EFTA01492576.pdf

FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 12/1/11 to 12/31/11 Market Value Receivable Trade Date Currency Amount Contract Current Market Market Value Unrested Settlement Date Counter Currency Counter Amount Rata Forward Rate Payable Gaintoas Foreign Exchange Contracts CHINESE RENMINBI Jun. 8 11 CNY 31,818,000.00 6.363600 6.364177 4,999,546.97 (453.03) US DOLLAR Jun. 11 12 USD (5,000,000.00) 5,000,000.00 CHINESE RENMINBI Oct. 511 CNY (64,200,000.00) 6.381500 6.315889 10,060,330.84 (104,509.60) US DOLLAR Jan. 18 12 USD 10660330.64 10,164,840.24 CHINESE RENMNBI Oct. 511 CNY (31,818,000.00) 6384500 6.364177 4,983,632.23 (15.914.74) US DOLLAR Jun. 11 12 USD 4,983,632.23 4,999,546.97 SINGAPORE DOLLAR Nov, 211 SOD 3,183,000.00 1.273200 1.296785 2,454,532.41 (45,467.59) US DOLLAR Feb. 812 USD (2,500,000.00) 2,500,000.00 SINGAPORE DOLLAR Doc. 12 11 SOD 3,249,250.00 1.299700 1.296785 2,505,620.30 5,620.30 US DOLLAR Feb. 8 12 USD (2,500,00300) 2,500300.00 Total Foreign Exchange Contracts 636,168,502.79 $4,116.68 $35.164,387.21 JP Morgan Page 15 of 28 Confidential Treatment Requested by JPMorgan JPM-SDNY-00015380 Chase CONFIDENTIAL SDNY_GM_00284578 EFTA01492576