EFTA01492458.pdf

FINANCIAL TRUST COMPANY INC ACCT. For the Pertod 1111/11 to 11/30/11 Market Value Recervable Trade Date Currency Amount Contract Current Market Market Value Unreakzed Settlement Date Counter Currency Counter Amount Rate Forward Rate Payable Gaire/Loss Foreign Exchange Contracts CHINESE RENMINN Jan. 13 11 CNY 64200.000.00 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 06.511 CNY (84,200000.00) 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 FtENHININ Oct. 511 CNY (31,818,00000) 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 46.421000 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. 1911 SGD (12,679,500.00) 1.285700 1.281241 10,017,776.72 121,512.09 US DOLLAR Dec. 911 USD 10017,776.72 9,896264.63 Total Foreign Exchange Contracts 370.662.009.60 (3922.906.03) 371.684.914.63 J.P.Morgan ACCQuilt Vallillre 16 of 24 Consolidated Statement Page 19 Confidential Treatment Requested by JPMorgan JPM-SDNY-00015255 Chase CONFIDENTIAL SDNY_GM_00284453 EFTA01492458