📄 Extracted Text (9,531 words)
For the Period 9/1/10 to 9/30/10
Account Summary
Account
Number
Investment Account(s)
FINANCIAL TRUST COMPANY INC
FINANCIAL TRUST COMPANY INC
Total Value
W23560001,
242006862
Beginning Net
Market Value
62,500,068.63
53,613.82
$62,553,682.45
Ending Net
Market Value
68,808,197.33
59,912.01
$68,868,109.34
This account summary is provided for informational purposes and includes
assets at different entities.
(1) Assets held at JPMorgan Chase Bank, N.A., member Federal Deposit
Insurance Corporation ("FDIC"), except for exchangelisted
options, which are held at JPMorgan Clearing Corporation ("JPMCC"). The
Asset Account Statement reflects brokerage
transactions executed through J.P. Morgan Securities LLC ("JPMS"), see
"Portfolio Activity Detail". Equity securities, fixed income
securities, and listed options transactions are generally cleared through
JPMCC, a wholly owned subsidiary of JPMS. Please see
"Additional Information About Your Accounts" at the end of the Asset Account
Statement.
(2) Assets held in Margin Account at JPMCC, member Financial Regulatory
Authority ("FINRA") and Securities Insurance Protection
Corporation ("SIPC"). The Margin Account Statement reflects brokerage
transactions executed by JPMS, see "Portfolio Activity
Detail". Such transactions are cleared and carried through JPMCC.
Change
In Value
6,308,128.70
6,298.19
$6,314,426.89
Start on
Page
5
44
Client News
J.P. Morgan Securities Inc. (JPMSI) Net Capital and
Net Capital Requirements:
At June 30, 2010, JPMSI's net capital of $7.5 billion
exceeded the minimum regulatory net capital
EFTA01538740
requirement of $500 million by $7.0 billion.
At July 31, 2010, JPMSI's net capital of $8.2 billion
exceeded the minimum regulatory net capital
requirement of $500 million by $7.7 billion.
The J.P. Morgan Securities Inc. June 30, 2010
unaudited Statement of Financial Condition may be
obtained, at no cost, by accessing the following
JPMorgan Chase & Co. Web site address:
http://investor.shareholder.com/jpmorganchase/financialcondition.cfm
Additionally,
you may call the following toll-free phone
number to request a hard copy of the statement:
1-866-576-1300.Please note that on September 1, 2010,
JPMSI converted to a limited liability company and
changed its name to J.P. Morgan Securities LLC.
As per the enclosure in your monthly statement, your
account utilizes a High Cost methodology as standing
instructions for disposing of stocks
0000000409.00.0.20.00001.BELLE18.20101007
Page 1 of 52
EFTA01538741
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EFTA01538742
For the Period 9/1/10 to 9/30/10
Consolidated Summary
INVESTMENT ACCOUNTS
Asset Allocation
Equity
Cash & Short Term
Fixed Income
Options
Foreign Exchange Contracts
Other Assets
Market Value
Accruals
Market Value with Accruals
Beginning
Market Value
10,771,820.00
19,055,816.96
19,173,090.00
(1,111,925.83)
(124,986.59)
14,450,774.30
$62,214,588.84
339,093.61
$62,553,682.45
Ending
Market Value
11,687,350.00
27,449,756.64
22,009,116.00
(1,009,836.55)
101,278.12
8,047,492.02
$68,285,156.23
582,953.11
$68,868,109.34
Change
In Value
915,530.00
8,393,939.68
2,836,026.00
102,089.28
226,264.71
(6,403,282.28)
$6,070,567.39
243,859.50
$6,314,426.89
Estimated
760,270.00
280,948.28
1,364,000.00
Current
EFTA01538743
Annual Income Allocation
17%
37%
32%
1%
1%
12%
$2,405,218.28
100%
Equity
Fixed
Income
Foreign Exchange
Contracts
Other
Assets
Asset Allocation
Cash &
Short Term
This Consolidated Summary shows all of your investments at J.P. Morgan other
than investments we hold in trust for you. These investments may be held in
custody or investment
management account at JPMorgan Chase Bank, N.A. (the "Bank") or in a
brokerage or margin account at J.P. Morgan Clearing Corp. ("JPMCC").
Brokerage and margin accounts are
non-discretionary and all investment decisions are made by the client. J.P.
Morgan Securities LLC ("JPMS") does not provide advice on asset allocation
or investment management
services, nor do its personnel take discretion over any client accounts.
Such advice and services are provided exclusively by the Bank.
Page 2 of 52
EFTA01538744
For the Period 9/1/10 to 9/30/10
Consolidated Summary
Portfolio Activity
Net Contributions/Withdrawals
Beginning Market Value
Income & Distributions
Change in Investment Value
Ending Market Value
Accruals
Market Value with Accruals
CONTINUED
Current
Period Value
62,214,588.84
17,500.00
1,072,892.14
4,980,175.25
$68,285,156.23
582,953.11
$68,868,109.34
Year-to-Date
Value
0.00
67,847,792.38
960,027.91
(522,664.06)
$68,285,156.23
582,953.11
$68,868,109.34
Page 3 of 52
EFTA01538745
For the Period 9/1/10 to 9/30/10
Consolidated Summary
INVESTMENT ACCOUNT(S) YEAR-TO-DATE
Portfolio Activity
FINANCIAL TRUST COMPANY INC
FINANCIAL TRUST COMPANY INC
Total Value
Tax Summary
FINANCIAL TRUST COMPANY INC
FINANCIAL TRUST COMPANY INC
Total Value
Account
Number
W23560001
24200686
$960,027.91
'Unrealized Gain/Loss represents data from the time of account inception to
the current statement period.
Account
Number
W23560001
24200686
CONTINUED
Beginning
Market Value
0.00
0.00
$0.00
Taxable
Income
960,027.91
Net Contributions/
Withdrawals
67,710,786.38
137,006.00
$67,847,792.38
Tax-Exempt
Income
Other Income
& Receipts
Income &
Distributions
960,027.91
$960,027.91
Change in
Investment Value
(445,570.07)
(77,093.99)
($522,664.06)
Realized Gain/Loss
Short-term
EFTA01538746
(3,115,669.64)
(83,392.18)
($3,199,061.82)
Long-term
Ending Market Value
with Accruals
68,808,197.33
59,912.01
$68,868,109.34
Unrealized
Gain/Loss,
629,023.35
6,298.19
$635,321.54
Page 4 of 52
EFTA01538747
THIS PAGE INTENTIONALLY LEFT BLANK
EFTA01538748
JPMorgan Chase Bank, N.A.
270 Park Avenue, New York, NY 10017-2014
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/10 to 9/30/10
Asset Account
J.P. Morgan Team
Paul Morris
Jeffrey Matusow
Janet Young
William Doherty III
Banker
Investment Specialist
Client Service Team
Client Service Team
212-464-0701
(212) 622-7053
800/634-1318
Table of Contents
Account Summary
Holdings
Equity
Cash and Short Term
Fixed Income
Options
Foreign Exchange Contracts
Other Assets
Portfolio Activity
Online access
www.MorganOnline.com
Page
2
4
7
9
11
15
17
20
Account W23560001 Page 1 of 39
Page 5 of 52
EFTA01538749
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/10 to 9/30/10
Account Summary
Asset Allocation
Equity
Cash & Short Term
Fixed Income
Options
Foreign Exchange Contracts
Other Assets
Market Value
Accruals
Market Value with Accruals
Beginning
Ending
Market Value
10,771,820.00
19,002,203.14
19,173,090.00
(1,111,925.83)
(124,986.59)
14,450,774.30
$62,160,975.02
339,093.61
$62,500,068.63
Market Value
11,687,350.00
27,292,194.63
22,009,116.00
(912,186.55)
101,278.12
8,047,492.02
$68,225,244.22
582,953.11
$68,808,197.33
Current
Portfolio Activity
Beginning Market Value
Contributions
Withdrawals & Fees
Securities Transferred Out
Net Contributions/Withdrawals
Income & Distributions
Change In Investment Value
Ending Market Value
Accruals
Market Value with Accruals
$17,500.00
1,072,892.14
4,973,877.06
$68,225,244.22
EFTA01538750
582,953.11
$68,808,197.33
Period Value
62,160,975.02
17,500.00
Change
In Value
915,530.00
8,289,991.49
2,836,026.00
199,739.28
226,264.71
(6,403,282.28)
$6,064,269.20
243,859.50
$6,308,128.70
Year-to-Date
Value
0.00
76,555,833.97
(8,540,037.59)
(305,010.00)
$67,710,786.38
960,027.91
(445,570.07)
$68,225,244.22
582,953.11
$68,808,197.33
Equity
Estimated
760,270.00
280,948.28
1,364,000.00
Current
Annual Income Allocation
17%
37%
32%
1%
1%
12%
$2,405,218.28
100%
Fixed
Income
Foreign Exchange
Contracts
Options
Other
Assets
Asset Allocation
EFTA01538751
Cash &
Short Term
Account W23560001 Page 2 of 39
Page 6 of 52
EFTA01538752
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/10 to 9/30/10
Account Summary
Tax Summary
Domestic Dividends/Distributions
Currency Gain/Loss
Interest Income
Ordinary Income
Taxable Income
CONTINUED
Current
Period Value
749,357.13
275,764.26
47,770.75
$1,072,892.14
Year-to-Date
Value
18,800.00
(8,549.48)
902,006.64
47,770.75
$960,027.91
Unrealized Gain/Loss
To-Date Value
$629,023.35
ST Realized Gain/Loss
Realized Gain/Loss
Current
Period Value
(162,900.62)
($162,900.62)
Year-to-Date
Value
(3,115,669.64)
($3,115,669.64)
Cost Summary
Equity
Cost
Cash & Short Term
Fixed Income
Options
Other Assets
Total
11,369,439.00
27,101,194.63
21,818,956.00
(64,099.98)
7,650,165.00
$67,875,654.65
Account W23560001 Page 3 of 39
EFTA01538753
Page 7 of 52
EFTA01538754
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/10 to 9/30/10
Equity Summary
Asset Categories
US Large Cap
US Mid Cap/Small Cap
Non US Equity
Preferred Stocks
Total Value
Market Value/Cost
Market Value
Tax Cost
Unrealized Gain/Loss
Estimated Annual Income
Accrued Dividends
Yield
Beginning
Market Value
0.00
671,820.00
0.00
10,100,000.00
$10,771,820.00
Ending
Market Value
0.00
777,350.00
0.00
10,910,000.00
$11,687,350.00
Current
Period Value
11,687,350.00
11,369,439.00
317,911.00
760,270.00
176,500.00
6.51%
Preferred Stocks
Change
In Value
0.00
105,530.00
0.00
810,000.00
$915,530.00
1%
16%
17%
Current
Allocation
EFTA01538755
Equity
Asset Categories
US Mid Cap/Small Cap
Account W23560001 Page 4 of 39
Page 8 of 52
EFTA01538756
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/10 to 9/30/10
Note:
P indicates position adjusted for Pending Trade Activity.
Equity Detail
Estimated
Quantity
US Large Cap
P VERISK ANALYTICS INC
CLASS A
92345Y-10-6 VRSK
P
P
US Mid Cap/Small Cap
AMYRIS INC
03236M-10-1 AMRS
APOLLO COMMERCIAL REAL ESTATE
FINANCE INC
03762U-10-5 ARI
DEUTSCHE BK AG LDN BRH
DBL LONG ETN38
25154H-55-8 DAG
P
ENTROPIC COMMUNICATIONS INC
SOLAR CAPITAL LTD
Total US Mid Cap/Small Cap
29384R-10-5 ENTR
13,000.000
83413U-10-0 SLRC
63,000.000
$777,350.00
$639,439.00
$137,911.00
21.45
278,850.00
286,910.00
(8,060.00)
31,200.00
7,800.00
$31,200.00
$9,000.00
11.19%
4.01%
9.60
N/A
50,000.000
9.97
498,500.00
352,529.00
145,971.00
16.07
EFTA01538757
N/A
1,200.00
9.96%
28.01
N/A
Price
Market
Value
Tax Cost
Adjusted
Original
Unrealized
Gain/Loss
Annual Income
Accrued
Dividends
Yield
17.25
N/A
Account W23560001 Page 5 of 39
Page 9 of 52
EFTA01538758
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/10 to 9/30/10
Estimated
Quantity
Non US Equity
P ELSTER GROUP SE
290348-10-1 ELT
Preferred Stocks
P CITIGROUP CAPITAL XIII
7 7/8% PFD
173080-20-1 C NA /BA1
3PM CHASE CAPITAL XXIX
6.7% PFD
48125E-20-7 3PM PC
Total Preferred Stocks
430,000.000
$10,910,000.00
$10,730,000.00
$180,000.00
30,000.000
400,000.000
25.00
25.40
750,000.00
10,160,000.00
750,000.00
9,980,000.00
180,000.00
59,070.00
670,000.00
167,500.00
$729,070.00
$167,500.00
7.88%
6.59%
6.68%
Price
Market
Value
Tax Cost
Adjusted
Original
Unrealized
Gain/Loss
Annual Income
Accrued
Dividends
Yield
13.00
N/A
Account W23560001 Page 6 of 39
EFTA01538759
Page 10 of 52
EFTA01538760
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/10 to 9/30/10
Cash & Short Term Summary
Beginning
Asset Categories
Cash
Short Term
Total Value
Market Value/Cost
Market Value
Tax Cost
Unrealized Gain/Loss
Estimated Annual Income
Accrued Interest
Yield
SUMMARY BY MATURITY
Short Term
6-12 months
15,191,000.00
Market
Value
Market Value
8,825,353.14
10,176,850.00
$19,002,203.14
Ending
Market Value
12,101,194.63
15,191,000.00
$27,292,194.63
Current
Period Value
27,292,194.63
27,101,194.63
191,000.00
280,948.28
12,549.31
0.13%
SUMMARY BY TYPE
Short Term
Corporate Bonds
Market
Value
15,191,000.00
% of Bond
Portfolio
100%
Cash
Change
In Value
3,275,841.49
EFTA01538761
5,014,150.00
$8,289,991.49
Current
Allocation
17%
20%
37%
Asset Categories
Cash &
Short Term
Short Term
Account W23560001 Page 7 of 39
Page 11 of 52
EFTA01538762
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/10 to 9/30/10
Note:
This is the Annual Percentage Yield (APY) which is the rate earned if
balances remain on deposit for a full year with compounding, there is no
change in the interest rate and all interest
is left in the account.
Cash & Short Term Detail
Quantity
Cash
CANADIAN DOLLAR
COST OF PENDING PURCHASES
PROCEEDS FROM PENDING SALES
US DOLLAR
Total Cash
Short Term
FORD MOTOR CREDIT CO LLC
FLOATING RATE NOTE JUN 15 2011
DTD 03/15/2007
345397-VF-7 B+ /BA3
JPM HARRAHS 14M CLN 09/20/11
INITIAL RATE 7.0% CPN
WHERE MAX RATE IS 7.0% PER ANNUM
DD 7/7/10
4662A0-2C-4
Total Short Term
15,000,000.00
$15,191,000.00
$15,000,000.00
$191,000.00
$277,109.50
$12,315.00
Account W23560001 Page 8 of 39
Page 12 of 52
0.22%
10,000,000.00
100.66
10,066,000.00
10,000,000.00
66,000.00
5,000,000.00
102.50
5,125,000.00
5,000,000.00
125,000.00
277,109.50
12,315.00
1.96%
0.01
(1,076,700.00 )
EFTA01538763
381,946.40
12,795,948.22
0.97
1.00
1.00
1.00
0.01
(1,076,700.00)
381,946.40
12,795,948.22
$12,101,194.63
0.01
(1,076,700.00)
381,946.40
12,795,948.22
$12,101,194.63
$0.00
3,838.78
234.31
$3,838.78
$234.31
0.03%
0.03%
Price
Market
Value
Tax Cost
Adjusted
Original
Estimated
Unrealized
Gain/Loss
Annual Income
Accrued Interest
Yield
EFTA01538764
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/10 to 9/30/10
Fixed Income Summary
Asset Categories
US Fixed Income - Taxable
Non-US Fixed Income
Total Value
Market Value/Cost
Market Value
Tax Cost
Unrealized Gain/Loss
Estimated Annual Income
Accrued Interest
Yield
SUMMARY BY MATURITY
Fixed Income
Less than 5 years,
5-10 years,
10+ years,
Total Value
1
Market
Value
8,815,366.00
9,818,750.00
3,375,000.00
$22,009,116.00
% of Bond
Portfolio
40%
45%
15%
100%
The years indicate the number of years until the bond is scheduled to mature
based on the statement end date. Some bonds may be called, or paid in full,
before their stated maturity.
Account W23560001 Page 9 of 39
Page 13 of 52
Beginning
Market Value
16,060,590.00
3,112,500.00
$19,173,090.00
Ending
Market Value
22,009,116.00
0.00
$22,009,116.00
Current
Period Value
22,009,116.00
EFTA01538765
21,818,956.00
190,160.00
1,364,000.00
393,903.80
5.73%
SUMMARY BY TYPE
Fixed Income
Corporate Bonds
Market
Value
22,009,116.00
% of Bond
Portfolio
100%
Change
In Value
5,948,526.00
(3,112,500.00)
$2,836,026.00
Current
Allocation
32%
32%
Asset Categories
Fixed
Income
EFTA01538766
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/10 to 9/30/10
Fixed Income Detail
Quantity
US Fixed Income - Taxable
FELCOR LODGING LP
10% OCT 01 2014
DTD 10/01/2009
31430Q-BA-4 B- /B2
FORD MOTOR CREDIT CO LLC
SR NOTES 7% APR 15 2015
DTD 04/09/2010
345397-VN-0 B+ /BA3
CIT GROUP INC
7% MAY 01 2016
DTD 11/04/2009
125581-FW-3 B+ /B3
CIT GROUP INC
7% MAY 01 2017
DTD 11/04/2009
125581-FX-1 B+ /B3
GENERAL MOTORS CORP
NOTES 8 3/8% JUL 15 2033
DTD 07/03/2003
IN DEFAULT
370442-BT-1 NR /WR
Total US Fixed Income - Taxable
28,200,000.000
$22,009,116.00
$21,818,956.00
$190,160.00
$1,364,000.00
$393,903.80
Account W23560001 Page 10 of 39
Page 14 of 52
5.73%
10,000,000.000
33.75
3,375,000.00
3,800,000.00
(425,000.00)
5,000,000.000
97.88
4,893,750.00
4,612,500.00
281,250.00
350,000.00
20,415.00
7.41%
5,000,000.000
98.50
EFTA01538767
4,925,000.00
4,725,000.00
200,000.00
350,000.00
49,580.00
7.33%
5,200,000.000
106.86
5,556,616.00
5,523,956.00
32,660.00
364,000.00
173,908.80
5.28%
Price
Market
Value
Tax Cost
Adjusted
Original
Estimated
Unrealized
Gain/Loss
Annual Income
Accrued Interest
Yield
3,000,000.000
108.63
3,258,750.00
3,157,500.00
101,250.00
300,000.00
150,000.00
7.47%
EFTA01538768
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/10 to 9/30/10
Options Summary
Asset Categories
Foreign Exchange
Other
Total Value
Market Value/Cost
Market Value
Premium
Unrealized Gain/Loss
Beginning
Market Value
(958,700.55)
(153,225.28)
($1,111,925.83 )
Ending
Market Value
(1,151,882.19)
239,695.64
($912,186.55)
Current
Period Value
(912,186.55)
(64,099.98)
(848,086.57)
Change
In Value
(193,181.64)
392,920.92
$199,739.28
Current
Allocation
Options
1%
1%
Asset Categories
Account W23560001 Page 11 of 39
Page 15 of 52
EFTA01538769
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/10 to 9/30/10
Options Detail
Quantity
Foreign Exchange
HUF PUT EUR CALL
FX EUROPEAN STYLE OPTION
NOV 10, 2010 @ 297.5
XHUFPA-AT-Z EUR
JPY CALL USD PUT
FX EUROPEAN STYLE OPTION
MAY 11, 2011 @ 93.5
XJPYCA-NE-Z
JPY PUT USD CALL
FX EUROPEAN STYLE OPTION
MAY 11, 2011 @ 93.5
XJPYPA-SQ-Z
Total Foreign Exchange
Other
DJUBCN3T CALL OPTION
USD PUT OPTION
STRIKE 70.5053
EXPIRES 12/21/2010
PART OF COLLAR REF 6018672
OTCEQC-ZX-F
(2,500,000.000 )
0.04
(103,161.77)
(125,750.00)
22,588.23
(1,487,500,000.000 )
($1,151,882.19)
($64,099.98)
($1,087,782.21)
935,000,000.000
0.01
51,629.47
470,000.00
(418,370.53)
(935,000,000.000 )
0.13
(1,186,654.50)
(470,000.00)
(716,654.50)
Price
Market
Value
Premium
Unrealized
Gain/Loss
(1,487,500,000.000 )
EFTA01538770
(16,857.16)
(64,099.98)
47,242.82
Account W23560001 Page 12 of 39
Page 16 of 52
EFTA01538771
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/10 to 9/30/10
Quantity
Other
DJUBCN3T PUT OPTION
USD CALL OPTION
STRIKE 70.0530
EXPIRES 12/21/2010
PART OF COLLAR REF 6018672
OTCEQP-ZX-F
WTI CALL OPTION
USD PUT OPTION
STRIKE 90.00
EXPIRES 12/15/2010
100,000 BARRELS
OTCBDC-GW-X
WTI CALL OPTION
USD PUT OPTION
STRIKE 100.00
EXPIRES 05/17/2011
100,000 BARRELS
OTCBDC-GW-Y
WTI PUT OPTION
USD CALL OPTION
STRIKE 65.50
EXPIRES 12/15/2010
100,000 BARRELS
OTCBDP-EX-K
(10.000)
5,243.46
(52,434.61)
(400,000.00)
347,565.39
10.000
30,295.03
302,950.25
450,000.00
(147,049.75)
10.000
15,162.51
151,625.11
400,000.00
(248,374.89)
2,500,000.000
0.05
132,457.93
125,750.00
6,707.93
Price
Market
Value
EFTA01538772
Premium
Unrealized
Gain/Loss
Account W23560001 Page 13 of 39
Page 17 of 52
EFTA01538773
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/10 to 9/30/10
Quantity
Other
WTI PUT OPTION
USD CALL OPTION
STRIKE 63.00
EXPIRES 05/17/2011
100,000 BARRELS
OTCBDP-EX-L
Total Other
$239,695.64
$0.00
$239,695.64
(10.000)
19,174.13
(191,741.27)
(450,000.00)
258,258.73
Price
Market
Value
Premium
Unrealized
Gain/Loss
Account W23560001 Page 14 of 39
Page 18 of 52
EFTA01538774
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/10 to 9/30/10
Foreign Exchange Contracts Summary
NET CURRENCY EXPOSURE SUMMARY
Value
EURO CURRENCY
HUNGARIAN FORINT
INDIAN RUPEE
US DOLLAR
in Currency
5,000,000.00
(1,416,500,000.00 )
457,000,000.00
(9,893,424.71)
Foreign Exchange Contracts Detail
Market Value
Receivable
Trade Date
Speculative
EURO CURRENCY
INDIAN RUPEE
INDIAN RUPEE
US DOLLAR
US DOLLAR
HUNGARIAN FORINT
Aug. 6 10
Nov. 10 10
Apr. 16 10
Oct. 20 10
Jul. 20 10
Oct. 22 10
EUR
INR
USD
INR
USD
5,000,000.00
HUF (1,416,500,000.00 )
446,500,000.00
(10,000,000.00)
457,000,000.00
(9,574,690.97)
283.300000
44.650000
47.730000
277.859111
45.104074
45.120984
6,823,915.51
6,957,537.78
9,899,327.38
EFTA01538775
10,000,000.00
10,128,325.10
9,574,690.97
(133,622.27)
(100,672.62)
553,634.13
Currency
Settlement Date Counter Currency
Amount
Counter Amount
Contract
Rate
Current Market
Forward Rate
Market Value
Payable
Unrealized
Gain/Loss
Account W23560001 Page 15 of 39
Page 19 of 52
EFTA01538776
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/10 to 9/30/10
Market Value
Receivable
Trade Date
Speculative
INDIAN RUPEE
Total Speculative
US DOLLAR
May. 6 10
Oct. 20 10
INR
USD
(446,500,000.00 )
9,681,266.26
46.120000
45.104074
9,681,266.26
9,899,327.38
$36,532,834.25
$36,431,556.13
(218,061.12)
$101,278.12
Currency
Settlement Date Counter Currency
Amount
Counter Amount
Contract
Rate
Current Market
Forward Rate
Market Value
Payable
Unrealized
Gain/Loss
Account W23560001 Page 16 of 39
Page 20 of 52
EFTA01538777
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/10 to 9/30/10
Other Assets Summary
Asset Categories
Swaps
Structured Investments
Other
Total Value
Market Value/Cost
Estimated Value
Tax Cost
Estimated Gain/Loss
Beginning
Estimated Value
(3,242,295.34)
7,693,069.64
10,000,000.00
$14,450,774.30
Ending
Estimated Value
(380,711.90)
8,428,203.92
0.00
$8,047,492.02
Current
Period Value
8,047,492.02
7,650,165.00
778,038.92
Change
In Value
2,861,583.44
735,134.28
(10,000,000.00)
($6,403,282.28 )
Current
Allocation
12%
12%
Other
Assets
Asset Categories
Account W23560001 Page 17 of 39
Page 21 of 52
EFTA01538778
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/10 to 9/30/10
Other Assets Detail
Cost
Quantity
Swaps
LONG TOTAL RETURN SWAP
4,775,970.00 USD NOTIONAL
GOLDMAN SACHS GRP INC
MAT APR 29 2011 DEAL 5508960
N/O Client
SWPBDE-TJ-3
LONG TOTAL RETURN SWAP
3,208,420 USD NOTIONAL
GOLDMAN SACHS GRP INC
MAT APRIL 28 2011 DEAL 5499085
N/O Client
SWPBDE-WG-5
SXSE DIVIDEND SWAP
FIXED STRIKE EUR 112.10
NUMBER OF BASKET 89,206
MAT DEC 16 2011 DEAL 4444220
N/O Client
SWPBDE-PR-9 EUR
SXSE DIVIDEND SWAP
FIXED STRIKE EUR 113.30
NUMBER OF BASKET 88,261
MAT DEC 21 2012 DEAL 4444219
N/O Client
SWPBDE-PS-7 EUR
88,261.000
5.18
(456,943.89)
N/A
89,206.000
2.50
222,898.32
N/A
20,000.000
16.13
(322,640.85)
N/A
30,000.000
14.87
(446,006.83)
N/A
Price
Estimated
Value
Adjusted
Original
EFTA01538779
Estimated
Gain/Loss
Accruals
Account W23560001 Page 18 of 39
Page 22 of 52
EFTA01538780
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/10 to 9/30/10
Cost
Quantity
Swaps
SX5E DIVIDEND SWAP
FIXED STRIKE EUR 100.00
NUMBER OF BASKET 50,000
MAT DEC 21 2012 DEAL 4458593
N/O Client
SWPBDE-WW-0 EUR
Total Swaps
Structured Investments
3PM CORN DLY LIQUIDITY NT 07/25/13
LNKD TO DJUBCN3T
07/22/10
48124A-WK-9
3PM PUT SPREAD WARRANT W ZO 12/03/10
STRIKE LEVEL -$6.00/BUSHEL, $27.50
INITIAL LEVEL -08/13/10 W ZO:734.25
48121C-32-0
MS MARKET PLUS SPX 01/27/12
(70% CONTIN BARRIER-6.5%CPN
,UNCAPPED)
INITIAL LEVEL-07/14/10 SPX:1094.91
617482-MQ-4
Total Structured Investments
7,505,006.000
$8,428,203.92
$7,650,165.00
$778,038.92
5,000,000.000
104.35
5,217,250.00
5,000,000.00
217,250.00
5,006.000
1,732.00
86,703.92
137,665.00
(50,961.08)
2,500,000.000
124.97
3,124,250.00
2,512,500.00
611,750.00
($380,711.90)
$0.00
$0.00
50,000.000
12.44
EFTA01538781
621,981.35
N/A
Price
Estimated
Value
Adjusted
Original
Estimated
Gain/Loss
Accruals
Account W23560001 Page 19 of 39
Page 23 of 52
EFTA01538782
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/10 to 9/30/10
Portfolio Activity Summary - U S Dollar
Beginning Cash Balance
Current
Transactions
Income
INFLOWS
Contributions
Foreign Exchange - Inflows
Total Inflows
OUTFLOWS
Withdrawals
Foreign Exchange - Outflows
Total Outflows
TRADE ACTIVITY
Settled Sales/Maturities/Redemptions
Settled Securities Purchased
Total Trade Activity
Ending Cash Balance
10,275,418.73
(6,836,545.00)
$3,438,873.73
$12,795,948.22
* Year to date information is calculated on a calendar year basis.
38,512,597.96
(94,318,303.25)
($55,805,705.29)
-(4,899,013.62)
($4,899,013.62)
275,764.26
17,500.00
5,137,470.72
$5,430,734.98
920,806.64
76,555,833.96
41,108,312.26
$118,584,952.86
(8,540,037.59)
(41,443,261.76)
($49,983,299.35)
Period
Value
8,825,353.13
Year-To-Date
Value*
-Account
W23560001 Page 20 of 39
Page 24 of 52
EFTA01538783
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/10 to 9/30/10
Portfolio Activity Detail - U S Dollar
INFLOWS & OUTFLOWS
Settlement
Date
9/1
Type
Interest Income
Description
DEPOSIT SWEEP INTEREST FOR AUG. @
.03% RATE ON NET AVG COLLECTED
BALANCE OF $13,673,845.60
AS OF 09/01/10
9/3
Spot FX
SPOT CURRENCY TRANSACTION - SELL
BUY USD SELL EUR
EXCHANGE RATE 1.280400000
DEAL 09/01/10 VALUE 09/03/10
9/10
9/15
9/20
9/20
9/20
Corporate Interest
Corporate Interest
Accrued Interest Paid
Accrued Interest Received
Corporate Interest
CIT GROUP INC
7% MAY 01 2017
DTD 11/04/2009
FORD MOTOR CREDIT CO LLC
FLOATING RATE NOTE JUN 15 2011
DTD 03/15/2007
FORD MOTOR CREDIT CO LLC
SR NOTES 7% APR 15 2015
DTD 04/09/2010
FORD MOTOR CREDIT CO
7 3/8% FEB 1 2011
DTD 1/30/2001
JPM HARRAHS 14M CLN 09/20/11
INITIAL RATE 7.0% CPN
WHERE MAX RATE IS 7.0% PER ANNUM
DD 7/7/10
10,000,000.000
0.012
118,904.11
5,000,000.000
0.01
EFTA01538784
50,190.97
5,000,000.000
0.031
(156,527.78)
5,000,000.000
0.015
73,945.77
5,000,000.000
0.018
87,500.00
(50,000.000)
(64,099.98)
64,020.00
Quantity
Cost
Per Unit
Amount
Amount
348.41
Account W23560001 Page 21 of 39
Page 25 of 52
EFTA01538785
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/10 to 9/30/10
INFLOWS & OUTFLOWS
Settlement
Date
9/27
Type
Forward FX Contract
Description
SETTLE FORWARD CURRENCY CONTRACT
BUY CAD SELL USD
CONTRACT RATE : 1.064500000
TRADE 8/25/10 VALUE 9/27/10
9/27
Spot FX
SPOT CURRENCY TRANSACTION - SELL
BUY USD SELL CAD
EXCHANGE RATE 1.027900000
DEAL 09/24/10 VALUE 09/27/10
9/27
Accrued Interest Received
PETROLEOS DE VENEZUELA S
4.9% OCT 28 2014
DTD 10/28/2009
HELD BY EUROCLEAR
9/29
Misc. Receipt
ISIN:XS0460546442 SEDOL:B5B82G7
LONG TOTAL RETURN SWAP
3,208,420 USD NOTIONAL
GOLDMAN SACHS GRP INC
MAT APRIL 28 2011 DEAL 5499085
SWAP RESET PAYMENT
9/29
Misc. Receipt
LONG TOTAL RETURN SWAP
4,775,970.00 USD NOTIONAL
GOLDMAN SACHS GRP INC
MAT APR 29 2011 DEAL 5508960
SWAP RESET PAYMENT
Total Inflows & Outflows
$531,721.36
10,500.00
7,000.00
5,000,000.000
0.02
101,402.78
(5,215,000.000 )
(5,079,628.16)
5,073,450.72
Quantity
EFTA01538786
Cost
Per Unit
Amount
5,215,000.000
5,079,628.16
Amount
(4,899,013.62)
Account W23560001 Page 22 of 39
Page 26 of 52
EFTA01538787
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/10 to 9/30/10
TRADE ACTIVITY
Note:
Trade
Date
9/8
Settlement
Date
9/13
S indicates Short Term Realized Gain/Loss
0 indicates Ordinary Income Realized Gain
C indicates Currency Gain/Loss
Type
Settled Sales/Maturities/Redemptions
Sale
Description
EXTERRAN PARTNERS LP
COMMON UNITS
@ 21.5304
BROKERAGE
TAX &/OR SEC
9/8
9/13
Sale
INERGY L P
@ 35.71022
BROKERAGE
TAX &/OR SEC
9/9
9/15
Sale
NISOURCE INC
@ 17.02
BROKERAGE
TAX &/OR SEC
9/15
9/20
Sale
53,826.00
125.00
.91
J.P. MORGAN SECURITIES LLC
TRADE DATE 09/08/10
(4,500.000)
160,695.99
225.00
2.72
J.P. MORGAN SECURITIES LLC
TRADE DATE 09/08/10
(4,500.000)
EFTA01538788
76,590.00
225.00
1.30
J.P. MORGAN SECURITIES LLC
TRADE DATE 09/09/10
FORD MOTOR CREDIT CO
7 3/8% FEB 1 2011
DTD 1/30/2001
@ 101.65
JP MORGAN SECURITIES LLC (BIDL)
TRADE DATE 09/15/10
Account W23560001 Page 23 of 39
Page 27 of 52
(5,000,000.000 )
101.70
5,082,500.00
(5,142,500.00)
(60,000.00) S
16.97
76,363.70
(74,250.00)
2,113.70 S
35.66
160,468.27
(160,200.00)
268.27 S
Quantity
(2,500.000)
Per Unit
Amount
21.48
Proceeds
53,700.09
Tax Cost
(54,000.00)
Realized
Gain/Loss
(299.91) S
EFTA01538789
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/10 to 9/30/10
Trade
Date
9/16
Settlement
Date
9/21
Type
Settled Sales/Maturities/Redemptions
Sale
Description
WORLD FUEL SERVICE CORP
@ 25.248
88,368.00
BROKERAGE
TAX &/OR SEC
9/16
9/22
Sale
DIGITALGLOBE INC
@ 30.70155
BROKERAGE
TAX &/OR SEC
9/17
9/22
Sale
175.00
1.50
J.P. MORGAN SECURITIES LLC
TRADE DATE 09/16/10
(4,500.000)
138,156.98
225.00
2.34
J.P. MORGAN SECURITIES LLC
TRADE DATE 09/16/10
UIL HOLDINGS CORP
@ 26.5154
BROKERAGE
TAX &/OR SEC
9/21
9/23
Option Buyback
AUD CALL USD PUT
FX EUROPEAN STYLE OPTION
SEP 21, 2010 @ .94
REPURCHASE OF WRITTEN FX OPTION
TRADE DATE 09/21/10
9/21
9/23
EFTA01538790
Sell Option
AUD CALL USD PUT
FX EUROPEAN STYLE OPTION
SEP 21, 2010 @ .8825
RESALE OF PURCHASED FX OPTION
TRADE DATE 09/21/10
(10,000,000.000 )
0.066
660,000.00
(220,337.49)
439,662.51 C
(6,000.000)
159,092.40
300.00
2.69
J.P. MORGAN SECURITIES LLC
TRADE DATE 09/17/10
10,000,000.000
0.009
(85,000.00)
35,254.00
(49,746.00) C
26.465
158,789.71
(154,500.00)
4,289.71 S
30.651
137,929.64
(136,125.00)
1,804.64 S
Quantity
(3,500.000)
Per Unit
Amount
25.198
Proceeds
88,191.50
Tax Cost
(87,500.00)
Realized
Gain/Loss
691.50 S
Account W23560001 Page 24 of 39
Page 28 of 52
EFTA01538791
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/10 to 9/30/10
Trade
Date
9/22
Settlement
Date
9/27
Type
Settled Sales/Maturities/Redemptions
Sale
Description
PETROLEOS DE VENEZUELA S
4.9% OCT 28 2014
DTD 10/28/2009
HELD BY EUROCLEAR
9/21
9/27
Sale
ISIN:XS0460546442 SEDOL:85882G7
HEALTH CARE REIT INC
@ 47.13606
BROKERAGE
TAX &/OR SEC
9/23
9/28
Sale
141,408.18
150.00
2.39
J.P. MORGAN SECURITIES LLC
TRADE DATE 09/21/10
ASPEN TECHNOLOGY INC
@ 9.75
BROKERAGE
TAX &/OR SEC
9/23
9/28
Sale
REALTY INCOME CORP
@ 32.9909
BROKERAGE
TAX &/OR SEC
9/23
9/28
Sale
(6,000.000)
58,500.00
300.00
.99
J.P. MORGAN SECURITIES LLC
EFTA01538792
TRADE DATE 09/23/10
(7,000.000)
230,936.30
350.00
3.91
J.P. MORGAN SECURITIES LLC
TRADE DATE 09/23/10
WILLIAMS PARTNERS LP
@ 42.25833
BROKERAGE
TAX &/OR SEC
(3,000.000)
126,774.99
150.00
2.15
J.P. MORGAN SECURITIES LLC
TRADE DATE 09/23/10
Account W23560001 Page 25 of 39
Page 29 of 52
42.208
126,622.84
(127,200.00)
(577.16) S
32.94
230,582.39
(233,800.00)
(3,217.61) S
9.70
58,199.01
(54,000.00)
4,199.01 S
(3,000.000)
47.085
141,255.79
(137,250.00)
4,005.79 S
Quantity
(5,000,000.000 )
Per Unit
Amount
62.80
Proceeds
3,137,500.00
Tax Cost
(3,216,750.00)
Realized
Gain/Loss
(127,020.75) S
47,770.75 0
EFTA01538793
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/10 to 9/30/10
Trade
Date
9/24
Settlement
Date
9/29
Type
Settled Sales/Maturities/Redemptions
Sale
Description
PETROLEO BRASILEIRO SA PETROBRAS
SPONSORED A/D/R
@ 31.09
BROKERAGE
TAX &/OR SEC
Total Settled Sales/Maturities/Redemptions
248,720.00
400.00
4.21
J.P. MORGAN SECURITIES LLC
TRADE DATE 09/24/10
$10,275,418.73
($10,007,878.49)
($170,147.02) S
$389,916.51 C
$47,770.75 0
Trade
Date
Settlement
Date
9/13
Type
Settled Securities Purchased
9/8
Purchase
Description
EXTERRAN PARTNERS LP
COMMON UNITS
@ 21.60
J.P. MORGAN SECURITIES LLC
TRADE DATE 09/08/10
9/8
9/13
Purchase
INERGY L P
@ 35.60
J.P. MORGAN SECURITIES LLC
TRADE DATE 09/08/10
9/8
EFTA01538794
9/14
Purchase
NISOURCE INC
@ 16.50
J.P. MORGAN SECURITIES LLC
TRADE DATE 09/08/10
Account W23560001 Page 26 of 39
Page 30 of 52
4,500.000
16.50
(74,250.00)
4,500.000
35.60
(160,200.00)
Quantity
2,500.000
Per Unit
Amount
21.60
Quantity
(8,000.000)
Per Unit
Amount
31.039
Proceeds
248,315.79
Tax Cost
(244,720.00)
Realized
Gain/Loss
3,595.79 S
Market Cost
(54,000.00)
EFTA01538795
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/10 to 9/30/10
Trade
Date
Settlement
Date
9/20
Type
Settled Securities Purchased
9/15
Purchase
Description
FORD MOTOR CREDIT CO LLC
SR NOTES 7% APR 15 2015
DTD 04/09/2010
@ 106.50
JP MORGAN SECURITIES LLC (BIDL)
TRADE DATE 09/15/10
9/15
9/21
Purchase
DIGITALGLOBE INC
@ 30.25
J.P. MORGAN SECURITIES LLC
TRADE DATE 09/15/10
9/15
9/21
Purchase
WORLD FUEL SERVICE CORP
@ 25.00
J.P. MORGAN SECURITIES LLC
TRADE DATE 09/15/10
9/16
9/22
Purchase
APOLLO COMMERCIAL REAL ESTATE
FINANCE INC
@ 16.00
J.P. MORGAN SECURITIES LLC
TRADE DATE 09/16/10
9/16
9/22
Purchase
UIL HOLDINGS CORP
@ 25.75
J.P. MORGAN SECURITIES LLC
TRADE DATE 09/16/10
9/21
9/23
Purchase Option
DJUBCN3T PUT OPTION
EFTA01538796
USD CALL OPTION
STRIKE 70.0530
EXPIRES 12/21/2010
PART OF COLLAR REF 6018672
TRADE DATE 09/21/10
Account W23560001 Page 27 of 39
Page 31 of 52
2,500,000.000
0.05
(125,750.00)
6,000.000
25.75
(154,500.00)
3,000.000
16.00
(48,000.00)
3,500.000
25.00
(87,500.00)
4,500.000
30.25
(136,125.00)
Quantity
5,000,000.000
Per Unit
Amount
106.50
Market Cost
(5,325,000.00)
EFTA01538797
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/10 to 9/30/10
Trade
Date
Settlement
Date
9/23
Type
Settled Securities Purchased
9/21
Write Option
Description
DJUBCN3T CALL OPTION
USD PUT OPTION
STRIKE 70.5053
EXPIRES 12/21/2010
PART OF COLLAR REF 6018672
WRITTEN OTC CALL
TRADE DATE 09/21/10
9/21
9/24
Purchase
HEALTH CARE REIT INC
@ 45.75
J.P. MORGAN SECURITIES LLC
TRADE DATE 09/21/10
9/23
9/28
Purchase
ASPEN TECHNOLOGY INC
@ 9.00
J.P. MORGAN SECURITIES LLC
TRADE DATE 09/23/10
9/23
9/28
Purchase
REALTY INCOME CORP
@ 33.40
J.P. MORGAN SECURITIES LLC
TRADE DATE 09/23/10
9/23
9/28
Purchase
WILLIAMS PARTNERS LP
@ 42.40
J.P. MORGAN SECURITIES LLC
TRADE DATE 09/23/10
9/24
9/29
Purchase
PETROLEO BRASILEIRO SA PETROBRAS
EFTA01538798
SPONSORED A/D/R
@ 30.59
J.P. MORGAN SECURITIES LLC
TRADE DATE 09/24/10
Total Settled Securities Purchased
($6,836,545.00)
Account W23560001 Page 28 of 39
Page 32 of 52
8,000.000
30.59
(244,720.00)
3,000.000
42.40
(127,200.00)
7,000.000
33.40
(233,800.00)
6,000.000
9.00
(54,000.00)
3,000.000
45.75
(137,250.00)
Quantity
(2,500,000.000 )
Per Unit
Amount
0.05
Market Cost
125,750.00
EFTA01538799
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/10 to 9/30/10
Trade
Date
9/28
9/28
9/29
9/30
9/30
Estimated
Settlement
Date
10/1
10/1
10/4
10/5
10/5
Type
Pending Sales, Maturities, Redemptions
Sale
Sale
Sale
Sale
Sale
Description
AMYRIS INC
VERISK ANALYTICS INC
CLASS A
APOLLO COMMERCIAL REAL ESTATE
ELSTER GROUP SE
FINANCE INC
ENTROPIC COMMUNICATIONS INC
Total Pending Sales, Maturities, Redemptions
Trade
Date
Estimated
Settlement
Date
9/27
9/29
9/30
9/30
9/30
10/1
10/5
10/5
10/5
(5,000.000)
(6,000.000)
13.824
9.686
EFTA01538800
68,873.43
57,817.05
$381,946.40
(65,000.00)
(58,200.00)
($374,700.00)
3,873.43 S
(382.95) S
$7,246.40 S
Quantity
(2,500.000)
(6,000.000)
(3,000.000)
Per Unit
Amount
17.048
27.402
16.265
Proceeds
42,495.27
164,114.50
48,646.15
Tax Cost
(40,000.00)
(163,500.00)
(48,000.00)
Realized
Gain/Loss
2,495.27 S
614.50 S
646.15 S
Type
Description
Pending Securities Purchased
9/27
Purchase
Purchase
Purchase
Purchase
Purchase
Total Pending Securities Purchased
AMYRIS INC
VERISK ANALYTICS INC
CLASS A
ENTROPIC COMMUNICATIONS INC
ELSTER GROUP SE
CITIGROUP CAPITAL XIII
7 7/8% PFD
($1,076,700.00)
Account W23560001 Page 29 of 39
Page 33 of 52
EFTA01538801
Quantity
2,500.000
6,000.000
6,000.000
5,000.000
30,000.000
Per Unit
Amount
16.00
27.25
9.70
13.00
25.00
Market Cost
(40,000.00)
(163,500.00)
(58,200.00)
(65,000.00)
(750,000.00)
EFTA01538802
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/10 to 9/30/10
Portfolio Activity Summary - Australia Dollar
Beginning Cash Balance
US Dollar Value
Current
Transactions
Contributions
INFLOWS
0.01
Foreign Exchange - Inflows
Total Inflows
OUTFLOWS
Total Outflows
Foreign Exchange - Outflows
$0.00
TRADE ACTIVITY
Total Trade Activity
Settled Securities Purchased
$0.00
Ending Cash Balance
* Year to date information is calculated on a calendar year basis.
-$0.00
4,930,412.05
$4,930,412.06
(4,930,412.06)
($4,930,412.06)
0.01
$0.01
-0.00
0.00
0.00
-0.00
0.01
5,703,855.80
5,703,855.81
0.00
(5,703,855.81)
(5,703,855.81)
Period
Value
-Year-To-Date
Value*
-Local
Value
Current
Period Value
0.00
Year-To-Date
Value*
-Account
EFTA01538803
W23560001 Page 30 of 39
Page 34 of 52
EFTA01538804
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/10 to 9/30/10
Portfolio Activity Detail - Australia Dollar
TRADE ACTIVITY - Australia Dollar
Note:
Trade
Date
9/21
C indicates Currency Gain/Loss
Per Unit
Settlement
Date
9/21
Type
Settled Sales/Maturities/Redemptions
Expired Option
Description
AUD PUT USD CALL
FX EUROPEAN STYLE OPTION
SEP 21, 2010 @ .86
KI @ 0.83
EXPIRATION OF WRITTEN FX OPTION
Quantity
10,000,000.000
Amount USD
Local Value
Proceeds USD
Local Value
Tax Cost USD
Realized
Local Value Gain/Loss USD
185,083.50
210,000.00
185,083.50 C
Account W23560001 Page 31 of 39
Page 35 of 52
EFTA01538805
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/10 to 9/30/10
Portfolio Activity Summary - Canadian Dollar
Beginning Cash Balance
US Dollar Value
Current
Transactions
INFLOWS
Total Inflows
Foreign Exchange - Inflows
OUTFLOWS
Total Outflows
Period Value
-5,079,628.16
$5,079,628.16
Foreign
Exchange - Outflows
Ending Cash Balance
* Year to date information is calculated on a calendar year basis.
Portfolio Activity Detail - Canadian Dollar
INFLOWS & OUTFLOWS
Settlement
Date
9/27
Type
Forward FX Contract
Description
SETTLE FORWARD CURRENCY CONTRACT
BUY CAD SELL USD
CONTRACT RATE : 1.064500000
TRADE 8/25/10 VALUE 9/27/10
Quantity
(4,899,013.620 )
(5,073,450.72)
($5,073,450.72)
-Year-To-Date
Value*
-34,527,382.38
$34,527,382.38
(34,433,111.96)
($34,433,111.96)
-Local
Value
Current
Period Value
0.01
5,215,000.00
5,215,000.00
(5,215,000.00)
(5,215,000.00)
0.01
EFTA01538806
Year-To-Date
Value*
-36,091,892.66
36,091,892.66
(36,091,892.65)
(36,091,892.65)
-Per
Unit
Amount USD
Local Value
Amount USD
Local Value
5,079,628.16
5,215,000.00
Currency
Gain/Loss USD
180,614.54
Account W23560001 Page 32 of 39
Page 36 of 52
EFTA01538807
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/10 to 9/30/10
INFLOWS & OUTFLOWS
Per Unit
Settlement
Date
9/27
Type
Spot FX
Description
SPOT CURRENCY TRANSACTION - SELL
BUY USD SELL CAD
EXCHANGE RATE 1.027900000
DEAL 09/24/10 VALUE 09/27/10
Total Inflows & Outflows
$6,177.44
$174,437.10
Quantity
5,073,450.720
Amount USD
Local Value
Amount USD
Local Value
(5,073,450.72)
(5,215,000.00)
Currency
Gain/Loss USD
(6,177.44)
Account W23560001 Page 33 of 39
Page 37 of 52
EFTA01538808
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/10 to 9/30/10
Portfolio Activity Summary - Euro
Beginning Cash Balance
Current
Transactions
INFLOWS
Total Inflows
Foreign Exchange - Inflows
$0.00
OUTFLOWS
Total Outflows
Foreign Exchange - Outflows
TRADE ACTIVITY
Settled Sales/Maturities/Redemptions
Settled Securities Purchased
Total Trade Activity
Ending Cash Balance
* Year to date information is calculated on a calendar year basis.
64,099.98
$64,099.98
-(452,556.86)
80,824.48
($371,732.38)
-50,000.00
50,000.00
0.00
(348,250.00)
63,000.00
(285,250.00)
-(64,020.00)
($64,020.00)
Period
Value
-US
Dollar Value
Local Value
Year-To-Date
Value*
-692,303.92
$692,303.92
(321,856.00)
($321,856.00)
Current
Period
Value
0.00
Year-To-Date
Value*
-0.00
(50,000.00)
EFTA01538809
(50,000.00)
545,250.00
545,250.00
(260,000.00)
(260,000.00)
Account
W23560001 Page 34 of 39
Page 38 of 52
EFTA01538810
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/10 to 9/30/10
Portfolio Activity Detail - Euro
INFLOWS & OUTFLOWS
Settlement
Date
9/3
Type
Spot FX
Description
SPOT CURRENCY TRANSACTION - SELL
BUY USD SELL EUR
EXCHANGE RATE 1.280400000
DEAL 09/01/10 VALUE 09/03/10
Quantity
64,020.000
Per Unit
Amount USD
Local Value
Amount USD
Local Value
(64,020.00)
(50,000.00)
Currency
Gain/Loss USD
(79.98)
TRADE ACTIVITY Euro
Per Unit
Trade
Date
Settlement
Date
9/3
Type
Settled Securities Purchased
9/1
Write Option
Description
HUF PUT EUR CALL
FX EUROPEAN STYLE OPTION
NOV 10, 2010 @ 297.5
WRITTEN FX OPTION
PUT 1,487,500,000.00 HUF
CALL 5,000,000.00 EUR
TRADE DATE 09/01/10
Quantity
(1,487,500,000.000 )
1.00
Amount USD
Local Value
Market
EFTA01538811
Cost USD
Local Value
64,099.98
50,000.00
Currency
Gain/Loss USD
Account W23560001 Page 35 of 39
Page 39 of 52
EFTA01538812
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/10 to 9/30/10
Settled Foreign Exchange Contracts
Currency
Trade Date
Settle Date Counter Currency
Trade Related
EURO
U S DOLLAR
Speculative
CANADIAN DOLLAR
U S DOLLAR
CANADIAN DOLLAR
U S DOLLAR
Aug. 25 10
Sep. 27 10
Sep. 24 10
Sep. 27 10
CAD
USD
CAD
USD
5,215,000.00
(4,899,013.62)
(5,215,000.00)
5,073,450.72
1.064500
1.027900
1.026650
1.026650
(4,899,013.62)
5,073,450.72
5,079,628.16
(5,079,628.16)
180,614.54
(6,177.44)
Sep. 1 10
Sep. 3 10
EUR
USD
Amount
Counter Amount Contract Rate Revaluation Rate
(50,000.00)
64,020.00
1.280400
1.282000
Contracted Base
Amount USD
64,020.00
Revalued
Amount USD
EFTA01538813
(64,099.98)
Currency G/L
(79.98)
Account W23560001 Page 36 of 39
Page 40 of 52
EFTA01538814
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/10 to 9/30/10
In Case of Errors or Questions About Your Electronic Transfers.
Contact your J.P. Morgan Team at one of the telephone numbers on the front
of this statement or write us at 500 Stanton Christiana Road, 1/OPS, Newark,
DE 19713-2107 as soon as you can, if you
think your statement is wrong or if you need more information about a
transfer on the statement. We must hear from you no later than 60 days after
we sent you the FIRST statement on which the error
or problem appeared. (1) Tell us your name and account number. (2) Describe
the error or the transfer you are unsure about, and explain as clearly as
you can why you believe it is in error or why you
need more information. (3) tell us the dollar amount of the suspected error.
If you contact us orally, you must send us your complaint or question in
writing within 10 business days in order to preserve
your rights. We will investigate your complaint and will correct any error
promptly. If we take more than 10 business days to do this (20 days for
purchases using your debit card or for international
transactions), we will credit your account for the amount you think is in
error, so that you will have the use of money during the time it takes us to
complete our investigation.
In case of errors or questions about your statement, including your line of
credit.
If you think that your statement is incorrect or if you need more
information about a transaction on your statement including a line of credit
transaction, you must write to us on a separate sheet describing
the error and send it to: J.P. Morgan's Private Bank, 500 Stanton Christiana
Road, 1/OPS3, Newark, DE 19713-2107. We must hear from you no later than 60
days after the statement on which the
error or problem appeared is sent. You can contact your client service
specialist but doing so will not preserve your rights.
Please review your account statement and promptly report any inaccuracy or
discrepancy including possible unauthorized trading activity, unrecorded
dividend payments, and unaccounted cash
positions in writing to both the introducing broker, JPMS and the clearing
firm, JPMCC at the addresses shown on your statement. Any oral communication
should be re-confirmed in writing to further
protect your rights, including your rights under the Securities Investor
Protection Act (SIPA). If you have any questions please contact your JPMS
Account Representative or JPMS Compliance
Department at (212) 483-2323.
In your letter, please provide the following information: (1) your name and
account number; (2) the dollar amount of the suspected error; and (3) a
description of the error and explanation, if you can, why
you believe there is an error. If you need more information, you must
describe the item you are unsure about.
Important Information about Pricing and Valuations
Certain assets including but not limited to, pooled private investments, non -
publicly traded and infrequently traded securities, derivatives, partnership
interests and tangible assets are generally illiquid,
the value of which may have been provided to us by third parties who may not
EFTA01538815
be independent of the issuer or manager. Such information is reflected as of
the last date provided to us, and is not
independently verified.
Prices, some of which are provided by pricing services or other sources
which we deem reliable, are not guaranteed for accuracy or as realizable
values.
Market value information (including without limitation, prices, exchange
rates, accrued income and bond ratings) furnished herein has been obtained
from sources that J.P. Morgan believes to be
reliable and is furnished for the exclusive use of the client.
J.P. Morgan makes no representation, warranty or guarantee, express or
implied, that any quoted value represents the actual terms at which
transactions or securities could be bought or sold or new
transactions could be entered into, or the actual terms on which existing
transactions or securities could be liquidated.
The current price is the value of the financial asset share, unit or
contract as priced at the close of the market on the last day of the
statement period or the last available price.
All values provided for structured yield deposits (for example, JPMorgan
London Time Deposits) reflect the original deposit amount only.
The current value for Real Estate, Mineral Interests and Miscellaneous
Assets may not reflect the most current value of the asset.
Valuations of over-the-counter derivative transactions, including certain
derivatives-related deposit products, have been prepared on a mid-market
basis. These valuations are indicative values as of the
Account W23560001 Page 37 of 39
Page 41 of 52
EFTA01538816
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/10 to 9/30/10
close of business of the date of this statement and, except as otherwise
agreed in writing, these valuations do not represent the actual terms at
which transactions or securities could be bought or sold or
new transactions could be entered into, or the actual terms on which
existing transactions or securities could be liquidated as of the date of
this statement. We do not warrant their completeness or
accuracy. These valuations are derived from proprietary models based upon
well-recognized financial principles and we have, when necessary to
calculate the present value of future cash flows, made
reasonable estimates about relevant future market conditions. Valuations
based on other models or different assumptions may yield different results.
J.P. Morgan expressly disclaims any responsibility
for (1) the accuracy of the models or estimates used in deriving the
valuations, (2) any errors or omissions in computing or disseminating the
valuations, and (3) any uses to which the valuations are put.
Valuations are provided for information purposes only and are intended
solely for your own use. Please refer to the trade confirmation for details
of each transaction.
Please review your statement promptly and report any discrepancies
immediately to an account officer whose name appears on the contact page of
this statement.
This statement is not an official document for income tax reporting purposes.
Deposits in Foreign Branches are not insured by the FDIC or any other Agency
of the Federal Government; Amounts in such foreign accounts do not have the
benefit of any Domestic
preference applicable to U.S Banks; certain Foreign accounts are considered
reportable to the Internal Revenue Service on a Report of Foreign Bank and
Financial Account (TD F 90-22.1).
Important Information Regarding Auction Rate Securities (ARS). ARS are debt
or preferred securities with an interest or dividend rate reset periodically
in an auction. Although there may be daily,
weekly and monthly resets, there is no guarantee that there will be
liquidity. If there are not enough bids at an auction to redeem the
securities available for sale, the result may be a failed auction. In the
event of a failed auction, there is no assu
ℹ️ Document Details
SHA-256
78dde49010cbc31cc80d8f450e2b6a161c69f35bc68c02ecd39db70cb0789d88
Bates Number
EFTA01538740
Dataset
DataSet-10
Document Type
document
Pages
96
Comments 0