FINANCIAL TRUST COMPANY INC ACCT. For the Period 12/1/11 to 12/31/11 Price Quantity Value Adjusted Tax Cost Unreakzed Gain/Loss Est. Annual Income Original Cost Acaued Interest Yield Complementary Structured Strategies JPY CALL CAD PUT FX EUROPEAN STYLE OPTION AUG 13. 2012 e 76. KIQ 71 XJPYCA-RC-Z CAD 0.06 (760.000,000.00) (463,922.22) (411,436.90) (52,485.32) JPY PUT CAD CALL FX EUROPEAN STYLE OPTION AUG 13, 2012 63.25 XJPYPA-YX-Z CAD 0.01 632,500,000.00 96,926.53 411,436.90 (315,510.37) HSBC MARKET PLUS PAM NOTE 1112/12 LNKED TO MXN VS USD 25% BUFFER, 9.75%CPN, 100%MAXRTN 10/26/11 4042K1-RA-3 97.59 12/19111 1,000,000.00 975,900.00 1,000,000.00 (24,100.00) Total Complementary Structured Strategies $607,904.31 $1,000,000.00 ($392,096.69) $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 GaInkoss Foreign Exchange Contracts CHINESE RENPAINB1 US DOLLAR Jan. 13 11 CNY 64,200,000.00 6.420000 6.315889 10,164,840.24 164,840.24 Jan. 18 12 USD (10,000,000.00) 10,000,000.00 JP Morgan Page 14 of 29 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00015413 SDNY_GM_00284611 EFTA01492607