FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 12/1/12 to 12/31/12
Market Value
Receivable
Trade Date Currency Amount Contract Current Market Market Value Unrested
Settlement Date Counter Currency Counter Amount Rate Forward Rate Payable GaIntose
Foreign Exchange Contracts
CANADIAN DOLLAR Dec.412 CAO (10,000,000.00) 82.280000 88.817315 9,516,631.51 (524,792.80)
JAPANESE YEN Jan. 8 13 JPY 822,800,000.00 10,041,424.31
MEXICAN NEW PESO Dec. 18 12 MXN 12,900,000.00 12.749200 13.014592 991,196.13 (20,633.06)
US DOLLAR Jan. 2213 USD (1,011,828.19) 1,011,828.19
SWISS FRANC Nov. 212 CHF 12,051,000.00 1.205100 1.206286 13,175,417 02 (12,964.19)
EURO CURRENCY Feb. 6 13 EUR (10,000,000.00) 13,188,381 21
Total Foreign Exchange Contracts $23,683,243.66 (6668,390.06)
$24.241,633.71
JP Morgan Account W23560001 Page 16 of 32 Consolidated Statement Page 19
Confidential Treatment Requested by JPMorgan JPM-SDNY-000 16675
Chase
CONFIDENTIAL SDNY_GM_00285873
EFTA01493769