EFTA01493812.pdf

FINANCIAL. TRUST COMPANY INC ACCT. For the Period I/I/B to 1/31/13 Adjusted Tax Cost Unrealized Est Annual Income Price Quantity Value Original Cost Gain/Loss Accrued Interest Yield Non-US Fixed Income REPUBLIC OF ARGENTINA • ARS 2.25 10,000,000.00 225.489 60 318,000.00 (92.510 40) 75.702 26 33 33% FLOATING RATE NOTE DEC 15 2035 12/27/12 9,672.85 DTD 11/0112005 HELD BY EUROCLEAR ISIN ARARGEO3E147 SEDOL B1MYWX3 ECOB98-9B•7 ARS REPUBLIC OF ARGENTINA 6.08 7,500,000.00 455,700.00 1,038,750.00 (583,050.00) 237.65250 51.60% NOTES DEC 15 2035 31.252 50 DTD 11/01/2005 HELD BY EUROCLEAR ISIN USO40114GM64 SEDOL BOS5NO3 0429919Se Total Non-US Fixed Income $3,166,006.16 83,898,916.69 ($533.911.43) 5501/63.91 15.71% 582.257.36 Complementary Structured Strategies JPY CALL CAD PUT (769,000,000.00) (23,098.06) (347,75617) 324,658.11 FX EUROPEAN STYLE OPTION OCT 08, 2013 0 76.9 AT EXP Me 69.65 XJPYCA-SJ-Z CAD JPY PUT CAD CALL 0.14 809,000,000.00 1,133,184.39 347,756.17 785,428.22 FX EUROPEAN STYLE OPTION OCT O8, 2013 80.9 )(JPYPB-AZ-Z CAD J.P. Morgan Account -Page 16 of 38 Consolidated Statement Page 19 Confidential Treatment Requested by JPMorgan JPM-SDNY-000 16725 Chase CONFIDENTIAL SDNY_GM_00285923 EFTA01493812