FINANCIAL TRUST COMPANY INC ACCT.
For the Period 5/1/12 to 5/31/12
Market Value
Receivable
Trade Date Currency Amount Contract Current Market Market Value Unrealized
Settlement Date Counter Currency Counter Amount Rate Forward Rate Payable Gaintosa
Foreign Exchange Contracts
CHINESE RENMINBI Jun. 811 CNY 31,818,000.00 6.363600 6.367350 4,997,055.30 (2.944.70)
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 6.367350 4,983,632.23 (13,423.07)
US DOLLAR Jun. 11 12 USD 4.983,632.23 4.997,055 30
Total Foreign Exchange Contracts $9,980,687.53 ($16,367.77)
$9,997,055.30
JP Morgan Account Page 17 of 25 Consolidated Statement Page 20
Confidential Treatment Requested by JPMorgan JPM-SDNY-00015930
Chase
CONFIDENTIAL SDNY_GM_00285128
EFTA01493097