FINANCIAL TRUST COMPANY INC ACCT. For the Period 6/1/12 to 6/3W12 Price Quantity Value Adjusted Tax Cost Unreakzed Gain/Loss Est. Annual Income Original Cost Acaued Interest Yield Non-US Fixed Income REPUBLIC OF ARGENTINA NOTES DEC 15 2035 DTD 1110112005 HELD BY EUROCLEAR ISIN USO40114GM64 SEDOL BOS5M23 042993-95-6 10 25 7,500,000.00 768,750.00 1,038,750 00 (270,0O0 00) 237,652.50 129,210.00 31.06% Total Non-US Fixed Income Complementary Structured Strategies BRT CALL OPTION USD PUT OPTION STRIKE 126.50 EXPIRING 11/12/2012 125.000 BARRELS OTCBDC-NA-W 767.84 125.00 61.019,648.00 05.980 51 $1,356.750.00 750:D O0 ($337.102.00) 20,960.51 3319,81.18 3173,978.16 31.47% BRT PUT OPTION USD CALL OPTION STRIKE 96.50 EXPIRING 11/12/2012 125,000 BARRELS OTCBDP-JQ-R 6.748.95 (125.00) (643,616.19) (1,O67.500.00) 243,881.81 JPY CALL CAD PUT FX EUROPEAN STYLE OPTION AUG 13, 2012 e 76. KID 71 XJPYCA-RC-Z CAD 0.01 (760.000,000.00) (42,718.28) (411,436.90) 368,718.62 JP Morgan Account W23560001 Page 18 of 34 Consolidated Statement Page 21 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00015975 SDNY_GM_00285173 EFTA01493138