FINANCIAL TRUST COMPANY INC ACCT For the Period 7/1/12 to 7/31/12 Adjusted Tax Cost Unreakzed Est. Annual Income Pnce Quantity Value Original Cost Gain/Loss Acaued Interest Yield Complementary Structured Strategies JP MORGAN 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 989,187.50 (3,029.30) Aug. 2312 USD (972,212.80) 972212.80 JP Morgan Amount Page 18 of 28 Consolidated Statement Page 21 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00016125 SDNY_GM_00285323 EFTA01493281