FINANCIAL TRUST COMPANY INC ACCT. For the Period 3/1/12 to 3/31/12 Adjusted Tax Cost Unrealized Est. Annual Income Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield Complementary Structured Strategies JPY CALL CAD PUT FX EUROPEAN STYLE OPTION AUG 13. 2012 e 76. KI 71 JPY PUT CAD CALL FX EUROPEAN STYLE OPTION AUG 13, 2012 el 83.25 MXN CALL USD PUT FX EUROPEAN STYLE OPTION FX EUROPEAN STYLE OPTION JUN 19, 2012 § 12 9 AT E)ol CI fis'13.25 HUM MARKET PLUS MXN NOTE 1112112 LNKED TO MXN VS USD 25% BUFFER, 9.75%CPN. 100%MAXRTN Sim Total Complementary Structured Strategies JP Morgan 0.01 (760.000,000.00 ) (102.507.76) (411,436.90) 308,929.14 0.03 632,500000.00 252,677.92 411,438.90 (158,758.98) 0.08 12,585,000.00 10,112.00 17,200.00 (7,088.00) 0.16 (12,900,000.00) (21284.57) (17,200.00) (4,084.57) 107.59 1,000,000.00 1,075,900.00 1,000,000.00 75,900 00 $1,214,897.69 $1,000,000.00 $214,897.69 $0.00 0.00% Account Page 17 of 32 Consolidated Statement Page 20 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 15698 SDNY_GM_00284896 EFTA01492879