FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 7/1/12 to 7/31/12 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 11/0112005 HELD BY EUROCLEAR ISIN USO40114GM64 SEDOL BOS5NO3 042993-95-6 9.88 7,500,000.00 740,625.00 1,038,750.00 (298,125.00) 237,652.50 149,340.00 32.17% Total Non-US Fixed Income Complementary Structured Strategies JPY CALL CAD PUT FX EUROPEAN STYLE OPTION AUG 13, 2012 Q 76 II 42 71 XJPYCA-RC-Z CAD (760,000,000.00) $779.697.30 ;1.37306) $1.356.750.00 (411,436 90) 411 436 90 1.000.000 00 (5577.052.70) 410,063.84 (411 162 25 ) 90.00 OD 9318,849.11 9200,312.98 38.93% JPY PUT CAD CALL FX EUROPEAN STYLE OPTION AUG 13, 2012 saz XJPYPA-YX-Z CAD 832,500,000.00 274 64 HSBC MARKET PLUS MXN NOTE 11/2/12 1.090.400 00 LNKED TO MXN VS USD 25% BUFFER, 9.75%CPN, 100%MAXRTN 10/26/11 4042K1-RA-3 109.04 1,000,000.00 JP Morgan Account W23560001 Page 17 of 28 Consolidated Statement Page 20 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 16078 SDNY_GM_00285276 EFTA01493237