EFTA01493813.pdf

FINANCIAL. TRUST COMPANY INC ACCT. For the Period I/1/B to 1/31/13 Adjusted Tax Cost Unrealized Est Annual Income Price (Mandy Value Original Cost Gain/Loss Accrued Interest Yield Complementary Structured Strategies GS MXN STEP UP NOTE 11/22/13 104.88 1,000,000.00 1,048,550.00 1,000,000.00 48,550.00 LNKD TO MXN VS USD 85%BARRIER- 5% ATM CPN-22.9%MXRTRN 11/08/12 381410-HY-3 HSBC REN CNN 01/24/14 9992 1,000,000.00 989,200.00 1,000,000.00 (10,800.00) LNKED TO CNN VS USD 5XLEV- 50396MAXRTRN 01/09/13 INITIAL STRIKE:6.1995 40432X-7D-7 JP MORGAN CHASE BANK NA 101.48 1,500,000.00 1,521,900.00 1,500,000.00 21,900.00 93,000.00 5.50% 6.200% 04/16/2015 DTD 04/16/2012 1/1&13 3,874.50 4662A0-40-1 Total Complementary Structured Strategies 94,169,736.33 $3,600,000.00 $1,169,736.33 $93,000.00 1.79% 93,074.60 Market Value Receivable Trade Date Currency Amount Contract Current Market Market Value Unrealized Settlement Date Counter Currency Counter Amount Rate Forward Rate Payable GainLoss Foreign Exchange Contracts CANADIAN DOLLAR Jan. 4 13 CAD (10,000,000.00) 89.040000 91.346021 9,757,210.86 (252,699.17) JAPANESE YEN Feb. 813 JPY 890,400,000.00 10,009,909.83 MEXICAN NEW PESO Jan. 17 13 MXN 12,900,000.00 12.616900 12.734942 1.012.961.01 (9,477.15) US DOLLAR Feb. 22 13 USD (1,022,438.16) 1,022,438.16 J.P.Morgan Account Page 17 of 38 Consolidated Statement Page 20 Confidential Treatment Requested by JPMorgan JPM-SDNY-000 16726 Chase CONFIDENTIAL SDNY_GM_00285924 EFTA01493813