FINANCIAL TRUST COMPANY INC ACCT. For the Period 4/1/12 to 4/30/12 Pnce Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Original Cost Acaued Interest Yield Complementary Structured Strategies HSBC MARKET PLUS MXN NOTE 11/2112 LNKED TO MXN VS USD 25% BUFFER, 9.75%CPN, 100%MAXRTN 10/26/11 4042K1-RA-3 107.61 1,000,000.00 1,076,100 00 1,003,000.00 76,100.00 JP MORGAN CHASE BANK NA ZERO CPN 4662A0-40-1 100.00 45/12 1,500,000.00 1,500,000.00 1,500,000.00 Total Complementary Structured Strategies 52.637.766.68 52,600,000.00 537,766.69 $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 Gain/Loss Foreign Exchange Contracts CHINESE RENMNBI US DOLLAR Am. 8 11 Jun. 11 12 CNY USD 31,818,000.00 (5,000,000.00) 6.363600 8.302996 5,048,075.37 5,000,000.00 48,075.37 CHINESE RENMNBI US DOLLAR Oct 511 Jun. 11 12 CNY USD (31,818,000.00) 4,983,632.23 8.384500 6.302996 4,983,632.23 5.048,075 37 (64,443.14) Total Foreign Exchange Contracts $10,031,707.60 $10,048,075.37 ($16,367.77) JP Morgan Account of 26 Consolidated Statement Page 19 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 15797 SDNY_GM_00284995 EFTA01492976