EFTA01493324.pdf

) Ln77 ,71 FINANCIAL TRUST COMPANY INC ACCT. W23580001 For the Period 8/1/12 to 8/31/12 Adjusted Tax Cost Unrealized Est. Annual Income Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield Complementary Structured Strategies JP MORGAN CHASE BANK NA 95 70 1.500.000.00 1.436500.00 1,500,000.00 (64,500.00) 93,000.00 8.02% 6.200% 04/16/2015 OTD 04/16'2012 8/24/12 3,874.50 4662A0-40.1 Total Complementary Structured Strategies $2.606.184.82 82,600,000.00 $6,184.82 $93,000.00 4.80% $3,874.50 Market Value Receivable Trade Date Currency Amount Contract Current Market Market Value Unrealized Settlement Date Counter Currency Counter Amount Rate Forward Rate Payable GeWLose Foreign Exchange Contracts MEXICAN NEW PESO Aug. 17 12 MXN 12,900,000.00 13.212400 13.283292 971,144.79 (5,210.75) US DOLLAR Sep. 21 12 USD (978,355.54) 978,355.54 SWISS FRANC Aug. 1 12 CHF 11,990,000.00 1.199000 1.200201 12,802,057.52 (12022.13) EURO CURRENCY Nov. 512 EUR (10,000,000.00) 1Z814,679 65 Total Foreign Exchange Contracts 813,573,202.31 (817)332.811) $13,681,035.19 JP Morgan Account 1A23560001 Page 18 of 36 Consolidated Statement Page 21 Confidential Treatment Requested by JPMorgan JPM-SDNY-00016171 Chase CONFIDENTIAL SDNY_GM_00285369 EFTA01493324