EFTA01492079.pdf

FINANCIAL TRUST COMPANY INC ACCT. For the Period 3/1/11 to 3/31/11 Adjusted Tax Cost Unreakzed Est. Annual Income Pnce Quantity Value Original Cost Gain/Loss Acaued Interest Yield Complementat) Structured Strategies A JPM HARRAMS 14M CLN 092011 101.21 10000,000 00 10 121,000 00 9,765,917 73 355,082 27 700.000 00 4.44% INITIAL RATE 7.0% CPN 10,000,000.00 21.380.00 WHERE MAX RATE IS 7.0% PER ANNUM DD 7/7/10 4662A0-2C-4 AA- /NR Market Value Receivable Trade Date Currency Amount Contract Current Market Market Value Unrealized Settlement Date Counter Currency Counter Amount Rate Forward Rate Payable Gaintoss Foreign Exchange Contracts CHINESE RENMINBI Jan. 13 11 CNY 64,200,000.00 6.420000 6.442387 9,965,250.40 (34,749.60) US DOLLAR Jan. 18 12 USD (10,000,000.00) 10,000,000.00 INDIAN RUPEE Feb. 15 11 INR 457,000,000.00 46.160000 44.909667 10,175,982.89 275,636.27 US DOLLAR May.18 11 USD (9,900,346.62) 9,900,346.62 SINGAPORE DOLLAR Mar. 3 11 SGD 6,333,500.00 1.266700 1.260401 5,024,988.08 24,988.08 US DOLLAR May.18 11 USD (5,000,000.00) 5,000,000.00 SINGAPORE DOLLAR Mar. 911 SGD 6.346.000.00 1.269200 1.260401 5,034,905.56 34,905.56 US DOLLAR May.18 11 USD (5 000,000 00) 5,000,000.00 Total Foreign Exchange Contracts 630,201,128.93 6300,780.31 629,900,348.82 JP Morgan Account Page 16 of 3? Page 19 of 47 Confidential Treatment Requested by JPMorgan JPM-SDNY-00014571 Chase CONFIDENTIAL SDNY_GM_00283769 EFTA01492079