FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/12 to 10/31/12
Market Value
Receivable
Trade Date Currency Amount Contract Current Market Market Value Unrealized
Settlement Date Counter Currency Counter Amount Rate Forward Rate Payable Gelato,.
Foreign Exchange Contracts
MEXICAN NEW PESO Oct. 23 12 MXN 12,900,000.00 12.976700 13.122291 983,060.07 (11,029.34)
US DOLLAR Nov. 26 12 USD (994,089.41) 994,089.41
SWISS FRANC Aug. 112 CHF 11,990,000.00 1.199000 1.206612 12,876,838.68 (81,752.67)
EUROCURRENCY Nov.512 EUR (10000,000.00) 12,958,591 35
Total Foreign Exchange Contracts $13,859,898.75 ($92,782.01)
513,952,680.76
JP Morgan Account W23560001 Page 20 of 39 Consolidated Statement Page 23
Confidential Treatment Requested by JPMorgan JPM-SDNY-000 16389
Chase
CONFIDENTIAL SDNY_GM_00285587
EFTA01493518