OPTION JUN 19.2012 O 12.565 XMXNCA-D14,2 12,566,000.00 0.96 17,200.00 (17,199.04) MXN PUT USD CALL FX EUROPEAN STYLE OPTION JUN 19, 2012 012.9 AT EXP Kt ft 13.25 MAXNPA4P•Z 0.78 (12,900,000.00) (100,097.61) (17,200.00) (82,897.61) HSBC MARKET PLUS MXN NOTE 1112112 LNKED TO MXN VS USD 25% BUFFER, 9.75%CPN, 100%MAXRTN 10/26/11 4042K1-RA-3 104.72 1,000,000.00 1,047,200.00 1,000,000.00 47,200.00 JP MORGAN CHASE BANK NA ZERO CPN 4662A0-40-1 95.18 1,500,000.00 1,427,400.00 1,500,000.00 (72,600.00) 1.73% Total Complementary Structured Strategies $2,181,918.24 $2.500.000.00 ($338.081.76) $0.00 1.14% J.P.Morgan Account W23560001 Page 16 of 25 Consolidated Statement Page 19 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 15929 SDNY_GM_00285127 EFTA01493096