📄 Extracted Text (8,589 words)
For the Period 4/1/10 to 4/30/10
HARRY BELLER
C/O HBRK ASSOCIATES
301 E 66TH ST APT 1OF
NEW YORK, NY 100656216
Consolidated Summary
Account
Number
Investment Account(s)
FINANCIAL TRUST COMPANY INC
FINANCIAL TRUST COMPANY INC
Total Value
Beginning Net
Market Value
75,092,422.71
0.00
$75,092,422.71
Ending Net
Market Value
74,884,774.22
0.00
$74,884,774.22
This consolidated 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"). 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 JPMorgan Clearing
Corporation ("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 49
Change
In Value
(207,648.49)
0.00
($207,648.49)
Start on
Page
2
45
EFTA01533002
EFTA01533003
THIS PAGE INTENTIONALLY LEFT BLANK
EFTA01533004
JPMorgan Chase Bank, N.A.
270 Park Avenue, New York, NY 10017-2014
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 4/1/10 to 4/30/10
Asset Account
J.P. Morgan Private Bank 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
13
17
20
23
Account Page 1 of 43
Page 2 of 49
EFTA01533005
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 4/1/10 to 4/30/10
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
20,000,000.00
33,766,342.31
21,065,700.00
0.00
(1,685.12)
85,059.52
$74,915,416.71
177,006.00
$75,092,422.71
Market Value
20,419,540.00
24,686,461.56
30,515,088.00
(924,361.77)
218,446.13
(328,464.35)
$74,586,709.57
298,064.65
$74,884,774.22
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
74,915,416.71
528,000.00
(429,442.44)
EFTA01533006
(2.00)
$98,555.56
(12,840.23)
(414,422.47)
$74,586,709.57
298,064.65
$74,884,774.22
Change
In Value
419,540.00
(9,079,880.75)
9,449,388.00
(924,361.77)
220,131.25
(413,523.87)
($328,707.14)
121,058.65
($207,648.49)
Year-to-Date
Value
0.00
75,528,000.00
(429,442.44)
(2.00)
$75,098,555.56
(148,247.92)
(363,598.07)
$74,586,709.57
298,064.65
$74,884,774.22
Estimated
1,384,000.00
7,405.94
1,530,250.00
Current
Annual Income Allocation
27%
33%
39%
1%
100%
Equity
Fixed
Income
Foreign Exchange
Contracts
Asset Allocation
Cash &
Short Term
Account Page 2 of 43
Page 3 of 49
EFTA01533007
EFTA01533008
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 4/1/10 to 4/30/10
Account Summary
Tax Summary
Currency Gain/Loss
Interest Income
Taxable Income
CONTINUED
Current
Period Value
(317.07)
(12,523.16)
($12,840.23)
Year-to-Date
Value
(317.07)
(147,930.85)
($148,247.92)
ST Realized Gain/Loss
Realized Gain/Loss
Current
Period Value
38,553.65
$38,553.65
Year-to-Date
Value
38,553.65
$38,553.65
Unrealized Gain/Loss
To-Date Value
($292,135.73)
Account Page 3 of 43
Page 4 of 49
EFTA01533009
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 4/1/10 to 4/30/10
Equity Summary
Asset Categories
US Large Cap
US Mid Cap/Small Cap
Preferred Stocks
Total Value
Beginning
Market Value
0.00
0.00
20,000,000.00
$20,000,000.00
Ending
Market Value
983,620.00
35,920.00
19,400,000.00
$20,419,540.00
Change
In Value
983,620.00
35,920.00
(600,000.00)
$419,540.00
Current
Allocation
1%
1%
25%
27%
US Mid Cap/Small Cap
US Large Cap
Asset Categories
Equity
Current
Market Value/Cost
Market Value
Tax Cost
Unrealized Gain/Loss
Estimated Annual Income
Yield
Period Value
20,419,540.00
20,924,000.00
(504,460.00)
1,384,000.00
6.78%
Preferred Stocks
Account Page 4 of 43
EFTA01533010
Page 5 of 49
EFTA01533011
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 4/1/10 to 4/30/10
Note:
P indicates position adjusted for Pending Trade Activity.
Equity Detail
Estimated
Quantity
US Large Cap
P
P
APOLLO INVESTMENT CORP
03761U-10-6 AINV
KANSAS CITY SOUTHERN INDUSTRIES INC
MACERICH CO
485170-30-2 KSU
22,000.000
554382-10-1 MAC
P
SYNOVUS FINANCIAL CORP
Total US Large Cap
87161C-10-5 SNV
$983,620.00
US Mid Cap/Small Cap
P
METALS USA HOLDINGS CORP
PAA NATURAL GAS STORAGE LP
Total US Mid Cap/Small Cap
59132A-10-4 MUSA
21.50
693139-10-7 PNG
$35,920.00
$42,000.00
($6,080.00)
$0.00
0.00%
Account Page 5 of 43
Page 6 of 49
N/A
2,000.000
17.96
35,920.00
42,000.00
(6,080.00)
$902,000.00
$81,620.00
$44,000.00
4.47%
3.01
N/A
1.33%
44.71
EFTA01533012
983,620.00
902,000.00
81,620.00
44,000.00
4.47%
12.11
40.55
N/A
N/A
9.25%
Price
Market
Value
Tax Cost
Unrealized
Gain/Loss
Annual Income
Accrued
Dividends
Yield
EFTA01533013
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 4/1/10 to 4/30/10
Estimated
Quantity
Preferred Stocks
3PM CHASE CAPITAL XXIX
6.7% PFD
48125E-20-7 3PM PC
800,000.000
24.25
19,400,000.00
19,980,000.00
(580,000.00)
1,340,000.00
6.91%
Price
Market
Value
Tax Cost
Unrealized
Gain/Loss
Annual Income
Accrued
Dividends
Yield
Account Page 6 of 43
Page 7 of 49
EFTA01533014
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 4/1/10 to 4/30/10
Cash & Short Term Summary
Beginning
Asset Categories
Cash
Market Value
33,766,342.31
Ending
Market Value
24,686,461.56
Change
In Value
(9,079,880.75)
Current
Allocation
33%
Asset Categories
Cash &
Short Term
Current
Market Value/Cost
Market Value
Tax Cost
Estimated Annual Income
Accrued Interest
Yield
Period Value
24,686,461.56
24,686,461.56
7,405.94
774.25
0.03%
Account Page 7 of 43
Page 8 of 49
EFTA01533015
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 4/1/10 to 4/30/10
Note:
1
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
COST OF PENDING PURCHASES
PROCEEDS FROM PENDING SALES
US DOLLAR
Total Cash
(663,850.00)
835,500.54
24,514,811.02
1.00
1.00
1.00
(663,850.00)
835,500.54
24,514,811.02
$24,686,461.56
(663,850.00)
835,500.54
24,514,811.02
$24,686,461.56
$0.00
(199.15)
250.65
7,354.44
774.25
$7,405.94
$774.25
0.03%
0.03%
0.03%
0.03%
1
1
1
Price
Market
Value
Tax Cost
Adjusted
Original
Estimated
Unrealized
EFTA01533016
Gain/Loss
Annual Income
Accrued Interest
Yield
Account Page 8 of 43
Page 9 of 49
EFTA01533017
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 4/1/10 to 4/30/10
Fixed Income Summary
Asset Categories
US Fixed Income - Taxable
Non-US Fixed Income
Total Value
Beginning
Market Value
19,396,950.00
1,668,750.00
$21,065,700.00
Ending
Market Value
28,777,588.00
1,737,500.00
$30,515,088.00
Change
In Value
9,380,638.00
68,750.00
$9,449,388.00
Current
Allocation
37%
2%
39%
Non-US
Fixed Income
Current
Market Value/Cost
Market Value
Tax Cost
Unrealized Gain/Loss
Estimated Annual Income
Accrued Interest
Yield
Period Value
30,515,088.00
29,978,206.00
536,882.00
1,530,250.00
297,290.40
5.61%
US Fixed Income
- Taxable
Asset Categories
Fixed
Income
Account Page 9 of 43
Page 10 1.1.
EFTA01533018
EFTA01533019
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 4/1/10 to 4/30/10
Fixed Income Summary
SUMMARY BY MATURITY
Fixed Income
Less than 5 years,
5-10 years,
10+ years,
Total Value
SUMMARY BY TYPE
Fixed Income
Corporate Bonds
Government and Agency Bonds
International Bonds
Total Value
Market
Value
13,540,888.00
15,236,700.00
1,737,500.00
$30,515,088.00
% of Bond
Portfolio
44%
50%
6%
100%
Market
Value
1,940,888.00
9,512,500.00
19,061,700.00
$30,515,088.00
CONTINUED
% of Bond
Portfolio
6%
31%
63%
100%
1
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 maturit .
Account Page 10 of 43
Page 11 of 49
EFTA01533020
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 4/1/10 to 4/30/10
Fixed Income Detail
Quantity
US Fixed Income - Taxable
FORD MOTOR CREDIT CO LLC
SR NOTES 7% APR 15 2015
DTD 04/09/2010
345397-VN-0 B- /B1
CIT GROUP INC
7% MAY 01 2016
DTD 11/04/2009
125581-FW-3 B+ /WR
CIT GROUP INC
7% MAY 01 2017
DTD 11/04/2009
125581-FX-1 B+ /WR
GENERAL MOTORS CORP
NOTES 8 3/8% JUL 15 2033
DTD 07/03/2003
IN DEFAULT
370442-BT-1 NR /WR
U S A NOTES
4 5/8% FEB 15 2040
DTD 02/16/2010
912810-QE-1 AAA /AAA
Total US Fixed Income - Taxable
$28,777,588.00
$28,223,956.00
$553,632.00
$1,407,750.00
$296,27111
Account Page 11 of 43
Page 12 of 49
5.08%
15,000,000.000
101.58
15,236,700.00
14,887,500.00
349,200.00
693,750.00
141,810.00
4.53%
10,000,000.000
38.25
3,825,000.00
3,800,000.00
25,000.00
5,000,000.000
95.13
4,756,250.00
EFTA01533021
4,612,500.00
143,750.00
350,000.00
69,025.00
7.91%
5,000,000.000
95.13
4,756,250.00
4,725,000.00
31,250.00
350,000.00
84,580.00
8.03%
Price
Market
Value
Tax Cost
Adjusted
Original
Estimated
Unrealized
Gain/Loss
Annual Income
Accrued Interest
Yield
200,000.000
101.69
203,388.00
198,956.00
4,432.00
14,000.00
855.40
6.59%
EFTA01533022
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 4/1/10 to 4/30/10
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
2,500,000.000
69.50
1,737,500.00
1,754,250.00
(16,750.00)
122,500.00
1,020.00
14.34%
Account Page 12 of 43
Page 13 of 49
EFTA01533023
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 4/1/10 to 4/30/10
Options Summary
Asset Categories
Equity
Foreign Exchange
Other
Total Value
Beginning
Market Value
0.00
0.00
0.00
$0.00
Ending
Market Value
(114,400.00)
(265,100.78)
(544,860.99)
($924,361.77)
Change
In Value
(114,400.00)
(265,100.78)
(544,860.99)
($924,361.77)
Current
Allocation
Current
Market Value/Cost
Market Value
Premium
Unrealized Gain/Loss
Period Value
(924,361.77)
(599,804.27)
(324,557.73
Account Page 13 of 43
Page 14 of 49
EFTA01533024
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 4/1/10 to 4/30/10
Note:
P indicates position adjusted for Pending Trade Activity.
Options Detail
Quantity
Equity
MACERICH CO
CALL OPTION MAY 10 @ 40
Underlying Asset Price = $44.71
554382-9A-B MAC AAA /
Foreign Exchange
INR CALL USD PUT
FX EUROPEAN STYLE OPTION
MAY 19, 2010 @ 44.5
XINRCA-AE-Z
NOK CALL GBP PUT
FX EUROPEAN STYLE OPTION
JUL 26, 2010 @ 9.04
KNOCK-IN AT 8.775
XNOKCA-DE-Z GBP
PLN CALL EUR PUT
FX EUROPEAN STYLE OPTION
APR 20, 2011 @ 3.9
XPLNCA-AC-Z EUR
29,250,000.000
0.88
258,476.85
324,085.73
(65,608.89)
(63,280,000.000 )
0.32
(202,755.01)
(163,465.02)
(39,289.99)
(220.000)
5.20
(114,400.00)
(43,339.25)
(71,060.75)
Price
Market
Value
Premium
Unrealized
Gain/Loss
445,000,000.000
0.02
82,070.27
93,000.00
(10,929.98)
EFTA01533025
Account Page 14 of 43
Page 15 of 49
EFTA01533026
FINANCIAL TRUST COMPANY INC ACCT. I
For the Period 4/1/10 to 4/30/10
Quantity
Foreign Exchange
PLN PUT EUR CALL
FX EUROPEAN STYLE OPTION
APR 20, 2011 @ 3.9
CONT. KI @ 4.49
XPLNPA-AD-Z EUR
Total Foreign Exchange
Other
XAU PUT OPTION
USD CALL OPTION STRIKE 1,115.00
EXPIRES 6/17/2010
KI @ 1,085
Underlying Asset Price = $1,179.60
OTCBDP-EW-G
P XPD PUT OPTION
USD CALL OPTION STRIKE 525
EXPIRES 06/02/2010
Underlying Asset Price = $553.75
OTCBDP-EW-T
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
Underlying Asset Price = $0.00
OTCBDC-TB-B
(1.000)
1.00
(269,804.62)
(136,000.00)
(133,804.62)
(10,000.000)
(140,000.00)
140,000.00
(5,000.000)
7.06
(35,293.59)
(85,000.00)
49,706.41
($265,100.78)
($70,465.02)
($194,635.99)
Price
Market
Value
Premium
Unrealized
Gain/Loss
(29,250,000.000 )
EFTA01533027
1.38
(402,892.89)
(324,085.73)
(78,807.
Account Page 15 of 43
Page 16 of 49
EFTA01533028
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 4/1/10 to 4/30/10
Quantity
Other
1 RECEIVER SWAPTION CALL
10,000,000 INTEREST RATE SWAP
STRIKE 4.35% S 30/360 VS 3ML
EXP DATE 06/14/2010 DEAL 5162475
Underlying Asset Price = $0.00
OTCBDC-TC-N
Total Other
($544,860.99)
($486,000.00)
($58,860.99)
(1.000)
1.00
(239,762.78)
(125,000.00)
(114,762.78)
Price
Market
Value
Premium
Unrealized
Gain/Loss
AccounlIIIIIIIIIIPage 16 of 43
Page 17 of 49
EFTA01533029
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 4/1/10 to 4/30/10
Foreign Exchange Contracts Summary
NET CURRENCY EXPOSURE SUMMARY
Value
in Currency
AUSTRALIA DOLLAR
CANADIAN DOLLAR
POUND STERLING
INDIAN RUPEE
JAPANESE YEN
NORWEGIAN KRONE
US DOLLAR
(5,426,524.85)
10,000,000.00
(14,000,000.00)
446,500,000.00
(464,350,000.02 )
126,988,400.00
(9,637,029.70)
Foreign Exchange Contracts Detail
Market Value
Receivable
Trade Date
Speculative
AUSTRALIA DOLLAR
CANADIAN DOLLAR
CANADIAN DOLLAR
JAPANESE YEN
Apr. 28 10
Jul. 30 10
Mar. 31 10
Oct. 5 10
AUD
CAD
CAD
JPY
(5,426,524.85)
5,000,000.00
10,200,000.00
(934,320,000.00 )
0.921400
91.600000
1.071898
92.520024
4,935,267.13
4,996,997.39
10,057,048.57
9,957,040.76
(61,730.26)
100,007.81
EFTA01533030
Currency
Settlement Date Counter Currency
Amount
Counter Amount
Contract
Rate
Current Market
Forward Rate
Market Value
Payable
Unrealized
Gain/Loi
Account Page 17 of 43
Page 18 of 49
EFTA01533031
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 4/1/10 to 4/30/10
Market Value
Receivable
Trade Date
Speculative
CANADIAN DOLLAR
CANADIAN DOLLAR
INDIAN RUPEE
JAPANESE YEN
JAPANESE YEN
JAPANESE YEN
JAPANESE YEN
JAPANESE YEN
JAPANESE YEN
POUND STERLING
JAPANESE YEN
JAPANESE YEN
US DOLLAR
SOUTH KOREAN WON
SOUTH KOREAN WON
SOUTH KOREAN WON
SOUTH KOREAN WON
US DOLLAR
US DOLLAR
NORWEGIAN KRONE
Apr. 28 10
Aug. 6 10
Apr. 14 10
Oct. 5 10
Apr. 16 10
Oct. 20 10
Apr. 14 10
Oct. 4 10
Apr. 14 10
Oct. 4 10
Mar. 31 10
Oct. 4 10
Mar. 31 10
Oct. 4 10
Apr. 14 10
Oct. 4 10
Apr. 14 10
Oct. 5 10
Mar. 26 10
Jun. 30 10
CAD
JPY
CAD
JPY
INR
EFTA01533032
USD
JPY
JPY
JPY
JPY
5,000,000.00
(464,350,000.00 )
(10,200,000.00)
952,170,000.00
446,500,000.00
(10,000,000.00)
457,999,499.24
KRW (5,487,750,000.00 )
457,999,499.24
KRW (5,487,750,000.00 )
(450,000,000.00 )
KRW 5,487,750,000.00
(450,000,000.00 )
KRW 5,487,750,000.00
(15,998,998.50)
JPY
USD
JPY
USD
GBP
NOK
171,405.59
(17,850,000.00)
191,564.71
(7,000,000.00)
63,099,400.00
93.180000
9.014200
93.835108
9.063428
92.870000
93.350000
44.650000
11.982000
11.982000
12.195000
12.195000
93.340000
92.686850
92.520024
45.055477
11.858806
11.858806
11.858806
11.858806
93.836403
EFTA01533033
4,934,709.08
4,944,460.09
10,147,268.07
10,057,048.57
9,910,004.99
10,000,000.00
4,880,829.67
4,931,533.61
4,880,829.67
4,931,533.61
4,931,533.61
4,795,580.25
4,931,533.61
4,795,580.25
171,405.59
170,498.84
191,564.71
190,227.30
10,653,597.38
10,711,778.70
(9,751.01)
90,219.50
(89,995.01)
(50,703.94)
(50,703.94)
135,953.36
135,953.36
906.75
1,337.41
(58,181.32)
Currency
Settlement Date Counter Currency
Amount
Counter Amount
Contract
Rate
Current Market
Forward Rate
Market Value
Payable
Unrealized
Gain/Loss
Account Page 18 of 43
Page 19 of 49
EFTA01533034
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 4/1/10 to 4/30/10
Market Value
Receivable
Trade Date
Speculative
POUND STERLING
Total Speculative
NORWEGIAN KRONE
Apr. 6 10
Jun. 30 10
GBP
NOK
(7,000,000.00)
63,889,000.00
9.127000
9.063428
10,786,912.12
10,711,778.70
$81,412,504.20
$81,194,058.07
75,133.42
$218,446.13
Currency
Settlement Date Counter Currency
Amount
Counter Amount
Contract
Rate
Current Market
Forward Rate
Market Value
Payable
Unrealized
Gain/Loss
Account Page 19 of 43
Page 20 of 49
EFTA01533035
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 4/1/10 to 4/30/10
Other Assets Summary
Asset Categories
Swaps
Beginning
Estimated Value
85,059.52
Ending
Estimated Value
(328,464.35)
Change
In Value
(413,523.87)
Current
Allocation
Other Assets Detail
Quantity
Swaps
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
N/O Client
SWPBDA-ZQ-8
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
N/O Client
SWPBDE-JB-1
1.000
1.00
(85,999.12)
N/A
1.000
1.00
(77,057.27)
N/A
Price
Estimated
Value
Cost
Estimated
Gain/Loss
Account Page 20 of 43
Page 21 of 49
EFTA01533036
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 4/1/10 to 4/30/10
Quantity
Swaps
INTEREST RATE SWAP
14,050,000 USD NOTIONAL 2/15/2040
REC: FLOATING RATE USD
3 MONTH LIBOR DEAL 254307367
4.45653% PAY FIXED, S 30/360
N/O Client
SWPBDE-HD-9
INTEREST RATE SWAP
125,000,000 USD NOTIONAL 04/30/2012
PAY: FLOATING RATE USD
3 MONTH LIBOR DEAL 257872357
1.7525% REC FIXED, S 30/360
N/O Client
SWPBDE-SU-9
LONG TOTAL RETURN SWAP
8,021,050 USD NOTIONAL
GOLDMAN SACHS GRP INC
MAT APRIL 28 2011 DEAL 5499085
N/O Client
SWPBDE-RE-6
SX5E 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
89,206.000
0.07
6,472.93
N/A
20,000.000
15.25
304,945.96
N/A
1.000
1.00
46,039.19
N/A
1.000
1.00
(460,276.22)
N/A
Price
Estimated
Value
Cost
Estimated
EFTA01533037
Gain/Los
Account Page 21 of 43
Page 22 of 49
EFTA01533038
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 4/1/10 to 4/30/10
Quantity
Swaps
SX5E DIVIDEND SWAP
FIXED STRIKE EUR 113.30
NUMBER OF BASKET 88,261
MAT DEC 21 2011 DEAL 4444219
N/O Client
SWPBDE-PS-7 EUR
Total Swaps
($328,464.35)
$0.00
$0.00
88,261.000
0.71
(62,589.82)
N/A
Price
Estimated
Value
Cost
Estimated
Gain/Lou...III
Account Page 22 of 43
Page 23 of 49
EFTA01533039
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 4/1/10 to 4/30/10
Portfolio Activity Summary - U S Dollar
Beginning Cash Balance
Current
Transactions
Income
INFLOWS
Contributions
Foreign Exchange - Inflows
Total Inflows
OUTFLOWS
Total Outflows
Withdrawals
TRADE ACTIVITY
Settled Sales/Maturities/Redemptions
Settled Securities Purchased
Total Trade Activity
Ending Cash Balance
1,659,528.11
(31,004,241.75)
($29,344,713.64)
$24,514,811.02
* Year to date information is calculated on a calendar year basis.
1,659,528.11
(52,258,491.75)
($50,598,963.64)
-(12,523.16)
528,000.00
163,147.95
$678,624.79
(429,442.44)
($429,442.44)
(147,930.85)
75,528,000.00
163,147.95
$75,543,217.10
(429,442.44)
($429,442.44)
Period
Value
53,610,342.31
Year-To-Date
Value*
Page 23 of 43
Page 24 of 49
EFTA01533040
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 4/1/10 to 4/30/10
Portfolio Activity Detail - U S Dollar
INFLOWS & OUTFLOWS
Settlement
Date
4/1
Type
Interest Income
Description
DEPOSIT SWEEP INTEREST FOR MAR. @
.05% RATE ON NET AVG COLLECTED
BALANCE OF $18,095,238.29
AS OF 04/01/10
4/6
Receipt of Assets
INTEREST RATE SWAP - FRA
500,000,000 USD NOTIONAL 3/15/2011
PAY: FLOATION RATE USD
3 MONTH LIBOR DEAL 255056959
0.815% REC FIXED, Q ACT/360
NEW SWAP DEAL #255056959
JPMORGAN CHASE BANK
TRADE DATE 03/31/10
4/7
Receipt of Assets
INTEREST RATE SWAP - FRA
500,000,000 USD NOTIONAL 3/15/2011
PAY: FLOATING RATE USD
3 MONTH LIBOR DEAL 255345250
0.876% REC FIXED, Q ACT/360
NEW SWAP DEAL # 255345250
JPMORGAN CHASE BANK
TRADE DATE 04/05/10
4/16
Receipt of Assets
SX5E DIVIDEND SWAP
FIXED STRIKE EUR 112.10
NUMBER OF BASKET 89,206
MAT DEC 16 2011 DEAL 4444220
JPMORGAN CHASE BANK
TRADE DATE 04/12/10
AS OF 04/15/10
Account Page 24 of 43
Page 25.1 1. 1
89,206.000
1.000
1.000
Quantity
Per Unit
Amount
EFTA01533041
Amount
768.50
EFTA01533042
FINANCIAL TRUST COMPANY INC ACCT. I
For the Period 4/1/10 to 4/30/10
INFLOWS & OUTFLOWS
Settlement
Date
4/16
Type
Receipt of Assets
Description
SX5E DIVIDEND SWAP
FIXED STRIKE EUR 113.30
NUMBER OF BASKET 88,261
MAT DEC 21 2011 DEAL 4444219
JPMORGAN CHASE BANK
TRADE DATE 04/12/10
4/20
Free Delivery
INTEREST RATE SWAP - FRA
500,000,000 USD NOTIONAL 3/15/2011
PAY: FLOATION RATE USD
3 MONTH LIBOR DEAL 255056959
0.815% REC FIXED, Q ACT/360
SWAP UNWIND DEAL 255056959
JPMORGAN CHASE BANK
TRADE DATE 04/16/10
4/20
Free Delivery
INTEREST RATE SWAP - FRA
500,000,000 USD NOTIONAL 3/15/2011
PAY: FLOATING RATE USD
3 MONTH LIBOR DEAL 255345250
0.876% REC FIXED, Q ACT/360
SWAP UNWIND DEAL 255345250
JPMORGAN CHASE BANK
TRADE DATE 04/16/10
4/20
Misc. Receipt
INTEREST RATE SWAP - FRA
500,000,000 USD NOTIONAL 3/15/2011
PAY: FLOATION RATE USD
3 MONTH LIBOR DEAL 255056959
0.815% REC FIXED, Q ACT/360
SWAP UNWIND DEAL 255056959
132,000.00
(1.000)
(1.000)
Quantity
88,261.000
Per Unit
Amount
Amount
EFTA01533043
Account Page 25 of 43
Page 26 of 49
EFTA01533044
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 4/1/10 to 4/30/10
INFLOWS & OUTFLOWS
Settlement
Date
4/20
Type
Misc. Receipt
Description
ENTRY REVERSED ON 04/28/2010
INTEREST RATE SWAP - FRA
500,000,000 USD NOTIONAL 3/15/2011
PAY: FLOATION RATE USD
3 MONTH LIBOR DEAL 255056959
0.815% REC FIXED, Q ACT/360
SWAP UNWIND DEAL 255345250
4/21
4/28
Accrued Interest Received
Misc. Debit
CABLEVISION SYSTEMS CORP
SR NOTES 7 3/4% APR 15 2018
DTD 04/15/2010
TO REVERSE ENTRY OF 04/20/2010
INTEREST RATE SWAP - FRA
500,000,000 USD NOTIONAL 3/15/2011
PAY: FLOATION RATE USD
3 MONTH LIBOR DEAL 255056959
0.815% REC FIXED, Q ACT/360
AS OF 04/20/10
4/28
Receipt of Assets
LONG TOTAL RETURN SWAP
8,021,050 USD NOTIONAL
GOLDMAN SACHS GRP INC
MAT APRIL 28 2011 DEAL 5499085
JPMORGAN CHASE BANK
TRADE DATE 04/23/10
50,000.000
(198,000.00)
1,000,000.000
0.001
1,291.67
Quantity
Per Unit
Amount
Amount
198,000
Account Page 26 of 43
Page 27 of 49
EFTA01533045
EFTA01533046
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 4/1/10 to 4/30/10
INFLOWS & OUTFLOWS
Settlement
Date
4/28
Type
Misc. Receipt
Description
INTEREST RATE SWAP - FRA
500,000,000 USD NOTIONAL 3/15/2011
PAY: FLOATING RATE USD
3 MONTH LIBOR DEAL 255345250
0.876% REC FIXED, Q ACT/360
SWAP UNWIND DEAL 255345250
AS OF 04/20/10
4/28
Spot FX
SPOT CURRENCY TRANSACTION - SELL
BUY USD SELL GBP
EXCHANGE RATE 1.543500000
DEAL 04/26/10 VALUE 04/28/10
4/28
4/29
Accrued Interest Paid
Free Delivery
CIT GROUP INC
7% MAY 01 2016
DTD 11/04/2009
LONG TOTAL RETURN SWAP
8,021,050 USD NOTIONAL
GOLDMAN SACHS GRP INC
MAT APRIL 28 2011 DEAL 5499085
PARTIAL UNWIND
TRADE DATE 04/26/10
4/29
Misc. Disbursement
LONG TOTAL RETURN SWAP
8,021,050 USD NOTIONAL
GOLDMAN SACHS GRP INC
MAT APRIL 28 2011 DEAL 5499085
PARTIAL SWAP UNWIND
(231,442.44)
(30,000.000)
5,000,000.000
0.015
(75,833.33)
(105,700.000)
163,147.95
Quantity
Per Unit
EFTA01533047
Amount
Amount
198,000.00
Account Page 27 of 43
Page 28 of 49
EFTA01533048
FINANCIAL TRUST COMPANY INC ACCT. ■
For the Period 4/1/10 to 4/30/10
INFLOWS & OUTFLOWS
Settlement
Date
4/29
Type
Foreign Interest
Description
PETROLEOS DE VENEZUELA S
4.9% OCT 28 2014
DTD 10/28/2009
HELD BY EUROCLEAR
ISIN:XS0460546442 SEDOL:85882G7
AS OF 04/28/10
4/30
Receipt of Assets
INTEREST RATE SWAP
125,000,000 USD NOTIONAL 04/30/2012
PAY: FLOATING RATE USD
3 MONTH LIBOR DEAL 257872357
1.7525% REC FIXED, S 30/360
NEW SWAP DEAL # 257872357
JPMORGAN CHASE BANK
TRADE DATE 04/28/10
Total Inflows & Outflows
$249,182.35
1.000
Quantity
2,500,000.000
Per Unit
Amount
Amount
0.025
61,250. •
Account Page 28 of 43
Page 29 of 49
EFTA01533049
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 4/1/10 to 4/30/10
TRADE ACTIVITY
Note:
S
Trade
Date
4/6
Settlement
Date
4/9
indicates Short Term Realized Gain/Loss
Settled transaction was initiated in prior statement period and settled in
current statement period
Type
Settled Sales/Maturities/Redemptions
Sale
Description
TEEKAY TANKERS LTD - CLASS A
@ 12.14
60,700.00
BROKERAGE
TAX &/OR SEC
4/13
4/16
Sale
250.00
1.03
J.P. MORGAN SECURITIES INC.
TRADE DATE 04/06/10
ENTERPRISE PRODUCTS PARTNERS L P
@ 35.61
89,025.00
BROKERAGE
TAX &/OR SEC
4/15
4/20
Sale
125.00
1.51
J.P. MORGAN SECURITIES INC.
TRADE DATE 04/13/10
DOLLAR GENERAL CORP
@ 27.25566
BROKERAGE
TAX &/OR SEC
4/15
4/20
Sale
KILROY REALTY CORP
EFTA01533050
@ 34.5124
BROKERAGE
TAX &/OR SEC
(3,000.000)
81,766.98
150.00
1.39
J.P. MORGAN SECURITIES INC.
TRADE DATE 04/15/10
(2,500.000)
86,281.00
125.00
1.46
J.P. MORGAN SECURITIES INC.
TRADE DATE 04/15/10
34.462
86,154.54
(85,000.00)
1,154.54 S
27.205
81,615.59
(81,000.00)
615.59 S
(2,500.000)
35.559
88,898.49
(88,875.00)
23.49 S
Quantity
(5,000.000)
Per Unit
Amount
12.09
Proceeds
60,448.97
Tax Cost
(61,250.00)
Realized
Gain/Loss
AccountIIIIIIIIIIPage 29 of 43
Page 30 of 49
EFTA01533051
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 4/1/10 to 4/30/10
Trade
Date
4/15
Settlement
Date
4/21
Type
Settled Sales/Maturities/Redemptions
Sale
Description
MEDICAL PROPERTIES TRUST INC
@ 9.9978
99,978.00
BROKERAGE
TAX &/OR SEC
4/16
4/21
Sale
500.00
1.69
J.P. MORGAN SECURITIES INC.
TRADE DATE 04/15/10
CABLEVISION SYSTEMS CORP
SR NOTES 7 3/4% APR 15 2018
DTD 04/15/2010
@ 102.375
JP MORGAN SECURITIES INC (BIDL)
TRADE DATE 04/16/10
4/21
4/26
Sale
MGIC INVESTMENT CORP WIS
@ 11.175
44,700.00
BROKERAGE
TAX &/OR SEC
4/22
4/27
Sale
200.00
.76
J.P. MORGAN SECURITIES INC.
TRADE DATE 04/21/10
MITEL NETWORKS CORP
@ 12.52771
BROKERAGE
TAX &/OR SEC
Total Settled Sales/Maturities/Redemptions
(14,000.000)
EFTA01533052
175,387.94
700.00
2.97
J.P. MORGAN SECURITIES INC.
TRADE DATE 04/22/10
$1,659,528.11
($1,652,625.00)
$6,903.11 S
12.477
174,684.97
(196,000.00)
(21,315.03) S
(4,000.000)
11.125
44,499.24
(43,000.00)
1,499.24 S
(1,000,000.000 )
102.40
1,023,750.00
(1,000,000.00)
23,750.00 S
Quantity
(10,000.000)
Per Unit
Amount
9.948
Proceeds
99,476.31
Tax Cost
(97,500.00)
Realized
Gain/Loss
1,976.3
Account Page 30 of 43
Page 31 of 49
EFTA01533053
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 4/1/10 to 4/30/10
Trade
Date
Settlement
Date
4/1
Type
Settled Securities Purchased
3/25
Purchase
Description
JPM CHASE CAPITAL XXIX
6.7% PFD
@ 25.00
J.P. MORGAN SECURITIES INC.
TRADE DATE 03/25/10
3/26
4/1
Purchase
JPM CHASE CAPITAL XXIX
6.7% PFD
@ 24.95
J.P. MORGAN SECURITIES INC.
TRADE DATE 03/26/10
3/31
4/6
Write Option
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
WRITTEN OTC CALL
TRADE DATE 03/31/10
4/6
4/9
Purchase
TEEKAY TANKERS LTD - CLASS A
@ 12.25
J.P. MORGAN SECURITIES INC.
TRADE DATE 04/06/10
4/6
4/9
Purchase
FORD MOTOR CREDIT CO LLC
SR NOTES 7% APR 15 2015
DTD 04/09/2010
@ 99.478
JP MORGAN SECURITIES INC (BIDL)
TRADE DATE 04/06/10
200,000.000
EFTA01533054
99.50
(198,956.00)
5,000.000
12.25
(61,250.00)
(1.000) 136,000.00
136,000.00
*
400,000.000
24.95
(9,980,000.00) *
Quantity
400,000.000
Per Unit
Amount
25.00
Market Cost
Account iiiiiiiiiiPage 31 of 43
(10,000,
Page 32 of 49
EFTA01533055
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 4/1/10 to 4/30/10
Trade
Date
Settlement
Date
4/14
Type
Settled Securities Purchased
4/9
Purchase
Description
METALS USA HOLDINGS CORP
@ 21.00
J.P. MORGAN SECURITIES INC.
TRADE DATE 04/09/10
4/13
4/15
Write Option
1 RECEIVER SWAPTION CALL
10,000,000 INTEREST RATE SWAP
STRIKE 4.35% S 30/360 VS 3ML
EXP DATE 06/14/2010 DEAL 5162475
WRITTEN OTC CALL
NEW SWAPTION DEAL # 5162475
TRADE DATE 04/13/10
4/12
4/15
Purchase
CABLEVISION SYSTEMS CORP
SR NOTES 7 3/4% APR 15 2018
DTD 04/15/2010
@ 100.00
JP MORGAN SECURITIES INC (BIDL)
TRADE DATE 04/12/10
4/13
4/16
Purchase
ENTERPRISE PRODUCTS PARTNERS L P
@ 35.55
J.P. MORGAN SECURITIES INC.
TRADE DATE 04/13/10
4/16
4/20
Write Option
XAU PUT OPTION
USD CALL OPTION STRIKE 1,115.00
EXPIRES 6/17/2010
KI @ 1,085
WRITTEN OTC PUT
TRADE DATE 04/16/10
EFTA01533056
(5,000.000)
17.00
85,000.00
2,500.000
35.55
(88,875.00)
1,000,000.000
100.00
(1,000,000.00)
(1.000) 125,000.00
125,000.00
Quantity
2,000.000
Per Unit
Amount
21.00
Market Cost
(42,000.
Account IIIIIIIIIIPage 32 of 43
Page 33 of 49
EFTA01533057
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 4/1/10 to 4/30/10
Trade
Date
Settlement
Date
4/20
Type
Settled Securities Purchased
4/14
Purchase
Description
DOLLAR GENERAL CORP
@ 27.00
J.P. MORGAN SECURITIES INC.
TRADE DATE 04/14/10
4/15
4/20
Purchase
GENERAL MOTORS CORP
NOTES 8 3/8% JUL 15 2033
DTD 07/03/2003
IN DEFAULT
@ 38.00
JP MORGAN SECURITIES INC (BIDL)
TRADE DATE 04/15/10
4/15
4/20
Purchase
KILROY REALTY CORP
@ 34.00
J.P. MORGAN SECURITIES INC.
TRADE DATE 04/15/10
4/15
4/20
Purchase
MACERICH CO
@ 41.00
J.P. MORGAN SECURITIES INC.
TRADE DATE 04/15/10
4/19
4/21
Purchase Option
INR CALL USD PUT
FX EUROPEAN STYLE OPTION
MAY 19, 2010 @ 44.5
PURCHASED FX OPTION
CALL 445,000,000.00 INR
PUT 10,000,000.00 USD
TRADE DATE 04/19/10
445,000,000.000
EFTA01533058
(93,000.00)
22,000.000
41.00
(902,000.00)
2,500.000
34.00
(85,000.00)
10,000,000.000
38.00
(3,800,000.00)
Quantity
3,000.000
Per Unit
Amount
27.00
Market Cost
(81,000.20j_
Account Page 33 of 43
Page 34 of 49
EFTA01533059
FINANCIAL TRUST COMPANY INC ACCT. I
For the Period 4/1/10 to 4/30/10
Trade
Date
Settlement
Date
4/21
Type
Settled Securities Purchased
4/15
Write Option
Description
MACERICH CO
CALL OPTION MAY 10 @ 40
COVERED CALL
AS OF 04/16/10
4/14
4/21
Purchase
MEDICAL PROPERTIES TRUST INC
@ 9.75
J.P. MORGAN SECURITIES INC.
TRADE DATE 04/14/10
4/21
4/26
Purchase
MGIC INVESTMENT CORP WIS
@ 10.75
J.P. MORGAN SECURITIES INC.
TRADE DATE 04/21/10
4/21
4/27
Purchase
MITEL NETWORKS CORP
@ 14.00
J.P. MORGAN SECURITIES INC.
TRADE DATE 04/21/10
4/23
4/28
Purchase
CIT GROUP INC
7% MAY 01 2016
DTD 11/04/2009
@ 94.50
JP MORGAN SECURITIES INC (BIDL)
TRADE DATE 04/23/10
Total Settled Securities Purchased
($31,004,241.75)
5,000,000.000
94.50
(4,725,000.00)
EFTA01533060
14,000.000
14.00
(196,000.00)
4,000.000
10.75
(43,000.00)
10,000.000
9.75
(97,500.00)
Quantity
(220.000)
Per Unit
Amount
196.997
Market Cost
43,339.
Account Page 34 of 43
Page 35 of 49
EFTA01533061
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 4/1/10 to 4/30/10
Trade
Date
4/28
4/29
4/29
4/30
Estimated
Settlement
Date
5/3
5/4
5/4
5/5
Type
Pending Sales, Maturities, Redemptions
Sale
Sale
Sale
Sale
Description
APOLLO INVESTMENT CORP
KANSAS CITY SOUTHERN INDUSTRIES INC
SYNOVUS FINANCIAL CORP
PAA NATURAL GAS STORAGE LP
Total Pending Sales, Maturities, Redemptions
Trade
Date
Estimated
Settlement
Date
4/28
4/28
4/29
4/29
5/3
5/4
5/4
5/5
5/4
Quantity
(19,000.000)
(2,000.000)
(100,000.000)
(3,500.000)
Per Unit
Amount
12.32
40.056
3.06
EFTA01533062
23.298
Proceeds
233,126.99
80,010.64
300,994.82
81,368.09
$695,500.54
Tax Cost
(235,600.00)
(78,000.00)
(275,000.00)
(75,250.00)
($663,850.00)
Realized
Gain/Loss
(2,473.01) S
2,010.64 S
25,994.82 S
6,118.09 S
$31,650.54 S
Type
Description
Pending Securities Purchased
4/27
Purchase
Purchase
Purchase
Purchase
Write Option
Total Pending Securities Purchased
APOLLO INVESTMENT CORP
KANSAS CITY SOUTHERN INDUSTRIES INC
SYNOVUS FINANCIAL CORP
PAA NATURAL GAS STORAGE LP
XPD PUT OPTION
USD CALL OPTION STRIKE 525
EXPIRES 06/02/2010
($523,850.00)
Quantity
19,000.000
2,000.000
100,000.000
3,500.000
(10,000.000)
Per Unit
Amount
12.40
39.00
2.75
21.50
Market Cost
EFTA01533063
(235,600.00)
(78,000.00)
(275,000.00)
(75,250.00)
140,000
AccountiiiIIIIIIIPage 35 of 43
Page 36 of 49
EFTA01533064
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 4/1/10 to 4/30/10
Portfolio Activity Summary - Euro
US Dollar Value
Current
Transactions
Beginning Cash Balance
Ending Cash Balance
Portfolio Activity Detail - Euro
TRADE ACTIVITY - Euro
Settlement
Trade
Date
Date
4/22
Type
Settled Securities Purchased
4/20
Write Option
Description
PLN PUT EUR CALL
FX EUROPEAN STYLE OPTION
APR 20, 2011 @ 3.9
WRITTEN FX OPTION
PUT 29,250,000.00 PLN
CALL 7,500,000.00 EUR
TRADE DATE 04/20/10
Quantity
(29,250,000.000 )
Period Value
--Year-To-Date
Value
--Local
Value
Current
Period Value
0.00
0.00
Year-To-Date
Value
--Per
Unit
Market
Amount USD
Local Value
0.011
3.21
Cost USD
Local Value
324,085.73
240,750.00
EFTA01533065
Currency
Gain/Los D
Account Page 36 of 43
Page 37 of 49
EFTA01533066
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 4/1/10 to 4/30/10
Per Unit
Trade
Date
Settlement
Date
4/22
Type
Settled Securities Purchased
4/20
Purchase Option
Description
PLN CALL EUR PUT
FX EUROPEAN STYLE OPTION
APR 20, 2011 @ 3.9
PURCHASED FX OPTION
CALL 29,250,000.00 PLN
PUT 7,500,000.00 EUR
TRADE DATE 04/20/10
Total Settled Securities Purchased (USD)
$0.00
$0.00
Quantity
29,250,000.000
Amount USD
Local Value
0.011
3.21
Market
Cost USD
Local Value
(324,085.73)
(240,750.00)
Currency
Gain/Loss USD
Account Page 37 of 43
Page 38 of 49
EFTA01533067
FINANCIAL TRUST COMPANY INC ACCT. IIIIIIIIM
For the Period 4/1/10 to 4/30/10
Portfolio Activity Summary - Pound Sterling
Beginning Cash Balance
US Dollar Value
Current
Transactions
OUTFLOWS
Total Outflows
Foreign Exchange - Outflows
TRADE ACTIVITY
Total Trade Activity
Period Value
-(163,147.95)
($163,147.95)
Settled
Securities Purchased
Ending Cash Balance
* Year to date information is calculated on a calendar year basis.
Portfolio Activity Detail - Pound Sterling
INFLOWS & OUTFLOWS
Settlement
Date
4/28
Type
Spot FX
Description
SPOT CURRENCY TRANSACTION - SELL
BUY USD SELL GBP
EXCHANGE RATE 1.543500000
DEAL 04/26/10 VALUE 04/28/10
Quantity
163,147.950
163,465.02
$163,465.02
-Year-To-Date
Value*
-(163,147.95)
($163,147.95)
163,465.02
$163,465.02
-Local
Value
Current
Period Value
0.00
(105,700.00)
(105,700.00)
105,700.00
105,700.00
0.00
EFTA01533068
Year-To-Date
Value*
-(105,700.00)
(105,700.00)
105,700.00
105,700.00
-Per
Unit
Amount USD
Local Value
Amount USD
Local Value
(163,147.95)
(105,700.00)
Currency
Gain/Loss USD
(317.07)
Account Page 38 of 43
Page 39 of 49
EFTA01533069
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 4/1/10 to 4/30/10
TRADE ACTIVITY - Pound Sterling
Per Unit
Trade
Date
Settlement
Date
4/28
Type
Settled Securities Purchased
4/26
Write Option
Description
NOK CALL GBP PUT
FX EUROPEAN STYLE OPTION
JUL 26, 2010 @ 9.04
KNOCK-IN AT 8.775
WRITTEN FX OPTION
CALL 63,280,000.00 NOK
PUT 7,000,000.00 GBP
TRADE DATE 04/26/10
Quantity
(63,280,000.000 )
Amount USD
Local Value
0.003
1.51
Market
Cost USD
Local Value
163,465.02
105,700.00
Currency
Gain/Los
Account Page 39 of 43
Page 40 of 49
EFTA01533070
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 4/1/10 to 4/30/10
Settled Foreign Exchange Contracts
Currency
Trade Date
Settle Date Counter Currency
Trade Related
POUND STERLING
U S DOLLAR
Apr. 26 10
Apr. 28 10
GBP
USD
(105,700.00)
163,147.95
1.543500
1.546500
163,147.95
(163,465.02)
(317.07)
Amount
Counter Amount Contract Rate Revaluation Rate
Contracted Base
Amount USD
Revalued
Amount USD
Currency G/L
Account Page 40 of 43
Page 41 of 49
EFTA01533071
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 4/1/10 to 4/30/10
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, 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 and tangible assets are generally illiquid,
the value of which may have been provided to us by third parties who may not
EFTA01533072
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 Page 41 of 43
Page 42 of 49
EFTA01533073
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 4/1/10 to 4/30/10
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 assurance that a secondary market
will develop or that the security will trade at par or any other price
reflected on statements and online. Accordingly, investors
should not rely on pricing information appearing in their statements or
online with respect to ARS. Where J.P. Morgan was unable to obtain a price
from an outside service for a particular Muni Auction
Based Inverse Floaters ARS, the price column on your statement and online
will indicate "$0.00" which however should not be relied on as the price at
which ARS would trade.
Additional Information About Your Accounts
Securities purchased or sold through JPMSI (1) other than mutual funds, are
cleared through J.P.Morgan Clearing Corp. ("JPMCC"), an affiliate of 3PMSI,
and (2) other than exchange-listed options,
are held in your Asset Account at JPMorgan Chase Bank, N.A. Positions in
exchange-listed options are held by 3.P.Morgan Clearing Corp. and are not
EFTA01533074
delivered to or from your Asset Account. For
your convenience, however, positions in exchange-listed options are
presented in this Asset Account statement together with other assets held in
that account. All pertinent information about your
settled and pending purchases and sales effected through your JPMSI account
during the period covered by this statement, is summarized in the "Trade
Activity" portion of this statement.
You should have received separate confirmations for each securities
transaction. All transactions are subject to the terms and conditions stated
on the reverse side of such confirmations and are subject
to the constitution, by-laws, customs and interpretations of the marketplace
where executed and governed by and construed in accordance with the laws of
the State of New York and all applicable
federal laws and regulations. Further information with respect to
commissions and other charges related to the execution of transactions,
including options transactions, has been included in
confirmations that were previously furnished to you. Upon written request,
JPMSI will promptly supply you with the latest such information.
Shareholders of certain JPMorgan Funds are charged a redemption fee equal to
2% of the proceeds if they exchange or redeem shares of such funds within 60
days of purchase, subject to certain
exceptions set forth in the prospectus of the applicable Fund. Please
consult your J.P. Morgan representative for a list of the JPMorgan Funds
that impose redemption fees.
JPMCC and JPMSI are members of the Securities Investor Protection Corp
("SIPC"), a not-for-profit membership corporation funded by broker-dealers
registered with the Securities and Exchange
Commission. Securities and cash held for a customer at JPMSI and JPMCC are
protected by SIPC up to $500,000 per customer, which includes up to $100,000
of protection for cash. SIPC does not
protect against losses from fluctuations in the value of the securities.
Assets held in custody by JPMorgan Chase Bank, N.A. (the "Bank") are not
subject to SIPC. You may obtain information about
SIPC, including the SIPC Brochure, on their website, at "www.sipc.org" or by
contactin them at (202) 371-8300.
Account Page 42 of 43
Page 43 of 49
EFTA01533075
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 4/1/10 to 4/30/10
To the extent applicable, please read the following disclosures regarding
estimated annual income (EAI) and estimated yield (EY): EAI and EY for
certain types of securities could include a return of
principal or capital gains in which case the EAI and EY would be overstated.
EAI and EY are estimates and the actual income and yield might be lower or
higher than the estimated amounts. EY reflects
only the income generated by an investment. It does not reflect changes in
its price, which may fluctuate.
JPMSI, JPMCB or their affiliates (the "J.P. Morgan Companies") may provide
administrative, custodial, sales, distribution or shareholder services to
JPMorgan Funds, American Century Funds, or funds
established, sponsored, advised, or managed by third parties, and the J.P.
Morgan Companies may be compensated for such services.
A financial statement of this organization is available to you for personal
inspection at its offices, or a copy will be mailed to you upon written
request
Bank products and services are offered through JPMCB and its affiliates.
Securities are offered by JPMSI and, to the extent noted above, cleared
through JPMCC.
If a partial call is made with respect to an issue of securities included in
your Accou
ℹ️ Document Details
SHA-256
a61cff581dab753b3a7cfa6e3860e4340cccc4a24f1139051e481203c5ee0bbc
Bates Number
EFTA01533002
Dataset
DataSet-10
Document Type
document
Pages
84
Comments 0