EFTA01492314.pdf

FINANCIAL TRUST COMPANY INC ACCT. For the Period 8/1/11 to 8/31/11 Portfolio Activity Detail - U S Dollar INFLOWS & OUTFLOWS Type Quantity Per Unit Settle Date Selection Method Description Amount Amount 8/1 Interest Income DEPOSIT SWEEP INTEREST FOR JULY .03% RATE ON 136.89 NET AVG COLLECTED BALANCE OF $5,372,503.07 AS OF 08/01111 811 Interest Income CITIGROUP CAPITAL XIII 7 7/8% PFD @ 0.492187 30.000.000 0.492 14,765.61 PER SHARE (ID: 173080-20-1) 8/3 Misc Disbursement LONG TOTAL RETURN SWAP 3,007,792.80 USD (7,480.97) NOTIONAL APPLE INC MAT FEB 03 2012 DEAL 6505432 SWAP RESET PAYMENT (ID: SWPB0H-AY-3) 8/8 Accrued Int Reed AMR CORP CV 6 1/4% OCT 15 2014 DTD 09/28/2009 1,000,000.000 0.02 19,618.06 (ID: 001765-BC-9) 8/10 Corporate Interest CIT GROUP INC 144A 7% MAY 02 2016 JUN 15 2011 5,000,000.000 0.011 53,472.22 (ID: 125581•FZ-6) 8/15 Accrued Int Paid BANK OF AMERICA CORP 8118% PFD STK DEC 29 2049 1,000,000.000 0.02 (20,312.50) DTD 04/30/20080 87.65 JP MORGAN SECURITIES LLC 0.00 (BIDL) TRADE DATE 08/10(11 (ID: 06050543T-8) 8/16 FX Fwd Contract SETTLE FORWARD CURRENCY CONTRACT BUY INR SELL 457 000.003.000 (10,079,400.09) USD CONTRACT RATE : 45.340000000 TRADE 5/11/11 10,069,406.19 VALUE 8/16/11 (ID: 0INRPR-M-8) 8/16 FX Fwd Contract SETTLE FORWARD CURRENCY CONTRACT BUY SGD SELL 12,679,500.000 (10,290,707.73) USD CONTRACT RATE :1.232131000 TRADE 5/11/11 10,553,937.07 VALUE 8/16/11 (ID: 0SGDPRAA-5) 8/18 FX Fwd Contract SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL (457,000,000.000) 10,103,913.33 INR CONTRACT RATE : 45.230000000 TRADE 8/09111 (10,069,406.19) VALUE Men1 (ID: 0INRPR-AA-8) JP Morgan Account Page 18 of 26 Page 21 of 34 Confidential Treatment Requested by JPMorgan JPM-SDNY-00015001 Chase CONFIDENTIAL SDNY_GM_00284199 EFTA01492314