EFTA01492028.pdf

FINANCIAL TRUST COMPANY INC ACCT. For the Period 2!1!1I to 228/11 Note A - Bonds purchased at a premium show amortization. Other Assets Detail Cost Estimated Adjusted Estimated Quantity Price Value Original GaiNLoss Accruals Swaps LONG TOTAL RETURN SWAP 30.000.000 4.84 146312.20 NIA 4,775,970.00 USD NOTIONAL GOLDMAN SACHS GRP INC MAT APR 29 2011 DEAL 5508960 N/0 Client SVVPBDE-TJ-3 LONG TOTAL RETURN SWAP 20,000.000 3.59 71,847.92 N/A 3,208,420 USD NOTIONAL GOLDMAN SACHS GRP INC MAT APRIL 28 2011 DEAL 5499085 N/O Client SWPBDE-WG-5 LONG TOTAL RETURN SWAP 71,000.000 8.51 481,889.32 N/A 3,008,270.00 USD NOTIONAL BP MAT NOV 16 2011 DEAL 5958346 N/O Client SVVPBDG-UX-5 LONG TOTAL RETURN SWAP 8,880.000 13.40 118,734.83 N/A 3,007,792.80 USD NOTIONAL APPLE INC MAT FEB 03 2012 DEAL 6505432 N/0 Client SVVPBDH-AV-3 Total Swaps 5797,784.27 $0.00 $0.00 JP Morgan Account Page 19 of 29 Page 23 of 42 Confidential Treatment Requested by JPMorgan JPM-SDNY-000 14480 Chase CONFIDENTIAL SDNY_GM_00283678 EFTA01492028