FINANCIAL TRUST COMPANY INC ACCT.
For the Period 6/1/II to 6/30/11
Adjusted Tax Cost Unrealized Est. Annual Income
Pnce Quantity Value Original Cost Gain/Loss Acaued Interest Yield
Complementat) Structured Strategies
A JPM HARRAHS 14M CLN 09.20.11 100.34 10,000,000 00 10 034,000 00 9,793.061 66 240938.34 700.000 00 4 44%
INITIAL RATE 7.0% CPN 10.009000.00 79.720.00
WHERE MAX RATE IS 7.0% PER ANNUM
DD 7/7/10
4882A0-2C-4 AA- /NR
Market Value
Receivable
Trade Date Currency Amount Contract Current Market Market Value Unittaltzed
Settlement Date Counter Currency Counter Amount Rate Forward Rate Payable Gain/Loss
Foreign Exchange Contracts
CHINESE RENMINBI Jan. 13 11 CNY 84,200,000.00 8.420000 8.424099 9,993,819.29 (8,380.71)
US DOLLAR Jan. 18 12 USD (10,000,000.00) 10,000,000.00
CHINESE RENVIINI3I Jun. 8 11 CNY 31,818,000.00 8.383800 8182227 4,985,408.82 (14,593.18)
US DOLLAR Jun. 11 12 USD (5,000,000.00) 5,000,000.00
INDIAN RUPEE May.11 11 INR 457,000,000.00 45.340000 44.909647 10,175,987.46 98,587.37
US DOLLAR Aug. 18 11 USD (10,079,400.09) 10,079,400.09
SINGAPORE DOLLAR May. 11 11 SGD 12,679,500.00 1.232131 1.227547 10,329,133.26 38,425.53
US DOLLAR Aug. 18 11 USD (10,290,707.73) 10,290,707.73
Total Foreign Exchange Contracts $36,484,146.87 $114,039.01
$35,370,107.82
JP Morgan Account Page 14 of 25 Page 17 of 33
Confidential Treatment Requested by JPMorgan JPM-SDNY-00014845
Chase
CONFIDENTIAL SDNY_GM_00284043
EFTA01492238