EFTA01492498.pdf

FINANCIAL TRUST COMPANY INC AGCAR. For the Pertod 11/1/I I Market Value Recervable Trade Date Currency Amount Contrad Current Market Market Value Unreakzed Settlement Date Counter Currency Counter Amount Rate Forward Rate Payable Gaire/Loss Foreign Exchange Contracts CHINESE RENNINN Jan. 13 11 CNY 64,200,000.00 6.420000 6.365299 10,085,936.71 85,936.71 US DOLLAR Jan. 18 12 USD (10,000,000.00) 10,000,000.00 CHINESE RENMININ Jun. 8 11 CNY 31,818,000.00 6.363600 6.376461 4,989,915.15 (10,084.85) US DOLLAR Jun. 11 12 USD (5,000,000.00) 5,000,000.00 CHINESE FLENMINEN O6.511 CNY (84,200,000.00) 6.381500 6.365299 10,060,330.64 (25,606.07) US DOLLAR Jan. 18 12 USD 10,080,330.64 10,085,936.71 CHINESE RENMINN O6.511 CNY (31,818,000.00) 6.384500 6.376461 4,983,632.23 (6.282.92) US DOLLAR Jun. 11 12 USD 4,983,832.23 4,989,915.15 INDIAN RUPEE Sep. 711 INR 457,000,000.00 48.421000 52.171999 8,759,488.09 (1,085,194.27) US DOLLAR Dec. 911 USD (9,844,682.36) 9,844,682.36 INDIAN RUPEE Sep. 19 11 INR (457,000,000.00) 48.700000 52.171999 9,383,983.57 824,495.48 US DOLLAR Dec. 911 USD 9,383,983.57 8,759,488.09 SINGAPORE DOLLAR Sep. 7 11 SGD 12,679,500.00 1.206580 1.281241 9,896,264.63 (612,363.06) US DOLLAR Dec. 911 USD (10,506,627.69) 10,508,627.69 SINGAPORE DOLLAR Nov. 211 SGD 3,183,000.00 1.273200 1.281049 2,484,681.88 (15,318.14) US DOLLAR Feb. 6 12 USD (2.500,000.00) 2,500,000.00 SINGAPORE DOLLAR Sep. 19 11 SOD (12,679,500.00) 1.285700 1.281241 10,017,776.72 121,512.09 US DOLLAR Dec. 911 USD 10,017,776.72 9,896,264.63 Total Foreign Exchange Contracts 370.662.009.60 (3922.906.03) 371.684.914.63 J.P.Morgan Account age 16 of 24 Consolidated Statement Page 19 Confidential Treatment Requested by JPMorgan JPM-SDNY-00015297 Chase CONFIDENTIAL SDNY_GM_00284495 EFTA01492498