FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/12 to 7/31/12
Adjusted Tax Cost Unreakzed Est. Annual Income
Pnce Quantity Value Original Cost Gain/Loss Acaued Interest Yield
Complementary Structured Strategies
JP MOFICIAN CHASE BANK NA 95 63 1,500,030.00 1,434,450.00 1,500,000.00 (65,550.00) 93,000.00 8.00%
6.200%04/16/2015 DTD 04/16/2012 3,874.50
4662A0-4O-1
Total Complementary Structured Strategies $2,623,761.68 $2,600,000.00 $23,761.68 $93,000.00 4.66%
$3,874.50
Market Value
Receivable
Trade Date Currency Amount Contract Current Market Market Value Unmated
Settlement Date Counter Currency Counter Amount Rate Forward Rate Payable Gain/Loss
Foreign Exchange Contracts
MEXICAN NEW PESO Jul. 19 12 MXN 12,900,000.00 13.268700 13.310118 969,187.50 (3.025.30)
US DOLLAR Aug. 2312 USD (972,212.80) 972212.80
JP Morgan Account Page 18 of 28 Consolidated Statement Page 21
Confidential Treatment Requested by JPMorgan JPM-SDNY-000 16079
Chase
CONFIDENTIAL SDNY_GM_00285277
EFTA01493238