📄 Extracted Text (9,883 words)
(Reviewed)
For the Period 7/1/10 to 7/31/10
HARRY BELLER
C/O HBRK ASSOCIATES
301 E 66TH ST APT 1OF
NEW YORK NY 10065-6216
Account Summary
Account
Number
Investment Account(s)
FINANCIAL TRUST COMPANY INC
FINANCIAL TRUST COMPANY INC
Total Value
1
2
Beginning Net
Market Value
62,206,344.11
127,000.59
$62,333,344.70
Ending Net
Market Value
67,742,341.19
71,000.59
$67,813,341.78
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, Inc. ("JPMSI"), see
"Portfolio Activity Detail". Equity securities, fixed
income securities, and listed options transactions are generally cleared
through JPMCC, a wholly owned subsidiary of JPMSI.
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 JPMSI, see "Portfolio Activity
Detail". Such transactions are cleared and carried through JPMCC.
Page 1 of 57
Change
In Value
5,535,997.08
(56,000.00)
$5,479,997.08
Start on
Page
EFTA01537071
5 R
49
EFTA01537072
THIS PAGE INTENTIONALLY LEFT BLANK
EFTA01537073
For the Period 7/1/10 to 7/31/10
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
19,306,180.00
37,092,334.87
17,045,334.00
(4,195,724.03)
(857,729.76)
(6,731,159.99)
$61,659,235.09
674,109.61
$62,333,344.70
Ending
Market Value
17,035,657.20
21,359,070.97
19,481,882.00
(2,443,477.51)
(366,017.66)
12,207,120.35
$67,274,235.35
539,106.43
$67,813,341.78
Change
In Value
(2,270,522.80)
(15,733,263.90)
2,436,548.00
1,752,246.52
491,712.10
18,938,280.34
$5,615,000.26
(135,003.18)
$5,479,997.08
Estimated
1,141,182.30
660,421.44
1,259,000.00
Current
EFTA01537074
Annual Income Allocation
25%
26%
29%
1%
1%
18%
$3,060,603 74
100%
Equity
Other
Assets
Cash &
Short Term
Asset Allocation
Fixed
Income
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 Inc. ("JPMSI") 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 57
EFTA01537075
For the Period 7/1/10 to 7/31/10
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
61,659,235.09
(122,277.25)
225,507.80
5,511,769.71
$67,274,235.35
539,106.43
$67,813,341.78
Year-to-Date
Value
0.00
74,163,990.98
(23,652.16)
(6,866,103.47)
$67,274,235.35
539,106.43
$67,813,341.78
Page 3 of 57
EFTA01537076
For the Period 7/1/10 to 7/31/10
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
($23,652.16)
'Unrealized Gain/Loss represents data from the time of account inception to
the current statement period.
($1,685,174.45)
Account
Number
CONTINUED
Beginning
Market Value
0.00
0.00
$0.00
Taxable
Income
(23,652.16)
Net Contributions/
Withdrawals
74,026,984.98
137,006.00
$74,163,990.98
Tax-Exempt
Income
Other Income
& Receipts
Income &
Distributions
(23,652.16)
($23,652.16)
Short-term
(1,685,174.45)
Change in
Investment Value
(6,800,098.06)
(66,005.41)
EFTA01537077
($6,866,103.47 )
Realized Gain/Loss
Long-term
Ending Market Value
with Accruals
67,742,341.19
71,000.59
$67,813,341.78
Unrealized
Gain/Loss,
(1,105,033.30)
(66,005.41)
($1,171,038.71)
Page 4 of 57
EFTA01537078
THIS PAGE INTENTIONALLY LEFT BLANK
EFTA01537079
JPMorgan Chase Bank, N.A.
270 Park Avenue, New York, NY 10017-2014 (Reviewed)
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
Asset Account
J.P. Morgan Team
Paul Morris
Jeffrey Matusow
Janet Young
William Doherty III
Banker
Investment Specialist
Client Service Team
Client Service Team
M
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
6
8
11
15
17
21
Account Page 1 of 44
Page 5 of 57
EFTA01537080
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
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
19,306,180.00
37,092,334.28
17,045,334.00
(4,322,724.03)
(857,729.76)
(6,731,159.99)
$61,532,234.50
674,109.61
$62,206,344.11
Market Value
17,035,657.20
21,359,070.38
19,481,882.00
(2,514,477.51)
(366,017.66)
12,207,120.35
$67,203,234.76
539,106.43
$67,742,341.19
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
Period Value
61,532,234.50
487,618.29
(609,893.54)
EFTA01537081
(2.00)
($122,277.25)
225,507.80
5,567,769.71
$67,203,234.76
539,106.43
$67,742,341.19
Change
In Value
(2,270,522.80)
(15,733,263.90)
2,436,548.00
1,808,246.52
491,712.10
18,938,280.34
$5,671,000.26
(135,003.18)
$5,535,997.08
Equity
Year-to-Date
Value
0.00
76,538,333.96
(2,206,341.98)
(305,007.00)
$74,026,984.98
(23,652.16)
(6,800,098.06)
$67,203,234.76
539,106.43
$67,742,341.19
Estimated
1,141,182.30
660,421.44
1,259,000.00
Current
Annual Income Allocation
23%
28%
26%
23%
$3,060,603.74
100%
Other
Assets
Fixed
Income
Asset Allocation
Cash &
Short Term
Account Page 2 of 44
EFTA01537082
Page 6 of 57
EFTA01537083
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
Account Summary
Tax Summary
Domestic Dividends/Distributions
Currency Gain/Loss
Interest Income
Taxable Income
CONTINUED
Current
Period Value
7,800.00
(70,211.24)
287,919.04
$225,507.80
Year-to-Date
Value
18,800.00
(396,302.51)
353,850.35
($23,652.16)
Unrealized Gain/Loss
To-Date Value
($1,105,033.30)
ST Realized Gain/Loss
Realized Gain/Loss
Current
Period Value
5,582.55
$5,582.55
Year-to-Date
Value
(1,685,174.45)
($1,685,174.45)
Cost Summary
Equity
Cost
Cash & Short Term
Fixed Income
Options
Other Assets
Total
17,186,339.00
21,332,620.38
19,710,706.00
(1,648,500.01)
17,512,500.00
$74,093,665.37
Account Page 3 of 44
Page 7 of 57
EFTA01537084
EFTA01537085
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
Equity Summary
Asset Categories
US Mid Cap/Small Cap
Preferred Stocks
Total Value
Market Value/Cost
Market Value
Tax Cost
Unrealized Gain/Loss
Estimated Annual Income
Yield
Beginning
Market Value
338,180.00
18,968,000.00
$19,306,180.00
Ending
Market Value
667,560.00
16,368,097.20
$17,035,657.20
Current
Period Value
17,035,657.20
17,186,339.00
(150,681.80)
1,141,182.30
6.70%
Preferred Stocks
Change
In Value
329,380.00
(2,599,902.80)
($2,270,522.80 )
Current
Allocation
1%
22%
23%
US Mid Cap/Small Cap
Asset Categories
Equity
Account Page 4 of 44
Page 8 of 57
EFTA01537086
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
Note:
P indicates position adjusted for Pending Trade Activity.
Equity Detail
Estimated
Quantity
US Mid Cap/Small Cap
DEUTSCHE BK AG LDN BRH
DBL LONG ETN38
25154H-55-8 DAG
P
MOLYCORP INC
SOLAR CAPITAL LTD
608753-10-9 MCP
13,000.000
83413U-10-0 SLRC
P
STRATEGIC HOTELS & RESORTS INC
Total US Mid Cap/Small Cap
86272T-10-6 BEE
63,000.000
Preferred Stocks
P JPM CHASE CAPITAL XXIX
6.7% PFD
48125E-20-7 JPM PC
662,676.000
24.70
16,368,097.20
16,546,900.00
(178,802.80)
1,109,982.30
6.78%
$667,560.00
$639,439.00
$28,121.00
$31,200.00
4.67%
4.61
N/A
20.62
268,060.00
286,910.00
(18,850.00)
31,200.00
11.64%
14.00
N/A
Price
Market
Value
EFTA01537087
Tax Cost
Adjusted
Original
Unrealized
Gain/Loss
Annual Income
Accrued
Dividends
Yield
50,000.000
7.99
399,500.00
352,529.00
46,971.00
Account Page 5 of 44
Page 9 of 57
EFTA01537088
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
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
10,168,950.00
Market
Value
Market Value
26,936,234.28
10,156,100.00
$37,092,334.28
Ending
Market Value
11,190,120.38
10,168,950.00
$21,359,070.38
Current
Period Value
21,359,070.38
21,332,620.38
26,450.00
660,421.44
223,687.03
1.82%
SUMMARY BY TYPE
Short Term
Corporate Bonds
Market
Value
10,168,950.00
% of Bond
Portfolio
100%
Short Term
Change
In Value
(15,746,113.90)
EFTA01537089
12,850.00
($15,733,263.90 )
Current
Allocation
15%
13%
28%
Cash
Asset Categories
Cash &
Short Term
Account Page 6 of 44
Page 10 of 57
EFTA01537090
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
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
AUSTRALIAN DOLLAR
COST OF PENDING PURCHASES
PROCEEDS FROM PENDING SALES
US DOLLAR
Total Cash
Short Term
FORD MOTOR CREDIT CO
7 3/8% FEB 1 2011
DTD 1/30/2001
345397-TS-2 B- /BA3
FORD MOTOR CREDIT CO LLC
FLOATING RATE NOTE JUN 15 2011
DTD 03/15/2007
345397-VF-7 B- /BA3
Total Short Term
10,000,000.00
$10,168,950.00
$10,142,500.00
$26,450.00
$658,103.00
$223,170.00
Account Page 7 of 44
Page 11 of 57
3.82%
5,000,000.00
101.63
5,081,500.00
5,000,000.00
81,500.00
289,353.00
37,775.00
3.84%
5,000,000.00
101.75
5,087,450.00
5,142,500.00
(55,050.00)
368,750.00
185,395.00
3.81%
EFTA01537091
(0.01)
(140,000.00)
3,601,960.45
7,728,159.94
0.91
1.00
1.00
1.00
(0.01)
(140,000.00)
3,601,960.45
7,728,159.94
$11,190,120.38
(0.01)
(140,000.00)
3,601,960.45
7,728,159.94
$11,190,120.38
$0.00
Price
Market
Value
Tax Cost
Adjusted
Original
Estimated
Unrealized
Gain/Loss
Annual Income
Accrued Interest
Yield
2,318.44
517.03
$2,318.44
$517.03
0.03%
0.02%
EFTA01537092
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
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
6,556,882.00
9,475,000.00
3,450,000.00
$19,481,882.00
% of Bond
Portfolio
34%
48%
18%
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 Page 8 of 44
Page 12 of 57
Beginning
Market Value
15,595,334.00
1,450,000.00
$17,045,334.00
Ending
Market Value
16,326,882.00
3,155,000.00
$19,481,882.00
Current
Period Value
19,481,882.00
EFTA01537093
19,710,706.00
(228,824.00)
1,259,000.00
315,419.40
8.17%
SUMMARY BY TYPE
Fixed Income
Corporate Bonds
International Bonds
Total Value
Market
Value
16,326,882.00
3,155,000.00
$19,481,882.00
% of Bond
Portfolio
84%
16%
100%
Non-US
Fixed Income
US Fixed Income
- Taxable
Change
In Value
731,548.00
1,705,000.00
$2,436,548.00
Current
Allocation
22%
4%
26%
Asset Categories
Fixed
Income
EFTA01537094
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
Fixed Income Detail
Quantity
US Fixed Income - Taxable
FELCOR LODGING LP
10% OCT 01 2014
DTD 10/01/2009
31430Q-8A-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
23,200,000.000
$16,326,882.00
$16,493,956.00
($167,074.00)
$1,014,000.00
$252,129.40
Account Page 9 of 44
Page 13 of 57
6.35%
10,000,000.000
34.50
3,450,000.00
3,800,000.00
(350,000.00)
5,000,000.000
94.25
4,712,500.00
4,612,500.00
100,000.00
350,000.00
69,025.00
8.11%
5,000,000.000
95.25
EFTA01537095
4,762,500.00
4,725,000.00
37,500.00
350,000.00
78,750.00
8.04%
200,000.000
103.44
206,882.00
198,956.00
7,926.00
14,000.00
4,355.40
6.14%
Price
Market
Value
Tax Cost
Adjusted
Original
Estimated
Unrealized
Gain/Loss
Annual Income
Accrued Interest
Yield
3,000,000.000
106.50
3,195,000.00
3,157,500.00
37,500.00
300,000.00
99,999.00
8.12%
EFTA01537096
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
Quantity
Non-US Fixed Income
PETROLEOS DE VENEZUELA S
4.9% OCT 28 2014
DTD 10/28/2009
HELD BY EUROCLEAR
ISIN:XS0460546442 SEDOL:85882G7
71668A-9A-1
Price
Market
Value
Tax Cost
Adjusted
Original
Estimated
Unrealized
Gain/Loss
Annual Income
Accrued Interest
Yield
5,000,000.000
63.10
3,155,000.00
3,216,750.00
(61,750.00)
245,000.00
63,290.00
17.59%
Account Page 10 of 44
Page 14 of 57
EFTA01537097
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
Options Summary
Asset Categories
Foreign Exchange
Other
Total Value
Market Value/Cost
Market Value
Premium
Unrealized Gain/Loss
Beginning
Market Value
(950,878.29)
(3,371,845.74)
($4,322,724.03 )
Ending
Market Value
(496,423.32)
(2,018,054.19)
($2,514,477.51 )
Current
Period Value
(2,514,477.51)
(1,648,500.01)
(865,977.50)
Change
In Value
454,454.97
1,353,791.55
$1,808,246.52
Current
Allocation
Account Page 11 of 44
Page 15 of 57
EFTA01537098
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
Options Detail
Quantity
Foreign Exchange
AUD CALL USD PUT
FX EUROPEAN STYLE OPTION
SEP 21, 2010 @ .8825
XAUDCA-DY-Z AUD
AUD CALL USD PUT
FX EUROPEAN STYLE OPTION
SEP 21, 2010 @ .94
XAUDCA-DZ-Z AUD
AUD PUT USD CALL
FX EUROPEAN STYLE OPTION
SEP 21, 2010 @ .86
KI @ 0.83
XAUDPA-FV-Z AUD
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
(10,000,000.000 )
($496,423.32)
($0.01)
($496,423.31)
935,000,000.000
0.02
143,416.74
470,000.00
(326,583.26)
(935,000,000.000 )
0.09
(831,929.30)
(470,000.00)
(361,929.30)
(10,000,000.000 )
0.69
(69,086.05)
(185,083.50)
115,997.45
(10,000,000.000 )
0.39
(39,386.60)
(35,254.00)
(4,132.60)
EFTA01537099
Price
Market
Value
Premium
Unrealized
Gain/Loss
10,000,000 000
3.01
300,561.89
220,337.49
80,224.40
Account Page 12 of 44
Page 16 of 57
EFTA01537100
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
Quantity
Other
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
WTI PUT OPTION
USD CALL OPTION
STRIKE 63.00
EXPIRES 05/17/2011
100,000 BARRELS
OTCBDP-EX-L
1 RECEIVER SWAPTION CALL
10,000,000 INTEREST RATE SWAP
STRIKE 4.25% S 30/360 VS 3ML
EXP DATE 08/13/2010 DEAL 5166005
OTCBDC-GW-K
Account Page 13 of 44
Page 17 of 57
(1.000)
1.00
(1,024,079.28)
(545,000.00)
(479,079.28)
(10.000)
30,561.33
(305,613.34)
(450,000.00)
144,386.66
(10.000)
18,460.24
(184,602.39)
(400,000.00)
215,397.61
10.000
EFTA01537101
38,492.82
384,928.16
450,000.00
(65,071.84)
10.000
30,754.67
307,546.72
400,000.00
(92,453.28)
Price
Market
Value
Premium
Unrealized
Gain/Loss
EFTA01537102
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
Quantity
Other
1 RECEIVER SWAPTION CALL
10,000,000 INTEREST RATE SWAP
STRIKE 4.35% S 30/360 VS 3ML
EXP DATE 08/31/2010 DEAL 5167546
OTCBDC-GZ-U
Total Other
(2.000)
($2,018,054.19)
($1,648,500.00)
($369,554.19)
(1.000)
1.00
(1,196,234.06)
(1,103,500.00)
(92,734.06)
Price
Market
Value
Premium
Unrealized
Gain/Loss
Account Page 14 of 44
Page 18 of 57
EFTA01537103
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
Foreign Exchange Contracts Summary
NET CURRENCY EXPOSURE SUMMARY
Value
CANADIAN DOLLAR
INDIAN RUPEE
US DOLLAR
in Currency
5,215,000.01
457,000,000.00
(15,152,662.17)
Foreign Exchange Contracts Detail
Market Value
Receivable
Trade Date
Speculative
CANADIAN DOLLAR
CANADIAN DOLLAR
CANADIAN DOLLAR
CANADIAN DOLLAR
JAPANESE YEN
JAPANESE YEN
US DOLLAR
US DOLLAR
Apr. 28 10
Aug. 6 10
May. 6 10
Aug. 6 10
May. 6 10
Aug. 6 10
Jul. 23 10
Aug. 26 10
CAD
JPY
CAD
JPY
CAD
USD
CAD
USD
5,000,000.00
(464,350,000.00 )
(5,246,892.65)
464,350,000.00
246,892.66
(236,652.69)
5,215,000.00
(5,022,584.77)
92.870000
88.500000
EFTA01537104
1.043270
1.038310
84.129866
84.129866
1.030023
1.030266
4,854,260.43
5,358,562.78
5,358,562.78
5,093,956.67
239,696.25
236,652.69
5,061,797.84
5,022,584.77
(504,302.35)
264,606.11
3,043.56
39,213.07
Currency
Settlement Date Counter Currency
Amount
Counter Amount
Contract
Rate
Current Market
Forward Rate
Market Value
Payable
Unrealized
Gain/Loss
Account Page 15 of 44
Page 19 of 57
EFTA01537105
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
Market Value
Receivable
Trade Date
Speculative
INDIAN RUPEE
INDIAN RUPEE
INDIAN RUPEE
Total Speculative
US DOLLAR
US DOLLAR
US DOLLAR
Apr. 16 10
Oct. 20 10
Jul. 20 10
Oct. 22 10
May. 6 10
Oct. 20 10
INR
USD
INR
USD
INR
USD
446,500,000.00
(10,000,000.00)
457,000,000.00
(9,574,690.97)
(446,500,000.00 )
9,681,266.26
44.650000
47.730000
46.120000
46.980339
46.993029
46.980339
9,503,975.75
10,000,000.00
9,724,846.66
9,574,690.97
9,681,266.26
9,503,975.75
$44,424,405.97
$44,790,423.63
(496,024.25)
150,155.69
177,290.51
($366,017.66)
Currency
Settlement Date Counter Currency
EFTA01537106
Amount
Counter Amount
Contract
Rate
Current Market
Forward Rate
Market Value
Payable
Unrealized
Gain/Loss
Account Page 16 of 44
Page 20 of 57
EFTA01537107
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
Other Assets Summary
Asset Categories
Swaps
Structured Investments
Other
Total Value
Market Value/Cost
Estimated Value
Tax Cost
Estimated Gain/Loss
Beginning
Estimated Value
(6,731,159.99)
0.00
0.00
($6,731,159.99 )
Ending
Estimated Value
(5,419,379.65)
7,626,500.00
10,000,000.00
$12,207,120.35
Current
Period Value
12,207,120.35
17,512,500.00
114,000.00
Structured
Investments
Change
In Value
1,311,780.34
7,626,500.00
10,000,000.00
$18,938,280.34
Current
Allocation
10%
13%
23%
Other
Other
Assets
Asset Cate ories
Account Page 17 of 44
Page 21 of 57
EFTA01537108
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
Other Assets Detail
Cost
Quantity
Swaps
INTEREST RATE SWAP
10,000,000 USD NOTIONAL 7/16/2040
REC: FLOATING RATE USD
3 MONTH LIBOR DEAL 5168074
4.35% PAY FIXED, S 30/360
N/O Client
SWPBDF-HL-8
INTEREST RATE SWAP
10,000,000 USD NOTIONAL 07/28/2040
REC: FLOATING RATE USD
3 MONTH LIBOR DEAL 5168723
4.35% PAY FIXED, S 30/360
N/O Client
SWPBDF-JP-7
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
30,000.000
8.70
(261,123.14)
N/A
1.000
1.00
(1,229,496.58)
N/A
1.000
1.00
(1,240,985.44)
N/A
Price
Estimated
Value
Adjusted
Original
Estimated
Gain/Loss
Accruals
Account Page 18 of 44
Page 22 of 57
EFTA01537109
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
Cost
Quantity
Swaps
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
SXSE 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
($5,419,379.65)
$0.00
$0.00
50,000.000
1.64
(82,223.79)
N/A
88,261.000
18.41
(1,625,047.49)
N/A
89,206.000
8.83
(787,847.40)
N/A
20,000.000
9.63
(192,655.81)
N/A
Price
Estimated
EFTA01537110
Value
Adjusted
Original
Estimated
Gain/Loss
Accruals
Account Page 19 of 44
Page 23 of 57
EFTA01537111
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
Cost
Quantity
Structured Investments
3PM CORN DLY LIQUIDITY NT 07/25/13
LNKD TO DJUBCN3T
07/22/10
48124A-WK-9
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
Other
3PM 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
10,000,000.000
100.00
7/7/10
10,000,000.00
10,000,000.00
7,500,000.000
$7,626,500.00
$7,512,500.00
$114,000.00
5,000,000.000
100.85
5,042,250.00
5,000,000.00
42,250.00
2,500,000.000
103.37
2,584,250.00
2,512,500.00
71,750.00
Price
Estimated
Value
Adjusted
Original
Estimated
Gain/Loss
Accruals
Account Page 20 of 44
Page 24 of 57
EFTA01537112
EFTA01537113
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
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
73,597.10
(20,421,904.00)
($20,348,306.90)
$7,728,159.94
* Year to date information is calculated on a calendar year basis.
19,334,713.35
(86,099,393.25)
($66,764,679.90)
-295,719.04
487,618.29
19,922,127.00
$20,705,464.33
(609,893.54)
(20,044,838.24)
($20,654,731.78)
372,650.35
76,538,333.96
31,073,208.19
$107,984,192.50
(2,206,341.98)
(31,285,010.68)
($33,491,352.66)
Period
Value
28,025,734.29
Year-To-Date
Value*
-Account
Page 21 of 44
Page 25 of 57
EFTA01537114
EFTA01537115
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
Portfolio Activity Detail - U S Dollar
INFLOWS & OUTFLOWS
Settlement
Date
7/1
7/1
Type
Accrued Interest Paid
Interest Income
Description
FELCOR LODGING LP
10% OCT 01 2014
DTD 10/01/2009
DEPOSIT SWEEP INTEREST FOR JUNE @
.03% RATE ON NET AVG COLLECTED
BALANCE OF $29,939,548.47
AS OF 07/01/10
7/2
7/2
Domestic Dividend/Distribution
Free Delivery
SOLAR CAPITAL LTD
CLP SWAP - CLP NOTL
@ 0.60 PER SHARE
(1.000)
13,000,000,000 MD 3/21/12
TD 3/17/10, START D 3/21/11
PAY FLOAT CLP OIS ANN ACT/360
4.15% REC FIX, DEAL #253571031
SWAP UNWIND - REF # 253571031
JPMORGAN CHASE BANK
TRADE DATE 06/30/10
7/2
Free Delivery
CLP SWAP - CLP NOTL
13,000,000,000 MD 3/29/12
TD 3/25/10, START D 3/29/11
PAY FLOAT CLP OIS ANN ACT/360
4.15% REC FIX, DEAL #254489072
SWAP UNWIND - REF # 254489072
JPMORGAN CHASE BANK
TRADE DATE 06/30/10
(1.000)
13,000.000
0.60
7,800.00
738.31
Quantity
Cost
EFTA01537116
1,000,000.000
Per Unit
Amount
0.025
Amount
(25,000 00)
Account Page 22 of 44
Page 26 of 57
EFTA01537117
FINANCIAL TRUST COMPANY INC ACCT. •
For the Period 7/1/10 to 7/31/10
INFLOWS & OUTFLOWS
Settlement
Date
7/2
Type
Misc. Receipt
Description
CLP SWAP - CLP NOTL
13,000,000,000 MD 3/21/12
TD 3/17/10, START D 3/21/11
PAY FLOAT CLP OIS ANN ACT/360
4.15% REC FIX, DEAL #253571031
SWAP UNWIND - REF # 253571031 UNWIND
ACCRUED
7/2
Misc. Disbursement
CLP SWAP - CLP NOTL
13,000,000,000 MD 3/21/12
TD 3/17/10, START D 3/21/11
PAY FLOAT CLP OIS ANN ACT/360
4.15% REC FIX, DEAL #253571031
SWAP UNWIND - REF # 253571031 UNWIND
PRINCIPAL
7/2
Misc. Receipt
CLP SWAP - CLP NOTL
13,000,000,000 MD 3/29/12
TD 3/25/10, START D 3/29/11
PAY FLOAT CLP OIS ANN ACT/360
4.15% REC FIX, DEAL #254489072
SWAP UNWIND - REF # 254489072 UNWIND
ACCRUED
7/2
Misc. Disbursement
CLP SWAP - CLP NOTL
13,000,000,000 MD 3/29/12
TD 3/25/10, START D 3/29/11
PAY FLOAT CLP OIS ANN ACT/360
4.15% REC FIX, DEAL #254489072
SWAP UNWIND - REF # 254489072 UNWIND
PRINCIPAL
(295,456.14)
233,956.14
(308,162.15)
Quantity
Cost
Per Unit
Amount
Amount
EFTA01537118
253,662.15
Account Page 23 of 44
Page 27 of 57
EFTA01537119
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
INFLOWS & OUTFLOWS
Settlement
Date
7/16
Type
Receipt of Assets
Description
INTEREST RATE SWAP
10,000,000 USD NOTIONAL 7/16/2040
REC: FLOATING RATE USD
3 MONTH LIBOR DEAL 5168074
4.35% PAY FIXED, S 30/360
NEW SWAP #5168074 RESULTING FROM
PHYSICAL SETTLEMENT OF SWAPTION
DEAL #5166838
JPMORGAN CHASE BANK
TRADE DATE 07/14/10
7/16
Interest Income
3PM CHASE CAPITAL XXIX
6.7% PFD
@ 0.423403 PER SHARE
AS OF 07/02/10
7/16
Accrued Interest Paid
PETROLEOS DE VENEZUELA S
4.9% OCT 28 2014
DTD 10/28/2009
HELD BY EUROCLEAR
7/16
Option Assignment
ISIN:XS0460546442 SEDOL:B5B82G7
1 RECEIVER SWAPTION CALL
10,000,000 INTEREST RATE SWAP
STRIKE 4.35% S 30/360 VS 3ML
EXP DATE 07/14/2010 DEAL 5166838
WRITTEN OTC CALL ASSIGNED
TRADE DATE 07/14/10
7/23
Forward FX Contract
SETTLE FORWARD CURRENCY CONTRACT
BUY INR SELL USD
CONTRACT RATE : 45.700000000
TRADE 6/21/10 VALUE 7/23/10
Account Page 24 of 44
Page 28 of 57
457,000,000.000
9,736,869.85
(10,000,000.00)
EFTA01537120
1.000
561,500.00
4.35
2,500,000.000
0.011
(26,541.67)
800,000.000
0.423
338,722.40
Quantity
Cost
Per Unit
Amount
1.000
Amount
EFTA01537121
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
INFLOWS & OUTFLOWS
Settlement
Date
7/23
Type
Spot FX
Description
SPOT CURRENCY TRANSACTION - SELL
BUY USD SELL INR
EXCHANGE RATE 47.200000000
DEAL 07/20/10 VALUE 07/23/10
7/26
Forward FX Contract
SETTLE FORWARD CURRENCY CONTRACT
BUY CAD SELL USD
CONTRACT RATE : 1.043000000
TRADE 6/23/10 VALUE 7/26/10
7/26
Spot FX
SPOT CURRENCY TRANSACTION - SELL
BUY USD SELL CAD
EXCHANGE RATE 1.038910000
DEAL 07/23/10 VALUE 07/26/10
7/28
Receipt of Assets
INTEREST RATE SWAP
10,000,000 USD NOTIONAL 07/28/2040
REC: FLOATING RATE USD
3 MONTH LIBOR DEAL 5168723
4.35% PAY FIXED, S 30/360
NEW SWAP #5168723 RESULTING FROM
PHYSICAL SETTLEMENT OF SWAPTION
DEAL #5164984
JPMORGAN CHASE BANK
TRADE DATE 07/26/10
7/28
Misc. Disbursement
LONG TOTAL RETURN SWAP
3,208,420 USD NOTIONAL
GOLDMAN SACHS GRP INC
MAT APRIL 28 2011 DEAL 5499085
SWAP RESET PAYMENT
(6,275.25)
1.000
(5,215,000.000 )
(5,055,009.26)
5,019,684.09
5,215,000.000
5,055,009.26
EFTA01537122
(5,000,000.00)
Quantity
Cost
Per Unit
Amount
(457,000,000.000 )
(9,736,869.85)
Amount
9,682,203.38
Account Page 25 of 44
Page 29 of 57
EFTA01537123
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
INFLOWS & OUTFLOWS
Settlement
Date
7/28
Type
Option Assignment
Description
1 RECEIVER SWAPTION CALL
10,000,000 INTEREST RATE SWAP
STRIKE 4.350% S 30/360 VS 3ML
EXP DATE 07/26/2010 DEAL 5164984
WRITTEN OTC CALL ASSIGNED
TRADE DATE 07/26/10
7/29
Forward FX Contract
SETTLE FORWARD CURRENCY CONTRACT
BUY NOK SELL USD
CONTRACT RATE : 6.494500000
TRADE 6/25/10 VALUE 7/29/10
7/29
Forward FX Contract
SETTLE FORWARD CURRENCY CONTRACT
BUY USD SELL NOK
CONTRACT RATE : 6.220500000
TRADE 7/23/10 VALUE 7/29/10
7/29
Spot FX
SPOT CURRENCY TRANSACTION - BUY
BUY SEK SELL USD
EXCHANGE RATE 7.279500000
DEAL 07/28/10 VALUE 07/29/10
Total Inflows & Outflows
$50,732.55
326,400.000
44,838.24
(44,838.24)
(32,472,500.000 )
(5,328,602.02)
5,220,239.53
32,472,500.000
5,328,602.02
(5,000,000.00)
Quantity
Cost
Per Unit
Amount
1.000
909,000.00
4.35
EFTA01537124
Amount
Account Page 26 of 44
Page 30 of 57
EFTA01537125
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
TRADE ACTIVITY
Note:
Trade
Date
6/30
Settlement
Date
7/2
S indicates Short Term Realized Gain/Loss
C indicates Currency Gain/Loss
* Settled transaction was initiated in prior statement period and settled in
current statement period
Type
Settled Sales/Maturities/Redemptions
Option Buyback
Description
1 RECEIVER SWAPTION CALL
10,000,000 INTEREST RATE SWAP
STRIKE 4.35% S 30/360 VS. 3ML
EXP DATE 06/30/2010 DEAL 5161946
BUY BACK OTC CALL
TRADE DATE 06/30/10
7/14
7/19
Sale
MAGELLAN MIDSTREAM PARTNERS LP
@ 47.44
118,600.00
BROKERAGE
TAX &/OR SEC
7/16
7/21
Sale
125.00
2.01
J.P. MORGAN SECURITIES INC.
TRADE DATE 07/14/10
QLIK TECHNOLOGIES INC
@ 12.56709
BROKERAGE
TAX &/OR SEC
7/16
7/21
Sale
REALD INC
@ 19.725
BROKERAGE
TAX &/OR SEC
(2,500.000)
EFTA01537126
31,417.73
125.00
.54
J.P. MORGAN SECURITIES INC.
TRADE DATE 07/16/10
(3,500.000)
69,037.50
175.00
1.17
J.P. MORGAN SECURITIES INC.
TRADE DATE 07/16/10
19.675
68,861.33
(56,000.00)
12,861.33 S
12.517
31,292.19
(25,000.00)
6,292.19 S
(2,500.000)
47.389
118,472.99
(116,625.00)
1,847.99 S
Quantity
Per Unit
Amount
1.000 1,140,500.00
Proceeds
(1,140,500.00)
Tax Cost
136,000.00
Realized
Gain/Loss
(1,004,500.00) S*
Account Page 27 of 44
Page 31 of 57
EFTA01537127
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
Trade
Date
7/22
Settlement
Date
7/27
Type
Settled Sales/Maturities/Redemptions
Sale
Description
GREEN DOT CORP CLASS A
@ 43.15309
BROKERAGE
TAX &/OR SEC
7/27
7/27
Expired Option
Quantity
(5,000.000)
215,765.45
250.00
3.65
J.P. MORGAN SECURITIES INC.
TRADE DATE 07/22/10
CAD PUT USD CALL
FX EUROPEAN STYLE OPTION
JUL 23, 2010 @ 1.05
7/23
7/28
Sale
EXPIRATION OF WRITTEN FX OPTION
APACHE CORP
@ 89.6715
BROKERAGE
TAX &/OR SEC
7/23
7/28
Sale
717,372.00
400.00
12.13
J.P. MORGAN SECURITIES INC.
TRADE DATE 07/23/10
BIOMIMETIC THERAPEUTICS INC
SEDOL 81446D9
@ 8.45
BROKERAGE
TAX &/OR SEC
Total Settled Sales/Maturities/Redemptions
EFTA01537128
63,375.00
375.00
1.08
J.P. MORGAN SECURITIES INC.
TRADE DATE 07/23/10
$73,597.10
($956,875.00)
($935,777.90) S
$52,500.00 C
(7,500.000)
8.40
62,998.92
(63,750.00)
(751.08) S
(8,000.000)
89.62
716,959.87
(704,000.00)
12,959.87 S
5,250,000.000
52,500.00
52,500.00 C
Per Unit
Amount
43.102
Proceeds
215,511.80
Tax Cost
(180,000.00)
Realized
Gain/Loss
35,511.80 S
Account Page 28 of 44
Page 32 of 57
EFTA01537129
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
Trade
Date
Settlement
Date
7/1
Type
Settled Securities Purchased
6/28
Purchase
Description
FELCOR LODGING LP
10% OCT 01 2014
DTD 10/01/2009
@ 105.25
JP MORGAN SECURITIES INC (BIDL)
TRADE DATE 06/28/10
6/30
7/2
Write Option
1 RECEIVER SWAPTION CALL
10,000,000 INTEREST RATE SWAP
STRIKE 4.35% S 30/360 VS 3ML
EXP DATE 08/31/2010 DEAL 5167546
WRITTEN OTC CALL
TRADE DATE 06/30/10
7/12
7/15
Purchase
DEUTSCHE BK AG LDN BRH
DBL LONG ETN38
@ 7.02058
BROKERAGE
7/13
7/16
Purchase
351,029.00
1,500.00
J.P. MORGAN SECURITIES INC.
TRADE DATE 07/12/10
PETROLEOS DE VENEZUELA S
4.9% OCT 28 2014
DTD 10/28/2009
HELD BY EUROCLEAR
7/14
7/19
Purchase
ISIN:XS0460546442 SEDOL:85882G7
MAGELLAN MIDSTREAM PARTNERS LP
@ 46.65
EFTA01537130
J.P. MORGAN SECURITIES INC.
TRADE DATE 07/14/10
2,500.000
46.65
(116,625.00)
2,500,000.000
58.50
(1,462,500.00)
50,000.000
7.051
(352,529.00)
(1.000) 1,103,500.00
1,103,500.00
*
Quantity
1,000,000.000
Per Unit
Amount
105.30
Market Cost
(1,052,500.00) *
Account Page 29 of 44
Page 33 of 57
EFTA01537131
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
Trade
Date
7/7
Settlement
Date
Type
Settled Securities Purchased
7/20
Purchase
Description
JPM HARRAHS 14M CLN 09/20/11
INITIAL RATE 7.0% CPN
WHERE MAX RATE IS 7.0% PER ANNUM
DD 7/7/10
@ 100.00
J.P. MORGAN SECURITIES INC.
TRADE DATE 07/07/10
7/14
7/20
Purchase
BIOMIMETIC THERAPEUTICS INC
SEDOL B1446D9
@ 8.50
J.P. MORGAN SECURITIES INC.
TRADE DATE 07/14/10
7/15
7/21
Purchase
QLIK TECHNOLOGIES INC
@ 10.00
J.P. MORGAN SECURITIES INC.
TRADE DATE 07/15/10
7/15
7/21
Purchase
REALD INC
@ 16.00
J.P. MORGAN SECURITIES INC.
TRADE DATE 07/15/10
7/14
7/23
Purchase
MS MARKET PLUS SPX 01/27/12
(70% CONTIN BARRIER-6.5%CPN
,UNCAPPED)
INITIAL LEVEL-07/14/10 SPX:1094.91
@ 100.00
J.P. MORGAN SECURITIES INC.
TRADE DATE 07/14/10
EFTA01537132
5,000,000.000
100.00
(5,000,000.00)
3,500.000
16.00
(56,000.00)
2,500.000
10.00
(25,000.00)
7,500.000
8.50
(63,750.00)
Quantity
10,000,000.000
Per Unit
Amount
100.00
Market Cost
(10,000,000.00)
Account Page 30 of 44
Page 34 of 57
EFTA01537133
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
Trade
Date
Settlement
Date
7/27
Type
Settled Securities Purchased
7/21
Purchase
Description
JPM CORN DLY LIQUIDITY NT 07/25/13
LNKD TO DJUBCN3T
07/22/10
JPM CORN DLY LIQUIDITY NT 07/25/13
LNKD TO DJUBCN3T
07/22/10
@ 100.50
J.P. MORGAN SECURITIES INC.
TRADE DATE 07/21/10
AS OF 07/26/10
7/21
7/27
Purchase
GREEN DOT CORP CLASS A
@ 36.00
J.P. MORGAN SECURITIES INC.
TRADE DATE 07/21/10
7/23
7/28
Purchase
APACHE CORP
@ 88.00
J.P. MORGAN SECURITIES INC.
TRADE DATE 07/23/10
Total Settled Securities Purchased
Trade
Date
7/29
Estimated
Settlement
Date
8/3
($20,421,904.00)
8,000.000
88.00
(704,000.00)
5,000.000
36.00
(180,000.00)
EFTA01537134
Quantity
2,500,000.000
Per Unit
Amount
100.50
Market Cost
(2,512,500.00)
Type
Description
Pending Sales, Maturities, Redemptions
Sale
3PM CHASE CAPITAL XXIX
6.7% PFD
Quantity
(16,824.000)
Per Unit
Amount
24.70
Proceeds
414,704.57
Tax Cost
(420,600.00)
Realized
Gain/Loss
(5,895.43) S
Account Page 31 of 44
Page 35 of 57
EFTA01537135
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
Trade
Date
7/29
7/30
7/30
7/30
Estimated
Settlement
Date
8/3
8/4
8/4
8/4
Type
Pending Sales, Maturities, Redemptions
Sale
Sale
Sale
Sale
Description
MOLYCORP INC
3PM CHASE CAPITAL XXIX
MOLYCORP INC
6.7% PFD
STRATEGIC HOTELS & RESORTS INC
Total Pending Sales, Maturities, Redemptions
Trade
Date
Estimated
Settlement
Date
8/3
(5,000.000)
(20,000.000)
12.25
4.651
60,999.36
92,023.22
$3,601,960.45
(70,000.00)
(92,000.00)
($3,665,100.00)
(9,000.64) S
23.22 S
($63,139.55) S
Quantity
(5,000.000)
(120,500.000)
Per Unit
EFTA01537136
Amount
12.78
24.702
Proceeds
63,648.92
2,970,584.38
Tax Cost
(70,000.00)
(3,012,500.00)
Realized
Gain/Loss
(6,351.08) S
(41,915.62) S
Type
Description
Pending Securities Purchased
7/29
Purchase
MOLYCORP INC
Quantity
10,000.000
Per Unit
Amount
14.00
Market Cost
(140,000.00)
Account Page 32 of 44
Page 36 of 57
EFTA01537137
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
Portfolio Activity Summary - Canadian Dollar
Beginning Cash Balance
US Dollar Value
Current
Transactions
INFLOWS
Total Inflows
Foreign Exchange - Inflows
OUTFLOWS
Total Outflows
Period Value
-5,055,009.26
$5,055,009.26
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
7/26
Type
Forward FX Contract
Description
SETTLE FORWARD CURRENCY CONTRACT
BUY CAD SELL USD
CONTRACT RATE : 1.043000000
TRADE 6/23/10 VALUE 7/26/10
Quantity
(5,000,000.000 )
(5,019,684.09)
($5,019,684.09)
-Year-To-Date
Value*
-19,392,130.40
$19,392,130.40
(19,356,805.23)
($19,356,805.23)
-Local
Value
Current
Period Value
0.00
5,215,000.00
5,215,000.00
(5,215,000.00)
(5,215,000.00)
0.00
EFTA01537138
Year-To-Date
Value*
-20,415,000.00
20,415,000.00
(20,415,000.00)
(20,415,000.00)
-Per
Unit
Amount USD
Local Value
Amount USD
Local Value
5,055,009.26
5,215,000.00
Currency
Gain/Loss USD
55,009.26
Account Page 33 of 44
Page 37 of 57
EFTA01537139
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
INFLOWS & OUTFLOWS
Per Unit
Settlement
Date
7/26
Type
Spot FX
Description
SPOT CURRENCY TRANSACTION - SELL
BUY USD SELL CAD
EXCHANGE RATE 1.038910000
DEAL 07/23/10 VALUE 07/26/10
Total Inflows & Outflows
$35,325.17
$19,684.09
Quantity
5,019,684.090
Amount USD
Local Value
Amount USD
Local Value
(5,019,684.09)
(5,215,000.00)
Currency
Gain/Loss USD
(35,325.17)
Account Page 34 of 44
Page 38 of 57
EFTA01537140
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
Portfolio Activity Summary - Indian Rupee
Beginning Cash Balance
US Dollar Value
Current
Transactions
INFLOWS
Total Inflows
Foreign Exchange - Inflows
OUTFLOWS
Total Outflows
Period Value
-9,736,869.85
$9,736,869.85
Foreign
Exchange - Outflows
Ending Cash Balance
* Year to date information is calculated on a calendar year basis.
Portfolio Activity Detail - Indian Rupee
INFLOWS & OUTFLOWS
Settlement
Date
7/23
Type
Forward FX Contract
Description
SETTLE FORWARD CURRENCY CONTRACT
BUY INR SELL USD
CONTRACT RATE : 45.700000000
TRADE 6/21/10 VALUE 7/23/10
Quantity
(10,000,000.000 )
(9,682,203.38)
($9,682,203.38)
-Year-To-Date
Value*
-9,736,869.85
$9,736,869.85
(9,682,203.38)
($9,682,203.38)
-Local
Value
Current
Period Value
0.00
457,000,000.00
457,000,000.00
(457,000,000.00)
(457,000,000.00)
0.00
EFTA01537141
Year-To-Date
Value*
-457,000,000.00
457,000,000.00
(457,000,000.00)
(457,000,000.00)
-Per
Unit
Amount USD
Local Value
Amount USD
Local Value
9,736,869.85
457,000,000.00
Currency
Gain/Loss USD
(263,130.15)
Account Page 35 of 44
Page 39 of 57
EFTA01537142
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
INFLOWS & OUTFLOWS
Per Unit
Settlement
Date
7/23
Type
Spot FX
Description
SPOT CURRENCY TRANSACTION - SELL
BUY USD SELL INR
EXCHANGE RATE 47.200000000
DEAL 07/20/10 VALUE 07/23/10
Total Inflows & Outflows
$54,666.47
($317,796.62)
Quantity
9,682,203.380
Amount USD
Local Value
Amount USD
Local Value
(9,682,203.38)
(457,000,000.00)
Currency
Gain/Loss USD
(54,666.47)
Account Page 36 of 44
Page 40 of 57
EFTA01537143
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
Portfolio Activity Summary - Norwegian Krone
Beginning Cash Balance
US Dollar Value
Current
Transactions
INFLOWS
Total Inflows
Foreign Exchange - Inflows
OUTFLOWS
Total Outflows
Period Value
-10,579,668.76
$10,579,668.76
Foreign
Exchange - Outflows
Ending Cash Balance
* Year to date information is calculated on a calendar year basis.
Portfolio Activity Detail - Norwegian Krone
INFLOWS & OUTFLOWS
Settlement
Date
7/29
Type
Forward FX Contract
Description
SETTLE FORWARD CURRENCY CONTRACT
BUY NOK SELL USD
CONTRACT RATE : 6.494500000
TRADE 6/25/10 VALUE 7/29/10
Quantity
(5,000,000.000 )
(10,534,759.61)
($10,534,759.61)
-Year-To-Date
Value*
-30,106,882.54
$30,106,882.54
(30,061,973.39)
($30,061,973.39)
-Local
Value
Current
Period Value
0.00
64,472,500.00
64,472,500.00
(64,472,500.00)
(64,472,500.00)
0.00
EFTA01537144
Year-To-Date
Value*
-191,460,900.00
191,460,900.00
(191,460,900.00)
(191,460,900.00)
-Per
Unit
Amount USD
Local Value
Amount USD
Local Value
5,328,602.02
32,472,500.00
Currency
Gain/Loss USD
328,602.02
Account Page 37 of 44
Page 41 of 57
EFTA01537145
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
INFLOWS & OUTFLOWS
Per Unit
Settlement
Date
7/29
Type
Forward FX Contract
Description
SETTLE FORWARD CURRENCY CONTRACT
BUY NOK SELL SEK
CONTRACT RATE : 1.196000000
TRADE 6/25/10 VALUE 7/29/10
7/29
Forward FX Contract
SETTLE FORWARD CURRENCY CONTRACT
BUY USD SELL NOK
CONTRACT RATE : 6.220500000
TRADE 7/23/10 VALUE 7/29/10
7/29
Spot FX
SPOT CURRENCY TRANSACTION - SELL
BUY SEK SELL NOK
EXCHANGE RATE 1.185800000
DEAL 07/28/10 VALUE 07/29/10
Total Inflows & Outflows
$44,909.15
$491,209.85
37,945,600.000
(5,206,157.59)
(32,000,000.00)
(44,909.15)
5,220,239.530
(5,328,602.02)
(32,472,500.00)
(108,362.49)
Quantity
(38,272,000.000 )
Amount USD
Local Value
Amount USD
Local Value
5,251,066.74
32,000,000.00
Currency
Gain/Loss USD
315,879.47
Account Page 38 of 44
Page 42 of 57
EFTA01537146
EFTA01537147
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
Portfolio Activity Summary - Swedish Krona
Beginning Cash Balance
US Dollar Value
Current
Transactions
INFLOWS
Total Inflows
Foreign Exchange - Inflows
OUTFLOWS
Total Outflows
Period Value
-5,250,995.83
$5,250,995.83
Foreign
Exchange - Outflows
Ending Cash Balance
* Year to date information is calculated on a calendar year basis.
Portfolio Activity Detail - Swedish Krona
INFLOWS & OUTFLOWS
Settlement
Date
7/29
Type
Forward FX Contract
Description
SETTLE FORWARD CURRENCY CONTRACT
BUY NOK SELL SEK
CONTRACT RATE : 1.196000000
TRADE 6/25/10 VALUE 7/29/10
Quantity
32,000,000.000
(5,250,995.83)
($5,250,995.83)
-Year-To-Date
Value*
-5,250,995.83
$5,250,995.83
(5,250,995.83)
($5,250,995.83)
-Local
Value
Current
Period Value
0.00
38,272,000.00
38,272,000.00
(38,272,000.00)
(38,272,000.00)
0.00
EFTA01537148
Year-To-Date
Value*
-38,272,000.00
38,272,000.00
(38,272,000.00)
(38,272,000.00)
-Per
Unit
Amount USD
Local Value
Amount USD
Local Value
(5,250,995.83)
(38,272,000.00)
Currency
Gain/Loss USD
(315,808.56)
Account Page 39 of 44
Page 43 of 57
EFTA01537149
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
INFLOWS & OUTFLOWS
Per Unit
Settlement
Date
7/29
Type
Spot FX
Description
SPOT CURRENCY TRANSACTION - BUY
BUY SEK SELL NOK
EXCHANGE RATE 1.185800000
DEAL 07/28/10 VALUE 07/29/10
7/29
Spot FX
SPOT CURRENCY TRANSACTION - BUY
BUY SEK SELL USD
EXCHANGE RATE 7.279500000
DEAL 07/28/10 VALUE 07/29/10
Total Inflows & Outflows
$0.00
($315,808.56)
(44,838.240)
44,838.24
326,400.00
Quantity
(32,000,000.000 )
Amount USD
Local Value
Amount USD
Local Value
5,206,157.59
37,945,600.00
Currency
Gain/Loss USD
Account Page 40 of 44
Page 44 of 57
EFTA01537150
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
Settled Foreign Exchange Contracts
Currency
Trade Date
Settle Date Counter Currency
Speculative
INDIAN RUPEE
U S DOLLAR
INDIAN RUPEE
U S DOLLAR
CANADIAN DOLLAR
U S DOLLAR
CANADIAN DOLLAR
U S DOLLAR
NORWEGIAN KRONE
U S DOLLAR
NORWEGIAN KRONE
SWEDISH KRONA
NORWEGIAN KRONE
U S DOLLAR
NORWEGIAN KRONE
SWEDISH KRONA
SWEDISH KRONA
U S DOLLAR
Jun. 21 10
Jul. 23 10
Jul. 20 10
Jul. 23 10
Jun. 23 10
Jul. 26 10
Jul. 23 10
Jul. 26 10
Jun. 25 10
Jul. 29 10
Jun. 25 10
Jul. 29 10
Jul. 23 10
Jul. 29 10
Jul. 28 10
Jul. 29 10
Jul. 28 10
Jul. 29 10
INR
USD
USD
CAD
USD
CAD
USD
NOK
EFTA01537151
USD
NOK
SEK
NOK
USD
NOK
SEK
SEK
USD
457,000,000.00
(10,000,000.00)
INR (457,000,000.00)
9,682,203.38
5,215,000.00
(5,000,000.00)
(5,215,000.00)
5,019,684.09
32,472,500.00
(5,000,000.00)
32,000,000.00
(38,272,000.00)
(32,472,500.00)
5,220,239.53
(32,000,000.00)
37,945,600.00
326,400.00
(44,838.24)
45.700000
47.200000
1.043000
1.038910
6.494500
1.196000
6.220500
1.185800
7.279500
46.935001
46.935001
1.031650
1.031650
6.094000
0.836132
6.094000
1.175659
7.279500
(10,000,000.00)
9,682,203.38
(5,000,000.00)
5,019,684.09
(5,000,000.00)
(5,250,995.83)
EFTA01537152
5,220,239.53
5,206,157.59
(44,838.24)
9,736,869.85
(9,736,869.85)
5,055,009.26
(5,055,009.26)
5,328,602.02
5,251,066.74
(5,328,602.02)
(5,251,066.74)
44,838.24
(263,130.15)
(54,666.47)
55,009.26
(35,325.17)
328,602.02
70.91
(108,362.49)
(44,909.15)
Amount
Counter Amount Contract Rate Revaluation Rate
Contracted Base
Amount USD
Revalued
Amount USD
Currency G/L
Account Page 41 of 44
Page 45 of 57
EFTA01537153
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
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, JPMSI 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 JPMSI
Account Representative or JPMSI 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
ℹ️ Document Details
SHA-256
a240bb8f9195d09d956686b7228950b0c1725aa2d77339a756013c4ae8289351
Bates Number
EFTA01537071
Dataset
DataSet-10
Document Type
document
Pages
100
Comments 0