EFTA01492783.pdf

FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/12 to 2/29/12 Portfolio Activity Detail - U S Dollar INFLOWS & OUTFLOWS Type Quantity Per Unit Settle Date Selection Method Description Cod Amount Amount 2/1 Interest Income DEPOSIT SWEEP INTEREST FOR JAN. .01% RATE ON 199.52 NET AVG COLLECTED BALANCE OF $20,870,797.17 AS OF 0201/12 2/1 Spot FX SPOT CURRENCY TRANSACTION - SELL BUY USD SELL (595,420.000) 138.626.89 MS EXCHANGE RATE 4.358000000 DEAL 01/30/12 (138,349.11) VALUE 02101/12 (ID: OARSPR-AA-9) 2/2 Misc Receipt FUNDS TRANSFERRED FROM PRN NCO 078805001 TO 533.32 PRN NCO W23560001 PHONE INSTRUCTIONS FROM CLIENT 2/2 Accrued Int Paid SOUTHERN CAL EDISON 61/4% DEC 31 2049 DTD 5,000,000.000 0.003 (13,020.83) 01/17/2012 02 99.739 JP MORGAN SECURITIES LLC 0.00 (BIDL) TRADE DATE 01/30/12 (ID: 842400-FU-2) 2/3 Receipt of Assets LONG TOTAL RETURN SWAP 4,044,412.80 USD 8,880.000 NOTIONAL APPLE INC MAT FEB OS 2013 DEAL 9986782 0.00 TRADE DATE 01/31/12 (ID: SWPBDP-MH-9) 2/3 Free Delivery LONG TOTAL RETURN SWAP 3,007,792.80 USD (8,860.000) FIFO NOTIONAL APPLE INC MAT FEB 03 2012 DEAL 6505432 0.00 SWAP UNWIND TRADE DATE 01/31/12 (ID: SYVPBOH-AY-3) 2/3 Mitt Receipt LONG TOTAL RETURN SWAP 3,007,792.80 USD 1,027,921.33 NOTIONAL APPLE INC MAT FEB 03 2012 DEAL 8505432 SWAP UNWIND (ID: SVVPBDKAY-3) 2/6 FX Fwd Centred SETTLE FORWARD CURRENCY CONTRACT BUY SOD SELL 3,183,000.000 (2,500,000.00) USD CONTRACT RATE :1.273200000 TRADE 11/02/11 2,547,01128 VALUE 2/06/12 (JD: OSGDPR-AA-5) JP Morgan Account W23560001 Page 19 of 33 Consolidated Statement Page 22 Confidential Treatment Requested by JPMorgan JPM-SDNY-00015596 Chase CONFIDENTIAL SDNY_GM_00284794 EFTA01492783