THE HAZE TRUST ACCT. For the Period 4/1/12 to 4/30/12 Adjusted Tax Cost Unreakzed Est. Annual Income Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield C0Mpleilleillary Structured Strategies JP MORGAN CHASE BANK NA ZERO CPN 4862A0-4O-1 JP Morgan 100.00 1.500.000.00 4/5/12 1.500.000.00 1.500.000.00 Account W48054006 Page 8 of 11 Consolidated Statement Page 11 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00026505 SDNY_GM_00295703 EFTA01502071