EFTA01493675.pdf

FINANCIAL TRUST COMPANY INC ACCT. For the Period 11/1/12 to 11/30/12 Adjusted Tax Cost Unrealized Est. Annual Income Price Quantity Value Original Cost Gain/Loss Accrued Interest Yield Complementary Structured Strategies JP MORGAN CHASE BANK NA 96.31 1,500,000.00 1,444,650.00 1,500,000.00 (55,350.00) 93,000.00 7.91% 6.200% 0411612015 DTD 04/16/2012 11/16/12 3,874.50 4662A0.4Q-1 Total Complementary Structured Strategies 52.819.772.34 52,500,000.00 $319,772.34 $93,000.00 4.06% 53,874.60 Market Value Receivable Trade Date Currency Amount Contract Current Market Market Value Unrealized Settlement Date Counter Currency Counter Amount Rate Forward Rate Payable GairvLoss Foreign Exchange Contracts MEXICAN NEW PESO Nov. 21 12 MXN 12,900,000 00 13 063594 12.945150 996,512.17 9,035.06 US DOLLAR Dec. 19 12 USD (987,477.11) 987,477.11 SWISS FRANC Nov. 212 CHF 12,051,000.00 1.205100 1.204664 13,019,921.77 4,708.76 EURO CURRENCY Feb.6 13 EUR (10.000.000.00) 13.015.213 01 Total Foreign Exchange Contracts 314,016,433.94 $13,743.112 S14.002690.12 J.P Morgan Account Page 18 of 43 Consolidated Statement Page 21 Confidential Treatment Requested by JPMorgan JPM-SDNY-00016565 Chase CONFIDENTIAL SDNY_GM_00285763 EFTA01493675