EUR (42,000.00

JPMorgan

JPM

Chase

FINANCIAL TRUST COMPANY INC ACCT

Total Foreign Exchange Contracts

U S DOLLAR

Total Complementary Structured Strategies

EUR

Counter Amount

Settled Foreign Exchange Contracts Trade Date Currency Amount Contracted Base Revalued

SWPBDR

ANN 30/360

JP Morgan Account

Settle Date Counter Currency

Adjusted Tax Cost Unreakzed Est

CHF

Quantity Value Original Cost Gain/Loss Acaued Interest Yield