XJPYCA-RC-Z

JPMorgan

FINANCIAL TRUST COMPANY INC ACCT

JPM

FX EUROPEAN STYLE OPTION

CAD

Chase

JPY PUT CAD

JP Morgan Account

DEC

Non-US Fixed Income REPUBLIC

BUFFER

Total Complementary Structured Strategies

JP Morgan Account Page

MXN VS USD

KIQ

the Period 8/1/11

Complementary Structured Strategies

Adjusted Tax Cost Unreakzed Est

OTCBDP-JQ-R JPY CALL CAD PUT

Settle Date Type Description Quantity Local Value Local Value Gain/Loss USD

MXN VS USD

KID

JP MORGAN CHASE BANK

MXN NOTE 1112112

MXN CALL USD PUT