FINANCIAL TRUST COMPANY INC ACCT.
For the Period 811!11 to 8/31/11
Market Value
Receivable
Trade Date Currency Amount Contract Current Market Market Value Unrealized
Settlement Date Counter Currency Counter Amount Rate Forward Rate Payable Gain/Loss
Foreign Exchange Contracts
INDIAN RUPEE Aug.911 INR 457.000.000.00 45.350000 45.995996 9,935,647.51 (141,530.00)
US DOLLAR Sep.12 11 USD (10,077,177.51) 10,077,177.51
SINGAPORE DOLLAR Aug. 911 SGD 12,879,500.00 1.215000 1.202194 10,548,968.38 111,183.89
US DOLLAR Sep. 12 11 USD (1D435.802 47) 10,435,802.47
Total Foreign Exchange Contracts $35,878,822.82 $186,842.84
535,612,979.98
JP Morgan Account Page 16 of 26 Page 19 of 34
Confidential Treatment Requested by JPMorgan JPM-SDNY-00015037
Chase
CONFIDENTIAL SDNY_GM_00284235
EFTA01492329