J P Morgan
G lobal Investment
OTC Derivatives
Opportunities
Position Summary
Group
Asset Management Prepared lor Fenancuil hint Co as of lune 10. 2010
Oflit PM • ~aam& ram %MUST. 10395 XPOUSD 124142 GBPUTO 14951 USDPV 110.42
XPIUSO 13523 MOUW 4115 3LOWS0 12135 USO<LP 345.24
USOCP0 1.0224 USDC40 1.0513 *LOUW 0.1142 ~NOK 6.50111
Fe!~ eentraCti
71. 4. 0..t. t.,„, ,,,,,,,,,..t t,„,,„ 0, 1. .t.
nought Noban.ai 1.ale “" h ." k''' ( "7 P°I $Ia1.,t $01nli C'; ‘: in A" in G gin,. tab NU»
it eofin-a d it.te ..t• ni..d
21445.10 23.10.6) Nl 41 UW 10.40.40 21.A.I•10 4661 451 4645 01719 4661 T 0904801
23~10 264.10 CAO 5.215.000 USO 5.030.030 243440 1.043 1.043 1.0643 00032 1.0645 S 0<0.9561
3~40 /Mul» 103«. 32.030.030 SIK 9212403 29..b.d.I0 1.104.4 1.196 1.1066 40015 1.1103 5 3,430
8~40 /Mul* MGt 121172.103 USO 5.030.030 29.1.1.10 4.4915 6.4145 65018 00035 6510? S 112,4131
Open Pontord contract. mark.to.saaska. 13064)1)
Currency na„,„ 00.01nad Pr00.2Inl
a , Curven. Gmin. ww)
b uit Oate imp,rie Date Direolen Curreniy 1 1302 hiel~ 2 Strike Currenc/ 2 TYP.
en" ," i", Pten^, an
114546.10 114.4ap1I Yo.g61 IPY Pui IO.CN.CN 93.S020 USO WI 447040200 .4 9034.132,46 (21546111
Il.16ap10 11454).11 Seld 119 <all 10.WI.CN 9350» USO Pul Con1.4.1•51.5 1470,002W 4100% .52.36,10151 914.1041
21~10 21.54040 Pallet Al» <all 11.525.010 03815 USO Fui aCOICO .2231% 103,0156Si 0221051
214~10 21.11610 Sol0 AUD Call 5.4.04000 0.W.0 u5D Pul 40.00000 106% .11.622.49 23.591
21.M1.10 2~10 5010 AUD PN 1(04000 0.5100 USD CPU Coat ~OIO 210.03003 201314 .477AM% (221.1621
23~00 234.90 Sold COD Pil 5.034020 1.1020 USD Cali 5230000 1.050% .10410131 105.32.1
OpenOpenFXOptbn>MMi06WYM 0.51.00.0)
,,, , 1. „ p n D.,.. p„.,„, ‘ c,..„..,,,y i 0"e'n-4 Or.v.n.i Currvni
TYP. wei.on., :ed Strike Currein7 2 11.P. 5.‘,.e (...nteik NU»
i.....,,.._...... Pr.mni 1.1) pnroun,
Ms. De( am ca u wi 5440.020. . .6291
0.An.10 IT.DK.10 TONI W11 PIN I00000 (65 USO 011 144040).00 1400 •12.93 5 103.003
Band* 10.1.40.031 lleughi Wfl Call 100200 100 USO Pul 4410~40 .$4.30 1291 1. 052.7171
Band* 11461.11 Sold W11 Put 10(003 43 UW WI 145000240 1430 .1401 $ 4..006
Open Con.anediey Opties. Leark.to.Morkid 1 M1>,>f
Fixed
Trad. Dele liAsiurity SM.Paiin9 issue 1,4041 USO ri‹ ...,,,,,,,,,, D.,,,„„,,, cum" ca.!~ ruon Om evt. iAn' en' S Fnv, Level Curven% liohd Gainless DOTO)
Cesl west
At. 0 S. Of Groutfint KOL 525 U50 2000% 525.212516 9115 90 50 157.50:11
I? Mer.10 211.0i.t.14 Peirelea Oe Vee .11.753450 3304030 140 USO 4.903% MW $23.131119 7600 40-76 <135.3521
15404.15 S. Pont /Poter Cred .1.1141.351 )00.000 103 USO 7403% WA 159113 994712 10050 2443
12~0 01~11 0.. Fonl Ncw 054 45342.500 5.030430 654 USD 7375% 004 5193.767.34 102450 10350 32.500
15.40230 15.44.2033 int Mors 4.9922391 -53.200.300 10.003403 393 USD 0375% 0041 5600 30.030 3I5 (4115001
23.Apr.10 01.1A51.16 B. Cit Oroupfnc .5025.200 5300300 •60 USO 7003% 0413/2010 1540144. 04.50 5075 037.6031
214.14p10 15.1m.11 S. had Molor Cnd asaxam moa.» 620 u5D 50.57% (543 530.114.53 30300 3030.0 330,030
35•00I0 01.09014 Eek*, 1.002ing I. alismoo 1000.020 334 USD 10000% NA 539.160.67 10525 10160 119.5001
Open Pteed Incenn Piak.te.Nlettel. 11.057.10*)
Trad. Ome Makurity S4 *) Vno CeniPanY Thálnes Curricy Coupon Neet Cali Nie InOwstr 5. Cm, Level <want Mot Gáintets (USO)
25.1.4w-10 O2.,Apr.2,040 1156. Olake Caps /Du 4:00to USO O.20% 02..4p.I5 IirvniY 23.00 2312 5 6194~1
24.Mee.10 02.6pr.2040 555. lrrrrUci.Capii%su 4:00<U USD 6.00% 02.6pr.I5 14...4aal 2435 2312 1. 0174,0301
Open Pret.mede eauk.te-Welmt 1 741.000)
ureStece Dividend
Tra* Oat• 22169, 44 CennPanY lalt.% Nollenal Cionency Fntry Plot Current PM* G5inless (USO)
2 ..V.r 1.. r6 D4<•11 5.51 0“12enS Fut twill te3.2(6 9.993393 OP n210 9700 S (1.4.26.4341
: 41 124..12 S.51 at.~.41,113•O2 P1261 5.510371 WIL 11310 4600 1. 62.54012721
5an 41 124..12 S.51 at.~.41,10102 50003 5.03020 WIL 10300 501 1. 01364601
Open CuroStosa Ornelend 14444.e.lasrlet 5 n,412.07))
400 ani
bod. Dal. 6'9;i:1:Sen mriaica unatelyin9 Type
Contra«, Strike Currency i-nby Pint Con'«n4 Pr.ce Galntess. 01ISO)
eeni.ny
222...10 21./.....2-10 WO Bpek'XOmdOr I.D50 30 UW WI 53.20 5254 $
22.2.00 160(1..10 bn.ghi Bpek•Yomdd 1.000 10 UW Cell 54.45 1311S S 0.0.0031
Open Squfly OPNeen Meek '' 4007
°Marlin
c„,„,,,,,„, u,...a.na
11.4.o.0) >nare. Currtiony ~uur', ',Int mo. currane rne• Ciaintoss N>0)
14.10.0•10 Sein CW/VOLO3 1340) USO 1240% )1~Y 52207 51937 $ 115.1001
9332.2210 Sweesk 1435412 5 %ons i 20.040 USO 0 4140edal 54.40 1444 S 02001
Open Equiey kbeliee•Martet S 3MJ(Wj
~Return Swijspip
011edive. . 11Y •
Tred. vete Underlyang Lon0.5hon sh....as 5,1* Seee.r/ Ibp, a., a in43.4.01, IntrY P.e. Clan.. PI.* 0. 0,501. 0214»
0.% 14.410.%
23.Apr.I0 JO .10 ~wal Coldeun SS% ivg 20/102 YL 0.45% 53.303..120 i,waiY 110142 $13110 1. 0101451
29.30I.10 4NYp10 29.00,.11 ome...basen una wao 314 te% -57.44051 14.770.970 1~90 5153199 03119 5 0.126310
Open Total Return Swap Ma .14-144401. 5 11.402 .»)
Intimi Plas
naai. nare ...‘“..ta, 1~k~ Currenc3 0 n, g“..,1 alt, ovoi Ona.o.:I Pat, Gainless 0.150)
nne
I 2.Mer.10 214941 21JAN-fl 13003401002 CO Ps NoPog N 415% 12.31051 4014% 5 1324401
25.Meon10 254941 20.16«.11 13003401~ CUP Ps Nakie IN 415% 12.34931 4.145% 1 1483141
Open inourni it.n•sw.rn Martio./.6irkee 1 (41506
EFTA00727060
Global Investment Opportunities Group
OTC Derivatives Position Summary
Asset Management Prop:we'd for Minn( thl Toni CO AA of lune )0. TO 10
0.474•11FM • COMMedlty14405 XAGI.P5D 14.595 X41)V51) 124147 48,1.050 14551 44.42
XPTUSO 15135 %MUSD 4115 t/Ati..S0 13331 545)4
1w
°Agin./ Onyrol Curren'. COMM
bade One Eaplry Pinta iOn PliplOoTi Coining. flew IpOon Ilr1C SLTIn yye pr.nka (NI GAINTATIA NOM
PrenTion Promplom Prenaom
Sold 1140:00W SAMapliCo 4350% toCeirlw 41.031.910 IOW% 41.182.655 11821% 0191551
14 µ1•10 14.1040 Sold SICWA40:0 V9) OAATOIOM 4350% *NOW $541.500 562% $1.176.204 11762% S (414.)011
24.6l4r10. 264090 Sold f14070µ0:0 USO CONOCO 4350% *SWOT 5909.070 9051 41.166.294 11663% 05)1411
/6 10 IS-Nag* Sold PIM= IM 4250% OTTATOPI 6545,040 5.499 .5944062 9.611% (439.0621
Open Swy :On
Op4r. OTC pOTtITOnT .44r1i.to.nedr4•1 (11111
Closod pooluont Oakra.int 440
To1J pOutiOTO Cowan'
or Wry.r”.•% ter .t ratosrown ot• 4.4 roar spry wins oraailif or or oirto• Ora ate. end elltetnalre waltwIla MOrTyr,CneitelITA. 20 SAC Wow TWO, to et oriel TO TO Ott AT *4 Motif. 10•4504 •
noTtO (IVY Ma VOIL lock tatTATOP ad 0170 alt ral al eft101d *Oka ITTASI AO* OTTOOrke. Tonto KAM WC la IAMOTOn Ow6 Cs rut, epone• nrom CAN W.41....dosite 44ellnon1Han., w% 4
ree 4n...a tern rad.. b eknetrat•erm.“."..wave...m...4 torn worn Wont, won, a ••• nen er4 eolocktriterms Osordnaim talAsyrnimorno4 ae.mmtMrsrie .Iipoiormuiratt.w/eneses.fatvot,e
salrolo, 1Mina 105 PITCOL OA AA AC &Ow. MOTTOorotou TO4s DO Wealdant M.orn gitalIa. wn4MT ell an uyeellilOatio MN. an TrAwITA✓ a KA VAITTONT a Tan no/. ITTITaTine • fa V0004 son taw 0
toa. VOrOces 'nod., .040 on ay Nos.
TA To !OWN ow4•0 Moo ote OA.' OTIS Wino elApOodif *goon eos, Wine to an*oil br anon, anoms soenovaconn Av. osoctoon IA Wind In
elopalut arias. tsinwatuiracce• typo pr1.4“ sod 4.444urootiouosse tool u4C.none.P.roinuilia..4 don an be tonancestunin1•4444...03.4. Frauls4 Me .4.04•0 MOO* Wolfs no cow 4,...c4.444.4. .04.44.4 flat rue.
et rowers aro ow ors ovrtr• o. ortronotc.;ward 44. bni ••••lt rine, On vend tr,••••01C e any goanne 49.4.gY
IllartOVUI,Pe!I Ylryalthata* reinnoreah•M otitis .PIPAn4O4:• NalW a SWAMI.
lhilitniasor.4 wt,.41• an tbiesalibian. alr aimed ora enter piAotidadd.11100,1al Mon. CIOVOTST 0.444011101T fl eas TOW Onto aCAYoun 040441 fps et* M1wµ70 Ilanfarsh ed Ten Abe
4030% .44.109.4 PM Oct
EFTA00727061
Global Investment Opportunities Group
JPMorgan OTC Derivatives Position Summary
Asset Management Prepared for Financial Trust Co.,
. of /one 30. 2010
Current FR dr Commoditynew XACIAD 14595 MUUSD 1241.47 413PUSD la 1 V5D1FY 58 42
)4050 15325 MUSD 4435 IURUSD 12230 vSti(d 54574
0504111 1 0 771 USDCA0 19643 AUDUSO am V50fI0R 650111
Foninrd 4oMntta
Contract Spot Contract Tana Oat
Trade Date FaTroy liewant Noonan Sold Motional Unroin4 RI,. C..0/10 0)
Fan leo-wy' Rate D.0.
144.3c.10 4.06010 KRW 1 0975.500.000 WY 930000.007 12 1100 12 1950 10.41. 10 KM 171.122
21.IA11.10 SOtt.10 CAD 102.0000 OT 934320.001 91.7500 91.6000 1404..10 93.35 161245
2644400 31)4a410 NCR 63.091400 OW 7.0)0000 01650 99142 064day 92425 12575461
6.40.010 30Wan10 10244 63039,000 48. 7.004000 94970 9.1270 06411lay 92425 11102 96)
160 43n10 20-041.10 RIR 616.500000 USD 10.000.002 442000 4 64500 06204 46.12 13147341
711-apol0 6.Aug.10 CAD 9.000.000 IM 464350.001 929175 923700 Malay 14.5 1216. 653)
200 4e10 20,91910 CAD 5.000.000 AM, 5.424519 05515 031214 20.40Y 04764 227.139
151.410 195000 CIF 11270000 USD 10500.003 1.19,2 1.1270 Inlun 1.11500 192544
Closed Forward owitracts 11.82.41.10-Malket POO 7 9 641
'.1r. 10119 01 n 1. 0 Or . • 1. 121".... 010 '41.4 In 11.1nol• Only 0.0.0•ten...00110 /.• Wwwanne • In re readonainordawre It 1.1010 200 :00• 0a. 1(4 v0 a 140con T0000. 101 gm ..n.xn e214.01C 1r. 14orpin sown. at 1.01 .00.0
/nab" el thirionas... »xi tang...avow no0..61ar00eproltiOni, 1.101 6 11.1,010 0•00..0•20.100 12.. MS h •4010...11Mnan Us* I. ...mini* .00..• 01. 10:44,00.14., or mom.* otosetrutiin
nw Irdltranr a ban, own., ea oniony* arrewwwwron orogen. is ora rowel whanntennorron ow norwe awn wonnornatewarrann ad.," ow mown,' or anynewro. nowt *won, intnorn. werrodon talornanne
.0011/01. 111.11.0110 b....St 110 .0r01201...wara kin eftalsonon te uprace @tarn gra mina [Pares as mew. ram.satiOnti Ow.* Neu. neva Ala Heserrano • ...1,1k/1. Of lain Hull. TPA nan..11....0 492x..0 a. pr, Cl,. et
. 10. 2.1011011.1. 00.•• Cl 00101.N ...... 1 /./ 1. 1. 1 1.0• 10.4,110...... ,41. 11***101.... 44044...4.0 1. 11 •0 1. 11010,0 0 0. 00 "... 11 .^ 01,1.Y..a. /t0, 0 4.01101.14.11.4.4 1•00.1 0• 1•0 a Ma it0•11.000.. 01•4e1sm •001..01:01,
vet. 10.210. Vt.* MN ptordod WWI paw 1011•100•0••00•10 .0•111•4 M..MU ~ an4•1 RS e1..ittanim Mtn No urea ewer.. IN Wean inas.canai di mania. •110.2•••• w4 mopa We wan. vilaceesittn on., ........ a, 0.100..a 'Cl
So pap al eta 030(2.0.1 t•Ra.no. req on. W 0.100.s10.1a a tou<141.011went• noir ba 802 Om.... 0600 muner.whai On Val et 000 00 11.0•10.2 be etilwaa• Ins PO wan*. •CM COmeint et enranned4.1 •cuffs., ...out 1.0n
in maps. a1.....a 'uprose., Cl, Cl .01.1.10. 4ustwc...1 a ...,e.n.atrana..e..ina....4br... ItC*.w..•••••••54 q..•
Pk. nee.; l #04. ll. 10.001t0a0.0.8.0 actownna• rot 1,00•• Munn.+ es insed00 all lit.anOrk
11.0.0.40.tarsea . km • w 00. u... et il•pnan so rhea lull .03,..nos 04 erw by 0.441•0•0 804 001110.1b. An, uo. 00.001.11.. 0 4401.0.10 IL" 0, 0 0 .• al.. thini/. *4100. 1. 00121.00 0 IS 11010$10141. 0.4. lira .01121101.2.• ++0 .10. A • 0 / 00. -,..117.
A-.
40 mloSM09.R Owe Sc.
EFTA00727062
JPMorgan Global Investment Opportunities Group
OTC Derivatives Position Summary
Asset Management Prepared for f nand& Trust Co. An of June 30. 2010
Cemegeft154 • Commodity rate 3M1GViO 15.595 XAVV5D INIAY GUNK/ 1.4951 LISOPY $5.42
XPTIAD 1532.5 XP1X60 443.5 EURUSO 1,2238 USDCLP 54574
VSDC71f 1.0775 USDCIU5 10643 AUDUSO 0.542 1.00110K 6.5018
ne
Currency 2 Clow Out Original Onigiew/ Unwind
Trade Date Expo, Date Chredion Currency 1 Penne Currency 3 TYPe Gainf.oss 1050)
notional Date Premium. Pi....nom 1n1 Prcenloot
20.41.3.10 204001 5009ht MN Col 7.500030 3.9300 ELM Put 06444y40 .200750.00 .3.2l0% 97.5020) (151.5851
20.4000 20.Apr.11 Sold 91.14 Put 2500.000 3.0550 CUR Cal 0641•040 20079100 3.2/0% 442750.00 01124191
21,60P10 26.1u1.10 Sold NOK Cali 7.000000 9.0400 GBP Put 0541440 51(0.147.95 1.570% 4170394.10 17.5471
S6%µ10 Oldun.10 Sold SRI. Put 10.000000 1.8000 USD Cal 0641•040 1102000130 1.010% 437300000 071.0301
194api.10 19444-10 Sought INC Cali 10.000.000 414.5000 050 Put 1940270 49405000 4930% 5000 19).0001
S6%µ10 1510110 Sought CUR Put 12800000 1.2500 USD Cal 0610110 .5275.0300 .2.154% 559255800 324.185
564µ10 15.1uI.10 Sold CUR Put 12400000 1.2400 05D Col Onun.10 513353100 4056% 4334.206.10 0935261
ntitio 1310310 Sold EUR Cal 13300.000 1.3400 05D Pot 034un.10 5157.71010 1.195% .524.454.00 133.227
134.1•00 13.11Arp11 Sought CUR Put 10000000 12450 USD Cal 03.10110 3495,0000 .4.NO% 561900000 124.050
1340 l0 13421241 Sold EVR Cell 10.000000 1.2450 05D Put 03./un.10 5495.00000 4.950% 4441.75001 52.250
13-014p10 1346%441 Sought COP Put 10.000000 1.4425 USD Cal 03.10110 449500033 .4.950% 141000000 115.0501
134day-10 1342101 Sold GBP Cell 10.000.000 1.4425 05D Pot 08.1un.10 5495.00000 4.600% 452925000 134.2501
Closed IX Option. foradt.tionlarket 6P9 31 .56)
-op.movon...r....- ........4ini one MO, mter teemWinn istaralt•W IP. Maw Per a co. oni re wtmOrie.vorliar. IP ii.Pdn Owe WC “A *N., . MrP. I, . 0, "A ......br , . 1 0" KM 1, MrP.N.ne al. 01010 •
fiethr 0 Deten•vo.. Out tedanpreclelfewlowa admen/el/win. P•.01 nthr boner Mn. nerrIn .4.40. >Pm undone.. PM:rge Chen 0 Co Iy invate wen ON. bell et", rine...inn •Omoy (Ono.
O. W..", a ter" ',Non. I. winvIneal pneoe *ray inPr a mann% pty WASS_ niliondonoaanw mar. Imam ons rt ...sews mewing...um roolni an manned ea re noted, nand winior tvcitAmwsors ("abr. s•
elkOrien n ten./ n, le •• tair. On ow b.0) mout. tonitineur macaw *save aw ntnetencirettewww/wentard re fannwetnentwelned once fel prdoweceomi ...cannel Mon endo me ronowl • rea no/infers on Oho w
Kown. Wow wont aided get 11•••00.rono•wril ne lode tom wrap enn *Owen erg owanennewy Wee swoon ff pito noon sob, a ow Oravwetrweran rf we raw tweed...on own awneknennanntartforn also. On Is
nanny, nano.% infon4 Menem went en ifeerldOwfuled. nine not. we onanntarewneffrwnerf return,. 'frown Ofd duper re on fang nee te ~AP afrefefeanWaddowil wwwwdrann Innen, 'wanted...41r
the n.pne 0 ..u.retun4Metabm, Fowl tmo OW mutated en% atetsma tar, men., ,r,otinini ••• Inn awl to .0 OW/00 initna owe. rent urge Mire. P4 Wynn ar4 the woontier.01./Irti. er•tter,,ntna ath..p....n.4 in0
we on4fewn oder ow o113•1on et o. odninnn Wrenn. Peon bra V Volt. for Pt enlY.rewel br Pr IDS if aft ilownernal spocif
Pls. cno van) 1104n Ina» Ilset* roennala Wien.. -mnianeiewpartteryvaltark.
1,41tiensall.M beamed vs 0 ••• ton.',....." a • assow4 -I own, endowasse«enteresa none arrange, 444gallanW.44,..gpst an te .41...oe a pony na if nu 151:50.• Me new. pre.* milS to waft arousal/sea man l4
NI
IC12010 /44.1037, Oine• CO
EFTA00727063
JPMorgan Global Investment Opportunities Group
OTC Derivatives Position Summary
Asset Management Prepored for Financ nil Trust Co... of nine 10, 7010
Current FX 6 Coraineillty rats ICACIAD IP 59S XAVUSO I241.42 GOPUSD 14951 VFW, SS 42
>MUSD 15325 %MUSD 143.5 IWILOSLF 1.2.138 vettin 545 70
unDCHI 10770 USOCW 10543 AODUSO OW MOCK ‘50111
Casennecl i i lens
Close Out Ongand Original Con•nt GanIlOsS 1050
Trade Date Expiry Date Ocrecnen Cunene, I Type notional (00 Strike Currency 2 !SO. Date Premium Premium IS/ Premium
29.40, 10 Win...10 SO4 %PO M 10000 515 I15D Cell onlAyyl0 $114000.00 SIPCO -$3t50 $ 1754.000)
l60a.I6 1>arell) Sold GU M 5000 IIIS IlSD Call 17arele LISAADTi $17.00 $0.00 $ $5000
CIo..d Coawcia6 TY Optima piaaFteatattet 5 1171.0005
'Al.Batman riven tion. • en ranging ralnler nen ern benne nine...4ns te, e aneyeeTeaw•cia.OnettoMidenei erlanin II ParenThione 044 0'1 ea Al.unpin Snotta ka ay nenten etnerosT Ili unpin Wiese PT Taies •
none,. on amen* Yak tithaint ed Ow ...en. .n.d.ep,N......ge, may ape boo %%%%%...Aar nmcorc 1, ofidli,1 1.Anpn Owe. CA md, win,* alone sent trican Prance ...Tonne *town nacn.
IMinns Ns bone finnan. far Ilion n an pot.. pill .101. ...non. is we ninon rein,.in inerand Vial emupi. N /4",41010"4114.1.1.WRISA" ifd UP. Ca nu sears mats tenant newt I 115 asonns c.IIM•11.1.<11CAMIll et
man., +tend . et total.. “tAl.thi.31.3erallill.(44Vleamni a ann . / CP Ho, . wd ...pa (=alias It. 'swoon am a tat. so atm. we.. sal. PIN 11•10114.1. • UR altos. elauv •••••• Thin 'units nin nu tans! in ening
irakbance.II• its '7.o:haven vs • 0 it.04..4 4.,...., no. t.... 4,..., ....st. .t. any., .td.r. on. ern tells pan. ce w a rwtnnaw a ••• 4......0 .Tho..i. *I an, anata *covenosh at ur al usinnann. omen., •}"...M.C. . 4 bra..
watt Yoe V4 welt• pt. ad 00.41.4.• t• eon° sp. noi [unarm. 41surcmcn vananineansakn V. onto pentse• Op pr... vic..µ.. I'M b....Win:In... aid IMADVAINV ••••01,41,/.41411W 41,1I . 05.b. **Urn., Ill
MO prinw at na na row rld ca•Lno-n t lope irces oaf na poof •••In &re towdolon onth iInnis se4 i PEW* C. b. fa .urarem nor.. get. en iml tat bot.ima Da otaperion aii an swain tom Geste* 0'00[0.4.'44 -enulna t41.10 , 5\
gr. 1.0“..• al we 14 on or., o a *Innate ;....arn....at• la/ Wet C• Ile I. [ IOC •-• eta., ...din ire Wiry, ineeninsmataliensi
0..0 maul oe. II ia,..., 115.1. 1., „ um i t .. ,,,..„1„,..„,,,,,,,,,,,, „.„‘,„„,
Ma Neer). ,111/ 1.1utlin• 4114. P011t.VA.BIIII•11 .1.1 •14rN•40. C•101•4038•40.14•114 At. YID, 44.1.1.1n it 4•0 1.1011sy avien air thin 11. •41.••• pn.4100 0P2. IS
.11 .1111•... Oro 0.111no saw at•daleh ans 1...101
mat
TO IMO IWgn Us A Co
EFTA00727064
JP Morgan Global Investment Opportunities Group
OTC Derivatives Position Summary
Asset Management Orepored for Einarocral Trust Co. as of line 30. 3010
Current EX Fr Cornroodity rotoo RAGIAD 11593 MUM 126447 GSPUSD 1.4951 980300 SOU
XITUSD 11325 MUSD 4433 CYRUS.) 11293 US(91. 14514
uSOCIO 9075 USOCAD I 0543 N.IDU5O 0 842 13511100 65018
Irate
Dividend Ckne Out Unwind Not
Trade Oat, seer Compuny ThAref SUM. Coos, Gaootess 050)
Yield note industry teary hue once
6 opr.i 0 111K 0201 ?soggy l'orken U0-041i A 5.007 USD 13.156 3Roo10 161.4041 511.25 512.09 MO)
740.10 MY knit/ Amp Property Corp 6301 US0 466% .04.r.10 financial 52730 527.73 1317
944..10 41154 Erla, 5600445053 Iscrolog) Corr 2.000 USD 0.00% 4Esr10 Ink Paotorrals 521.02 51549 111.0151
O./polo E•0 Equity Enotrprito Products torons 2300 USD 6.35% 1.4p..10 Energy 535.55 535.56 25
1520).10 MAC VS OYZEn0 C40 levity FAxerithCorthe •220 40 USD Cell 14Asy.10 loirxlel 52.00 SOD, 44.000
15.70.10 MOW Equity Medial Properties TOM Inc 10.00) USD $.41% Sapr.10 sandal 5915 599475 1979
15..00,10 KRC Equity oral iltuity Coto 15.00 USD 4.611% 5447.10 InoxIte 534.02 534.16 1.156
15..00,10 DS Equity Ooltor Genesi Coro 1007 USD 0.00% 5-Ppr10 ortsurner.CYOk 527.02 527.21 611
IS...v.10 WC Earn MatroichCcab• n.000 160 5.34% 141,40 sandal 54120 53935 123,100)
21...a.10 mil Mott ^Mc Pnestment Corp 6007 050 0.00% 5447.10 InoxIte 510.75 511.125 1.10
12.Apr.10 OATS EPA, MW Ottoorlis Corp 14.003 USD P00% Sapr.10 ochnobgy 51420 $12.4 121,312)
20..tor.10 AVIV EquftY GPOIGInteGment Cap 19.070 USD 1135% ZD-Ppr-10 InoxIte 51230 51227 03651
10.Apr.10 SIN Equity Synosut Sioux:a Cap 100,000 USD 1.55% 71730.10 sands 5/75 53.01 26,000
29 00).10 PHD WIRY Roos latural Gin Mane (9 1500 USD 0.02% 2)41pr-10 new 521.50 5E1.25 6.119
39.70.10 KSU Equity Kansa. Cy Southern 1000 USD P00% 56730.10 isdratzial 531.07 5•101 2)312
4.113)..10 KIa Equity KOS' Morgan &orgy Porn 4.000 160 6.55% 56730.10 Energy $66.33 565.69 0,240)
131.10710 MAY MIRY Teener IN 10.70 USD 0.02% 29.4pr-10 ammunkations SIM $534 4.012
0.May.10 NI Soft Rono6Conhonson h000rtio9 6S00 USD 6.53% 26.6.pc.10 finansial 511.50 511.65 925
7.7.1.10r10 NS OVARY Musty Erot9210 4,250 U50 7.41% nun-10 Energy 5,120 591.17 1990)
u6May.10 GTY Way Cony Rooky Cap 10.000 USD 5.46% 2041ay.10 finansial 53220 521.01 nal)
Nun-I0 IS EciurtY 4110041Moldros MI 11000 USD 0.02% 3M510 linarxIS 51.10 51.42 3374
4.1.0.10 PUS WAY Mu SInEntroprim Inc .A 1000 USD EN% 412.10 Consumers polis 52720 527.05 100
91un-10 Cr Equity Contemn' EntrOW lot 9030 USD 5.32% 9734710 UtlIties 512.90 513.52 5335
16.1•910 RLEquRy Polo Ralph taiscos071.7 10.000 USD OAS% 1643610 Consuntst,CpSo 5.1.00 MA (1,412)
17.1.410 FOI Equity Mr or Lodging Trial Vic 101000 USD 0.00% 97734710 finansial 5130 51,61 4100
15.1un.10 41551214 600001Moon. Corp 6.500 USD $24% 18.).•,10 ..era 5615 $491 120
ifi-heni0 maril UNA, metruitym4 1000 160 0.00% ifiar.I0 Corrimunicatiord 51020 59.66 16901
23 No FII. EOM" /pi Ccels0o700° 1.500 USD 0.170% 234•-•10 1111011 52402 52439 3145
Fotottsyndiate tothr31044artet 31,431
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10 MO axe SC*.
EFTA00727065
JPMorgan Global Investment Opportunities Group
OTC Derivatives Position Summary
Asset Management Prepored for finnan Trust Co., of tune JO. 3010
Current l%• Coonsesedity rats ICAGITSD 16 595 %AVON) 124157 GIIPUSO 1A9S1 V5COPY 1112
>MUSD 15325 XPOUSD MSS SWIM) 12.231 mar 54174
USOCHI 10778 USOCAD 10643 AUDVS0 1812 USCHOK 15018
IRAs
f Merin 5.k... 0,..,
Trade One Mateetty Natrona.' Currency Description Find Rate G.,' 0
DM. 0 tn.
214.4r . SO 15.1.0ar.11 150554 0 590.000.000 U50 RIA 005 14 IDADDIO $ 11214,00
160 .10 IDDiatrf I M0*(40 SOCTOODO:0 uSts AM% I kessal0 S 'WOO
Closed PRA. Matt.t0.11.2aket s 330.000
. 12 WNW. 5 5144 11•51.' A to nle5.14.0 14.• 10.1/..1,5 •16 ex...0 tuinowc4.544.51et Al.tesepeCus• • C., ass a awes/. marl*Alas EP Wow Otau ark NA • , 1 A 0 Union fl u CO, NA ari none. el 0.• rOC 1P Idnin locutio• MN. 925.510 as
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40201o3WlpMCMR so)
EFTA00727066
IPM(3rgan Global Investment Opportunities Group
OTC Derivatives Position Summary
Asset Management Prepared for FinAMC iai Trust Co. as of Tune 10. .7010
CUTS* PIC dr Commodity MOH )(AGM) I.595 MUUSO 1241.47 GOMM 1.4551 USOJPY 1142
XP US 15315 XPOUSD 4435 EURUSO 11233 USCG. 54574
USOCHI IOM USOCAD INTO AUOUSO OW 1/501104 &SOS 4
Reed Inceene
initial USD c,,,,..... Goss Out
Trade Date Maturity UP Rating Is.... Fme Amount Ovation cr.apa.n retry level Cunt., Rid Gainitant 1050)
Cost Date
12.40e IO IF le I. C.T0 t .SIO0O000 1500.000 S44 IF .10 100000 4 ISA12
Closed timed Interne MarY•te.Market 4 25.042
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40 2010.41404484006440).
EFTA00727067
Global Investment Opportunities Group
JPMorgan OTC Derivatives Position Summary
Asset Management Prepared for rmatweal Trost Co. in of Ione 30. 1010
owned nc•ommoss. ILOOJSO +8595 MUUSD 1241.47 COMO .4951 WIMPY Nit
Xrt...10 15315 )/0050 4.0.5 WIOJSO l.)218 USW./ 54534
USIXHI 10220 LISOOD 15441 a.I.IDUS0 0842 MONO( 65010
4.aoat. t .p. ,y °myna, Orwinal Canons Close Cvl
Otractton Notional Oat writy oa....pt.on t....d net. TYP. 0 emuLoa 0,501
en.now, enure...ff. 0.) en.own, dale
22.Atd.10 10 Sold 510.402.402 USD SaIPUOA 4 Iletekt* MOO 0 0)a. .SW.0)) 2440.10 00440(4
30.401.10 20.1.4/.10 Sold 510.002.002 USD SaipUon 4.250% aeoeht.• 5113.001 1 131.: .5300.0)0 20.4Alr 10 IN/SOU.
30Apr.10 2,04.W.10 flougM S10.002,002 USD Imaaphon 4150% PeSer .5155.000 So 114/14p10 IISS.0340
.3.Apr.10 144n.10 Sold S10.002,002 USD Imaaphon 4,5605 n....... $125.001 1.1511. .5521.501 Plan.10 156550(4
31.4%..10 3}µ14O Sold 510.002.002 USD saipuon 4.350{ at<eht.• SINN* 1.36% .51.10150) M./W10 11.0)4300/
Clond Swepbom laerk.lo.Pdarltet
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0 2010 "lomat thew • Co.
EFTA00727068
Global Investment Opportunities Group
JP Morgan OTC Derivatives Position Summary
Asset Management Prepared for F.nanaal Trost Co. in of one 10, 3010
41011414•14111044011444/7/ fele XA0151) 1819$ 31.41)1.60 1241.47 6130.130 14951 WIMPY Nit
XP11.110 15315 x90050 443.6 1410.110 11218 1.11.110./ 54614
4.111:011. I 07)4 V10Cb 10141 AllOUSO OW US11/10( 65018
Pal Rehm. '5
pas 0.1. iff ovine
Marlunty Defy Undaeftw, Ler‘1,14.4.1 Than.. 4-01. spread (boo A""'" Ingilatry entry PIK• Closed Poo* Gamic.. 0.1501
Noe 1.11. 4
AP, 10 28Ap110 2640110 40tlmin A<M Le, )0.0,0 3011 0450% .10344 1A81 RIO M4<01 $16042 15270930 1 1231.40
venue/ Total Return swap% mer444.4wkei 5 03140)
Intre t Oats
Clete Owl
Trade Dale Matwely Moak., Date n140.)nakl Cwrrenty Dew:notion fiord Rate Gainless 10.01
Oate
211.Afx.10 10.4.4..11 WA...11 115.002,000 US0 Na 1,4•401i 1151% $11.717A1 1540400 4 Ll.<00
054401 113400.000 000 Na lo0Pay111 1,330% $12.747,7 15•1*.10 $ 127.0)0
closed Infant Pale Swaps Gale.1.441 S. 500.000
. • . Clua . 0.,n,lp.IVf.I
2404010 154002010 NMrn0 14.05.000 050 Pie 11/1104 III •4 32809910 1 1 1 14.5300 I 11.030.00(0
ziwan.to liftli.2010 15.030400 050 1.11Treb900413 46715 laLNI 13.93.7.50:1 51494440 140.145 1840400 5 1.155.404
Closed 30,year map spread Mar10444.4erket S 153430
C101441Swas Mark to MarlEtt S 393.962
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1VIOIONR4.y.O.SM.
EFTA00727069