FINANCIAL TRUST COMPANY INC ACCT.
For the Period 4/1/II to 4/30/II
Adjusted Tax Cost Unreakzed Est. Annual Income
Pnce Quantity Value Original Cost GaiNLoss Acaued Interest Yield
Complementat) Structured Strategies
A JPM HARRAMS 14M CLN 09,20,11 101.68 10000,000 00 10,168,000 00 9,774.762 38 393,237.62 700.00000 261%
INITIAL RATE 7.0% CPN 10,000,000.00 79.720.00
WHERE MAX RATE IS 7.0% PER ANNUM
DD 7/7110
4662A0-2C-4 AA- /NR
Market Value
Receivable
Trade Date Currency Amount Contract Current Market Market Value Uncoated
Settlement Date Counter Currency Counter Amount Rate Forward Rate Payable Gala/Loss
Foreign Exchange Contracts
CHINESE RENMINBI Jan. 13 11 CNY 64,200,000.00 6.420000 6.340030 10,126,134.96 126,134.96
US DOLLAR Jan. 18 12 USD (10,000,000.00) 10,000,000.00
INDIAN RUPEE Feb. 15 11 INR 457,000,000.00 48.160000 44.370919 10,299,538.78 399,192.16
US DOLLAR May.18 11 USD (9,900,346.62) 9,900,346.62
SINGAPORE DOLLAR Mar. 3 11 SGD 6,333,500.00 1.266700 1.222238 5,181,887.51 181,887.51
US DOLLAR May.18 11 USD (5,000,000.00) 5,000,000.00
SINGAPORE DOLLAR Mar. 911 SW 6.346.000.00 1.269200 1.222238 5.192.114.65 192,114.65
US DOLLAR May. 18 11 USD (5.000,000.00) 5,000,000.00
Total Foreign Exchange Contracts 330,799,676.90 $899,329.28
$29,900,346.62
JP Morgan Account Page 15 of 26 Page 18 of 39
Confidential Treatment Requested by JPMorgan JPM-SDNY-00014712
Chase
CONFIDENTIAL SDNY_GM_00283910
EFTA01492161