FINANCIAL TRUST COMPANY INC ACCT. For the Period 7/1/12 to 7/31/12 Pnce Quantity Value Adjusted Tax Cost Unreakzed Gain/Loss Est. Annual Income Original Cost Acaued Interest Yield Complementary Structured Strategies JP MOFICIAN CHASE BANK NA 6.200%04/16/2015 DTD 04/16/2012 4662A0-4O-1 95 63 1,500,030.00 1,434,450.00 1,500,000.00 (65,550.00) 93,000.00 3,874.50 8.00% Total Complementary Structured Strategies $2,623,761.68 $2,600,000.00 $23,761.68 $93,000.00 $3,874.50 4.66% Market Value Receivable Trade Date Currency Amount Contract Current Market Market Value Unmated Settlement Date Counter Currency Counter Amount Rate Forward Rate Payable Gain/Loss Foreign Exchange Contracts MEXICAN NEW PESO US DOLLAR Jul. 19 12 MXN 12,900,000.00 13.268700 13.310118 969,187.50 (3.025.30) Aug. 2312 USD (972,212.80) 972212.80 JP Morgan Account Page 18 of 28 Consolidated Statement Page 21 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 16079 SDNY_GM_00285277 EFTA01493238