EFTA Document EFTA01493813

FINANCIAL. TRUST COMPANY INC ACCT. For the Period I/1/B to 1/31/13 Price (Mandy Value Adjusted Tax Cost Unrealized Gain/Loss Est Annual Income Yield Original Cost Accrued Interest Complementary Structured Strategies GS MXN STEP UP NOTE 11/22/13 LNKD TO MXN VS USD 85%BARRIER- 5% ATM CPN-22.9%MXRTRN 11/08/12 381410-HY-3 104.88 1,000,000.00 1,048,550.00 1,000,000.00 48,550.00 HSBC REN CNN 01/24/14 LNKED TO CNN VS USD 5XLEV- 50396MAXRTRN 01/09/13 INITIAL STRIKE:6.1995 40432X-7D-7 9992 1,000,000.00 989,200.00 1,000,000.00 (10,800.00) JP MORGAN CHASE BANK NA 6.200% 04/16/2015 DTD 04/16/2012 4662A0-40-1 101.48 1/1&13 1,500,000.00 1,521,900.00 1,500,000.00 21,900.00 93,000.00 3,874.50 5.50% Total Complementary Structured Strategies 94,169,736.33 $3,600,000.00 $1,169,736.33 $93,000.00 93,074.60 1.79% Trade Date Currency Amount Settlement Date Counter Currency Counter Amount Contract Current Market Rate Forward Rate Market Value Receivable Market Value Payable Unrealized Gain Loss Foreign Exchange Contracts CANADIAN DOLLAR JAPANESE YEN Jan. 4 13 Feb. 813 CAD JPY (10,000,000.00) 890,400,000.00 89.040000 91.346021 9,757,210.86 10,009,909.83 (252,699.17) MEXICAN NEW PESO US DOLLAR Jan. 17 13 Feb. 22 13 MXN USD 12,900,000.00 (1,022,438.16) 12.616900 12.734942 1.012.961.01 1,022,438.16 (9,477.15) J.P.Morgan Account Page 17 of 38 Consolidated Statement Page 20 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 16726 SDNY_GM_00285924 EFTA01493813