FINANCIAL TRUST COMPANY INC ACC For the Period 2/1/12 Portfolio Activity Summary - Brazilian Real Transactions Beginning Cash Balance Ending Cash Balance US Dollar Value Local Value Current Year-To-Date Current Year-To-Date Period Value Value Period Value Value Portfolio Activity Detail - Brazilian Real TRADE ACTIVITY - Brazilian Real Note: C indicates Currency GairdLoss 0.00 0.00 Trade Date Type Settle Date Selection Method Descnption Per Unit Amount USD Proceeds USD Tax Cost USD Realized Ouantity Local Value Local Value Local Value Gain/Loss USD Settled Sales/Maturities/Redemptions 2/21 Expired Option BRL PUT JPY CALL FX EUROPEAN STYLE OPTION JAN 4,588,235.290 125.88686 125.88686 C 2/21 FIFO 24.2013 © 42.5 KO (it 48.5 EXPIRATION OF WRITTEN 9,847.50060 FX OPTION OPTION KNOCKED OUT (ID: XEMLPA-GO-Z) JP Morgan Account W23560001 Page 30 of 33 Consolidated Statement Page 33 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 15659 SDNY_GM_00284857 EFTA01492842