FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 3/1/12 to 3/31/12
Market Value
Receivable
Trade Date Currency Amount Contract Current Market Market Value Unrested
Settlement Date Counter Currency Counter Amount Rate Forward Rate Payable Gain/Loss
Foreign Exchange Contracts
CHINESE RENMINBI Jun. 811 CNY 31,818,000.00 6.363600 6.319100 5,035,210.74 35,210.74
US DOLLAR Jun.11 12 USD (5,000,000.00) 5,000,000.00
CHINESE RENMINBI Oct 511 CNY (31,818,000.00) 6.384500 6.319100 4,983,632.23 (51,578.51)
US DOLLAR Jun. 11 12 USD 4,983,632.23 5 035.210 74
Total Foreign Exchange Contracts $10,018,842.97 ($16,367.77)
510.035.210.74
JP Morgan Account W23560001 Page 18 of 32 Consolidated Statement Page 21
Confidential Treatment Requested by JPMorgan JPM-SDNY-00015699
Chase
CONFIDENTIAL SDNY_GM_00284897
EFTA01492880