📄 Extracted Text (9,736 words)
(Reviewed)
For the Period 8/1/10 to 8/31/10
Account Summary
Account
Number
Investment Account(s)
FINANCIAL TRUST COMPANY INC
FINANCIAL TRUST COMPANY INC
Total Value
W23560001,
242006862
Beginning Net
Market Value
67,742,341.19
71,000.59
$67,813,341.78
Ending Net
Market Value
62,500,068.63
53,613.82
$62,553,682.45
This account 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"), except for exchangelisted
options, which are held at JPMorgan Clearing Corporation ("JPMCC"). 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 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.
Change
In Value
(5,242,272.56)
(17,386.77)
($5,259,659.33)
Start on
Page
5 R
47
Client News
J.P. Morgan Securities Inc. name change to
J.P. Morgan Securities LLC
Effective September 1, 2010, J.P. Morgan Securities
EFTA01538645
Inc. ("3PMSI") intends to convert to a limited liability
company. As part of this conversion, JPMSI will change
its name to J.P. Morgan Securities LLC. The new name
will appear on account statements, confirmations and
other correspondence related to your account(s).
Please note, there will be no material changes to the
current operations related to your account(s), including
execution, clearing and settlement services.
If you have any questions or require further information,
please contact your J.P. Morgan team. As always, we
thank you for your business and the confidence you have
placed in J.P. Morgan.
0000000051.00.0.20.00001.BELLE18.20100920
Page 1 of 56
EFTA01538646
THIS PAGE INTENTIONALLY LEFT BLANK
EFTA01538647
For the Period 8/1/10 to 8/31/10
Consolidated Summary
INVESTMENT ACCOUNTS
Asset Allocation
Equity
Cash & Short Term
Fixed Income
Options
Foreign Exchange Contracts
Other Assets
Market Value
Accruals
Market Value with Accruals
Beginning
Market Value
17,035,657.20
21,359,070.97
19,481,882.00
(2,443,477.51)
(366,017.66)
12,207,120.35
$67,274,235.35
539,106.43
$67,813,341.78
Ending
Market Value
10,771,820.00
19,055,816.96
19,173,090.00
(1,111,925.83)
(124,986.59)
14,450,774.30
$62,214,588.84
339,093.61
$62,553,682.45
Change
In Value
(6,263,837.20)
(2,303,254.01)
(308,792.00)
1,331,551.68
241,031.07
2,243,653.95
($5,059,646.51)
(200,012.82)
($5,259,659.33)
Estimated
701,200.00
660,750.60
1,259,000.00
Current
EFTA01538648
Annual Income Allocation
17%
27%
31%
1%
1%
23%
$2,620,950.60
100%
Other
Assets
Equity
Asset Allocation
Fixed
Income
Cash &
Short Term
This Consolidated Summary shows all of your investments at J.P. Morgan other
than investments we hold in trust for you. These investments may be held in
custody or investment
management account at JPMorgan Chase Bank, N.A. (the "Bank") or in a
brokerage or margin account at J.P. Morgan Clearing Corp. ("JPMCC").
Brokerage and margin accounts are
non-discretionary and all investment decisions are made by the client. J.P.
Morgan Securities Inc. ("JPMSI") does not provide advice on asset allocation
or investment management
services, nor do its personnel take discretion over any client accounts.
Such advice and services are provided exclusively by the Bank.
Page 2 of 56
EFTA01538649
For the Period 8/1/10 to 8/31/10
Consolidated Summary
Portfolio Activity
Net Contributions/Withdrawals
Beginning Market Value
Income & Distributions
Change in Investment Value
Ending Market Value
Accruals
Market Value with Accruals
CONTINUED
Current
Period Value
67,274,235.35
(6,333,698.60)
(89,212.07)
1,363,264.16
$62,214,588.84
339,093.61
$62,553,682.45
Year-to-Date
Value
0.00
67,830,292.38
(112,864.23)
(5,502,839.31)
$62,214,588.84
339,093.61
$62,553,682.45
Page 3 of 56
EFTA01538650
For the Period 8/1/10 to 8/31/10
Consolidated Summary
INVESTMENT ACCOUNT(S) YEAR-TO-DATE
Portfolio Activity
FINANCIAL TRUST COMPANY INC
FINANCIAL TRUST COMPANY INC
Total Value
Tax Summary
FINANCIAL TRUST COMPANY INC
FINANCIAL TRUST COMPANY INC
Total Value
Account
Number
W23560001
24200686
($112,864.23)
'Unrealized Gain/Loss represents data from the time of account inception to
the current statement period.
Account
Number
W23560001
24200686
CONTINUED
Beginning
Market Value
0.00
0.00
$0.00
Taxable
Income
(112,864.23)
Net Contributions/
Withdrawals
67,693,286.38
137,006.00
$67,830,292.38
Tax-Exempt
Income
Other Income
& Receipts
Income &
Distributions
(112,864.23)
($112,864.23)
Short-term
(2,952,769.02)
(83,392.18)
($3,036,161.20)
Change in
Investment Value
(5,419,447.13)
EFTA01538651
(83,392.18)
($5,502,839.31 )
Realized Gain/Loss
Long-term
Ending Market Value
with Accruals
62,500,068.63
53,613.82
$62,553,682.45
Unrealized
Gain/Loss,
(1,419,906.18)
($1,419,906.18)
Page 4 of 56
EFTA01538652
THIS PAGE INTENTIONALLY LEFT BLANK
EFTA01538653
JPMorgan Chase Bank, N.A.
270 Park Avenue, New York, NY 10017-2014 (Reviewed)
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 8/1/10 to 8/31/10
Asset Account
J.P. Morgan 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
6
8
11
14
16
20
Account W23560001 Page 1 of 42
Page 5 of 56
EFTA01538654
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 8/1/10 to 8/31/10
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
17,035,657.20
21,359,070.38
19,481,882.00
(2,514,477.51)
(366,017.66)
12,207,120.35
$67,203,234.76
539,106.43
$67,742,341.19
Market Value
10,771,820.00
19,002,203.14
19,173,090.00
(1,111,925.83)
(124,986.59)
14,450,774.30
$62,160,975.02
339,093.61
$62,500,068.63
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
67,203,234.76
0.01
(6,333,695.61)
EFTA01538655
(3.00)
($6,333,698.60)
(89,212.07)
1,380,650.93
$62,160,975.02
339,093.61
$62,500,068.63
Change
In Value
(6,263,837.20)
(2,356,867.24)
(308,792.00)
1,402,551.68
241,031.07
2,243,653.95
($5,042,259.74)
(200,012.82)
($5,242,272.56)
Year-to-Date
Value
0.00
76,538,333.97
(8,540,037.59)
(305,010.00)
$67,693,286.38
(112,864.23)
(5,419,447.13)
$62,160,975.02
339,093.61
$62,500,068.63
Estimated
701,200.00
660,750.60
1,259,000.00
Current
Annual Income Allocation
16%
28%
29%
Equity
27%
$2,620,950.60
100%
Other
Assets
Cash &
Short Term
Asset Allocation
Fixed
Income
Account W23560001 Page 2 of 42
EFTA01538656
Page 6 of 56
EFTA01538657
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 8/1/10 to 8/31/10
Account Summary
Tax Summary
Domestic Dividends/Distributions
Currency Gain/Loss
Interest Income
Taxable Income
CONTINUED
Current
Period Value
(361,604.10)
272,392.03
($89,212.07)
Year-to-Date
Value
18,800.00
(757,906.61)
626,242.38
($112,864.23)
Unrealized Gain/Loss
To-Date Value
($1,419,906.18)
ST Realized Gain/Loss
Realized Gain/Loss
Current
Period Value
(1,267,594.57)
($1,267,594.57)
Year-to-Date
Value
(2,952,769.02)
($2,952,769.02)
Cost Summary
Equity
Cost
Cash & Short Term
Fixed Income
Options
Other Assets
Total
10,619,439.00
18,967,853.14
19,710,706.00
(0.01)
17,650,165.00
$66,948,163.13
Account W23560001 Page 3 of 42
Page 7 of 56
EFTA01538658
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 8/1/10 to 8/31/10
Equity Summary
Asset Categories
US Mid Cap/Small Cap
Preferred Stocks
Total Value
Market Value/Cost
Market Value
Tax Cost
Unrealized Gain/Loss
Estimated Annual Income
Yield
Beginning
Market Value
667,560.00
16,368,097.20
$17,035,657.20
Ending
Market Value
671,820.00
10,100,000.00
$10,771,820.00
Current
Period Value
10,771,820.00
10,619,439.00
152,381.00
701,200.00
6.51%
Preferred Stocks
Change
In Value
4,260.00
(6,268,097.20)
($6,263,837.20 )
Current
Allocation
1%
15%
16%
US Mid Cap/Small Cap
Asset Categories
Equity
Account W23560001 Page 4 of 42
Page 8 of 56
EFTA01538659
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 8/1/10 to 8/31/10
Equity Detail
Estimated
Quantity
US Mid Cap/Small Cap
DEUTSCHE BK AG LDN BRH
DBL LONG ETN38
25154H-55-8 DAG
SOLAR CAPITAL LTD
Total US Mid Cap/Small Cap
83413U-10-0 SLRC
63,000.000
Preferred Stocks
3PM CHASE CAPITAL XXIX
6.7% PFD
48125E-20-7 3PM PC
400,000.000
25.25
10,100,000.00
9,980,000.00
120,000.00
670,000.00
6.63%
$671,820.00
$639,439.00
$32,381.00
$31,200.00
4.64%
13,000.000
19.64
255,320.00
286,910.00
(31,590.00)
31,200.00
12.22%
Price
Market
Value
Tax Cost
Adjusted
Original
Unrealized
Gain/Loss
Annual Income
Accrued
Dividends
Yield
50,000.000
8.33
416,500.00
EFTA01538660
352,529.00
63,971.00
Account W23560001 Page 5 of 42
Page 9 of 56
EFTA01538661
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 8/1/10 to 8/31/10
Cash & Short Term Summary
Beginning
Asset Categories
Cash
Short Term
Total Value
Market Value/Cost
Market Value
Tax Cost
Unrealized Gain/Loss
Estimated Annual Income
Accrued Interest
Yield
SUMMARY BY MATURITY
Short Term
3-6 months
6-12 months
Total Value
Market
Value
5,089,350.00
5,087,500.00
$10,176,850.00
Market Value
11,190,120.38
10,168,950.00
$21,359,070.38
Ending
Market Value
8,825,353.14
10,176,850.00
$19,002,203.14
Current
Period Value
19,002,203.14
18,967,853.14
34,350.00
660,750.60
93,763.41
1.75%
SUMMARY BY TYPE
Short Term
Corporate Bonds
Market
Value
10,176,850.00
% of Bond
Portfolio
100%
EFTA01538662
Cash
Change
In Value
(2,364,767.24)
7,900.00
($2,356,867.24 )
Current
Allocation
13%
15%
28%
Short Term
Asset Categories
Cash &
Short Term
Account W23560001 Page 6 of 42
Page 10 of 56
EFTA01538663
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 8/1/10 to 8/31/10
Note:
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
CANADIAN DOLLAR
US DOLLAR
Total Cash
Short Term
FORD MOTOR CREDIT CO
7 3/8% FEB 1 2011
DTD 1/30/2001
345397-TS-2 B+ /BA3
FORD MOTOR CREDIT CO LLC
FLOATING RATE NOTE JUN 15 2011
DTD 03/15/2007
345397-VF-7 B+ /BA3
Total Short Term
10,000,000.00
$10,176,850.00
$10,142,500.00
$34,350.00
$658,103.00
$93,415.00
3.25%
5,000,000.00
101.75
5,087,500.00
5,000,000.00
87,500.00
289,353.00
62,690.00
3.49%
5,000,000.00
101.79
5,089,350.00
5,142,500.00
(53,150.00)
368,750.00
30,725.00
3.01%
0.01
8,825,353.13
0.94
1.00
EFTA01538664
0.01
8,825,353.13
$8,825,353.14
0.01
8,825,353.13
$8,825,353.14
$0.00
2,647.60
348.41
$2,647.60
$348.41
0.03%
0.03%
Price
Market
Value
Tax Cost
Adjusted
Original
Estimated
Unrealized
Gain/Loss
Annual Income
Accrued Interest
Yield
Account W23560001 Page 7 of 42
Page 11 of 56
EFTA01538665
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 8/1/10 to 8/31/10
Fixed Income Summary
Asset Categories
US Fixed Income - Taxable
Non-US Fixed Income
Total Value
Market Value/Cost
Market Value
Tax Cost
Unrealized Gain/Loss
Estimated Annual Income
Accrued Interest
Yield
SUMMARY BY MATURITY
Fixed Income
Less than 5 years,
5-10 years,
10+ years,
Total Value
1
Market
Value
6,521,540.00
9,451,550.00
3,200,000.00
$19,173,090.00
% of Bond
Portfolio
34%
49%
17%
100%
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 maturity.
Account W23560001 Page 8 of 42
Page 12 of 56
Beginning
Market Value
16,326,882.00
3,155,000.00
$19,481,882.00
Ending
Market Value
16,060,590.00
3,112,500.00
$19,173,090.00
Current
Period Value
19,173,090.00
EFTA01538666
19,710,706.00
(537,616.00)
1,259,000.00
245,330.20
8.38%
SUMMARY BY TYPE
Fixed Income
Corporate Bonds
International Bonds
Total Value
Market
Value
16,060,590.00
3,112,500.00
$19,173,090.00
% of Bond
Portfolio
84%
16%
100%
Non-US
Fixed Income
US Fixed Income
- Taxable
Change
In Value
(266,292.00)
(42,500.00)
($308,792.00)
Current
Allocation
24%
5%
29%
Asset Categories
Fixed
Income
EFTA01538667
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 8/1/10 to 8/31/10
Fixed Income Detail
Quantity
US Fixed Income - Taxable
FELCOR LODGING LP
10% OCT 01 2014
DTD 10/01/2009
31430Q-BA-4 B- /B2
FORD MOTOR CREDIT CO LLC
SR NOTES 7% APR 15 2015
DTD 04/09/2010
345397-VN-0 B+ /BA3
CIT GROUP INC
7% MAY 01 2016
DTD 11/04/2009
125581-FW-3 B+ /B3
CIT GROUP INC
7% MAY 01 2017
DTD 11/04/2009
125581-FX-1 B+ /B3
GENERAL MOTORS CORP
NOTES 8 3/8% JUL 15 2033
DTD 07/03/2003
IN DEFAULT
370442-BT-1 NR /WR
Total US Fixed Income - Taxable
23,200,000.000
$16,060,590.00
$16,493,956.00
($433,366.00)
$1,014,000.00
$161,625.20
Account W23560001 Page 9 of 42
Page 13 of 56
6.47%
10,000,000.000
32.00
3,200,000.00
3,800,000.00
(600,000.00)
5,000,000.000
94.03
4,701,550.00
4,612,500.00
89,050.00
350,000.00
10,690.00
8.17%
5,000,000.000
95.00
EFTA01538668
4,750,000.00
4,725,000.00
25,000.00
350,000.00
20,415.00
8.11%
200,000.000
103.27
206,540.00
198,956.00
7,584.00
14,000.00
5,522.20
6.17%
Price
Market
Value
Tax Cost
Adjusted
Original
Estimated
Unrealized
Gain/Loss
Annual Income
Accrued Interest
Yield
3,000,000.000
106.75
3,202,500.00
3,157,500.00
45,000.00
300,000.00
124,998.00
8.02%
EFTA01538669
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 8/1/10 to 8/31/10
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
5,000,000.000
62.25
3,112,500.00
3,216,750.00
(104,250.00)
245,000.00
83,705.00
18.22%
Account W23560001 Page 10 of 42
Page 14 of 56
EFTA01538670
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 8/1/10 to 8/31/10
Options Summary
Asset Categories
Foreign Exchange
Other
Total Value
Market Value/Cost
Market Value
Premium
Unrealized Gain/Loss
Beginning
Market Value
(496,423.32)
(2,018,054.19)
($2,514,477.51 )
Ending
Market Value
(958,700.55)
(153,225.28)
($1,111,925.83 )
Current
Period Value
(1,111,925.83)
(0.01)
(1,111,925.82)
Change
In Value
(462,277.23)
1,864,828.91
$1,402,551.68
Current
Allocation
Account W23560001 Page 11 of 42
Page 15 of 56
EFTA01538671
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 8/1/10 to 8/31/10
Options Detail
Quantity
Foreign Exchange
AUD CALL USD PUT
FX EUROPEAN STYLE OPTION
SEP 21, 2010 @ .8825
XAUDCA-DY-Z AUD
AUD CALL USD PUT
FX EUROPEAN STYLE OPTION
SEP 21, 2010 @ .94
XAUDCA-DZ-Z AUD
AUD PUT USD CALL
FX EUROPEAN STYLE OPTION
SEP 21, 2010 @ .86
KI @ 0.83
XAUDPA-FV-Z AUD
JPY CALL USD PUT
FX EUROPEAN STYLE OPTION
MAY 11, 2011 @ 93.5
XJPYCA-NE-Z
JPY PUT USD CALL
FX EUROPEAN STYLE OPTION
MAY 11, 2011 @ 93.5
XJPYPA-SQ-Z
Total Foreign Exchange
(10,000,000.000 )
($958,700.55)
($0.01)
($958,700.54)
935,000,000.000
0.01
79,167.21
470,000.00
(390,832.79)
(935,000,000.000 )
0.12
(1,152,015.40)
(470,000.00)
(682,015.40)
(10,000,000.000 )
0.31
(31,196.38)
(185,083.50)
153,887.12
(10,000,000.000 )
0.02
(2,398.32)
(35,254.00)
32,855.68
EFTA01538672
Price
Market
Value
Premium
Unrealized
Gain/Loss
10,000,000 000
1.48
147,742.34
220,337.49
(72,595.15)
Account W23560001 Page 12 of 42
Page 16 of 56
EFTA01538673
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 8/1/10 to 8/31/10
Quantity
Other
WTI CALL OPTION
USD PUT OPTION
STRIKE 90.00
EXPIRES 12/15/2010
100,000 BARRELS
OTCBDC-GW-X
WTI CALL OPTION
USD PUT OPTION
STRIKE 100.00
EXPIRES 05/17/2011
100,000 BARRELS
OTCBDC-GW-Y
WTI PUT OPTION
USD CALL OPTION
STRIKE 65.50
EXPIRES 12/15/2010
100,000 BARRELS
OTCBDP-EX-K
WTI PUT OPTION
USD CALL OPTION
STRIKE 63.00
EXPIRES 05/17/2011
100,000 BARRELS
OTCBDP-EX-L
Total Other
($153,225.28)
$0.00
($153,225.28)
(10.000)
33,662.05
(336,620.46)
(450,000.00)
113,379.54
(10.000)
19,279.81
(192,798.13)
(400,000.00)
207,201.87
10.000
24,745.13
247,451.26
450,000.00
(202,548.74)
10.000
12,874.21
128,742.05
400,000.00
EFTA01538674
(271,257.95)
Price
Market
Value
Premium
Unrealized
Gain/Loss
Account W23560001 Page 13 of 42
Page 17 of 56
EFTA01538675
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 8/1/10 to 8/31/10
Foreign Exchange Contracts Summary
NET CURRENCY EXPOSURE SUMMARY
Value
CANADIAN DOLLAR
EURO CURRENCY
HUNGARIAN FORINT
INDIAN RUPEE
US DOLLAR
in Currency
5,215,000.00
5,000,000.00
(1,416,500,000.00 )
457,000,000.00
(14,792,438.33)
Foreign Exchange Contracts Detail
Market Value
Receivable
Trade Date
Speculative
CANADIAN DOLLAR
EURO CURRENCY
INDIAN RUPEE
US DOLLAR
HUNGARIAN FORINT
US DOLLAR
Aug. 25 10
Sep. 27 10
Aug. 6 10
Nov. 10 10
Apr. 16 10
Oct. 20 10
CAD
USD
EUR
INR
USD
5,215,000.00
(4,899,013.62)
5,000,000.00
HUF (1,416,500,000.00 )
446,500,000.00
(10,000,000.00)
1.064500
283.300000
44.650000
1.066800
289.593749
47.388985
4,888,451.77
EFTA01538676
4,899,013.62
6,354,009.74
6,215,917.87
9,422,020.67
10,000,000.00
(10,561.85)
138,091.87
(577,979.33)
Currency
Settlement Date Counter Currency
Amount
Counter Amount
Contract
Rate
Current Market
Forward Rate
Market Value
Payable
Unrealized
Gain/Loss
Account W23560001 Page 14 of 42
Page 18 of 56
EFTA01538677
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 8/1/10 to 8/31/10
Market Value
Receivable
Trade Date
Speculative
INDIAN RUPEE
INDIAN RUPEE
Total Speculative
US DOLLAR
US DOLLAR
Jul. 20 10
Oct. 22 10
May. 6 10
Oct. 20 10
INR
USD
INR
USD
457,000,000.00
(9,574,690.97)
(446,500,000.00 )
9,681,266.26
47.730000
46.120000
47.402174
47.388985
9,640,908.10
9,574,690.97
9,681,266.26
9,422,020.67
$39,986,656.54
$40,111,643.13
66,217.13
259,245.59
($124,986.59)
Currency
Settlement Date Counter Currency
Amount
Counter Amount
Contract
Rate
Current Market
Forward Rate
Market Value
Payable
Unrealized
Gain/Loss
Account W23560001 Page 15 of 42
Page 19 of 56
EFTA01538678
EFTA01538679
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 8/1/10 to 8/31/10
Other Assets Summary
Asset Categories
Swaps
Structured Investments
Other
Total Value
Market Value/Cost
Estimated Value
Tax Cost
Estimated Gain/Loss
Beginning
Estimated Value
(5,419,379.65)
7,626,500.00
10,000,000.00
$12,207,120.35
Ending
Estimated Value
(3,242,295.34)
7,693,069.64
10,000,000.00
$14,450,774.30
Current
Period Value
14,450,774.30
17,650,165.00
42,904.64
Structured
Investments
Change
In Value
2,177,084.31
66,569.64
0.00
$2,243,653.95
Current
Allocation
Other
Assets
12%
15%
27%
Other
Asset Categories
Account W23560001 Page 16 of 42
Page 20 of 56
EFTA01538680
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 8/1/10 to 8/31/10
Other Assets Detail
Cost
Quantity
Swaps
LONG TOTAL RETURN SWAP
4,775,970.00 USD NOTIONAL
GOLDMAN SACHS GRP INC
MAT APR 29 2011 DEAL 5508960
N/O Client
SWPBDE-TJ-3
LONG TOTAL RETURN SWAP
3,208,420 USD NOTIONAL
GOLDMAN SACHS GRP INC
MAT APRIL 28 2011 DEAL 5499085
N/O Client
SWPBDE-WG-5
SXSE 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
SXSE DIVIDEND SWAP
FIXED STRIKE EUR 113.30
NUMBER OF BASKET 88,261
MAT DEC 21 2012 DEAL 4444219
N/O Client
SWPBDE-PS-7 EUR
88,261.000
18.25
(1,610,595.66)
N/A
89,206.000
4.66
(415,866.09)
N/A
20,000.000
23.30
(465,946.24)
N/A
30,000.000
22.04
(661,158.24)
N/A
Price
Estimated
Value
Adjusted
Original
EFTA01538681
Estimated
Gain/Loss
Accruals
Account W23560001 Page 17 of 42
Page 21 of 56
EFTA01538682
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 8/1/10 to 8/31/10
Cost
Quantity
Swaps
SX5E DIVIDEND SWAP
FIXED STRIKE EUR 100.00
NUMBER OF BASKET 50,000
MAT DEC 21 2012 DEAL 4458593
N/O Client
SWPBDE-WW-0 EUR
Total Swaps
Structured Investments
3PM CORN DLY LIQUIDITY NT 07/25/13
LNKD TO DJUBCN3T
07/22/10
48124A-WK-9
3PM PUT SPREAD WARRANT W ZO 12/03/10
STRIKE LEVEL -$6.00/BUSHEL, $27.50
INITIAL LEVEL -08/13/10 W ZO:734.25
48121C-32-0
MS MARKET PLUS SPX 01/27/12
(70% CONTIN BARRIER-6.5%CPN
,UNCAPPED)
INITIAL LEVEL-07/14/10 SPX:1094.91
617482-MQ-4
Total Structured Investments
7,505,006.000
$7,693,069.64
$7,650,165.00
$42,904.64
5,000,000.000
96.24
4,811,750.00
5,000,000.00
(188,250.00)
5,006.000
1,994.00
99,819.64
137,665.00
(37,845.36)
2,500,000.000
111.26
2,781,500.00
2,512,500.00
269,000.00
($3,242,295.34)
$0.00
$0.00
50,000.000
1.77
EFTA01538683
(88,729.11)
N/A
Price
Estimated
Value
Adjusted
Original
Estimated
Gain/Loss
Accruals
Account W23560001 Page 18 of 42
Page 22 of 56
EFTA01538684
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 8/1/10 to 8/31/10
Cost
Quantity
Other
3PM HARRAHS 14M CLN 09/20/11
INITIAL RATE 7.0% CPN
WHERE MAX RATE IS 7.0% PER ANNUM
DD 7/7/10
4662A0-2C-4
10,000,000.000
100.00
7/7/10
10,000,000.00
10,000,000.00
Price
Estimated
Value
Adjusted
Original
Estimated
Gain/Loss
Accruals
Account W23560001 Page 19 of 42
Page 23 of 56
EFTA01538685
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 8/1/10 to 8/31/10
Portfolio Activity Summary - U S Dollar
Beginning Cash Balance
Current
Transactions
Income
INFLOWS
272,392.03
Contributions
Foreign Exchange - Inflows
Total Inflows
OUTFLOWS
Withdrawals
Foreign Exchange - Outflows
Total Outflows
TRADE ACTIVITY
Settled Sales/Maturities/Redemptions
Settled Securities Purchased
Total Trade Activity
Ending Cash Balance
8,902,465.88
(1,382,365.00)
$7,520,100.88
$8,825,353.13
* Year to date information is calculated on a calendar year basis.
28,237,179.23
(87,481,758.25)
($59,244,579.02)
-4,897,633.35
$5,170,025.38
(6,333,695.61)
(5,259,237.46)
($11,592,933.07)
645,042.38
76,538,333.96
35,970,841.54
$113,154,217.88
(8,540,037.59)
(36,544,248.14)
($45,084,285.73)
Period
Value
7,728,159.94
Year-To-Date
Value*
-Account
W23560001 Page 20 of 42
Page 24 of 56
EFTA01538686
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 8/1/10 to 8/31/10
Portfolio Activity Detail - U S Dollar
INFLOWS & OUTFLOWS
Settlement
Date
8/2
8/2
Type
Corporate Interest
Interest Income
Description
FORD MOTOR CREDIT CO
7 3/8% FEB 1 2011
DTD 1/30/2001
DEPOSIT SWEEP INTEREST FOR JULY @
.03% RATE ON NET AVG COLLECTED
BALANCE OF $20,291,655.07
AS OF 08/01/10
8/5
Misc. Disbursement
LONG TOTAL RETURN SWAP
4,775,970.00 USD NOTIONAL
GOLDMAN SACHS GRP INC
MAT APR 29 2011 DEAL 5508960
SWAP RESET PAYMENT
AS OF 08/04/10
8/6
Forward FX Contract
SETTLE FORWARD CURRENCY CONTRACT
BUY CAD SELL USD
CONTRACT RATE : 1.043270000
TRADE 5/06/10 VALUE 8/06/10
8/10
Corporate Interest
CIT GROUP INC
7% MAY 01 2016
DTD 11/04/2009
5,000,000.000
0.018
87,500.00
246,892.660
240,226.37
(236,652.69)
(9,695.61)
517.03
Quantity
Cost
5,000,000.000
Per Unit
Amount
EFTA01538687
0.037
Amount
184,375.00
Account W23560001 Page 21 of 42
Page 25 of 56
EFTA01538688
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 8/1/10 to 8/31/10
INFLOWS & OUTFLOWS
Settlement
Date
8/17
Type
Receipt of Assets
Description
INTEREST RATE SWAP
10,000,000 USD NOTIONAL 08/17/2040
REC: FLOATING RATE USD
3M LIBOR DEAL 5170412
4.25% PAY FIXED, SA 30/360
NEW SWAP # 5170412 RESULTING FROM
PHYSICAL SETTLEMENT OF SWAPTION
DEAL # 5166005
TRADE DATE 08/13/10
8/17
Option Assignment
1 RECEIVER SWAPTION CALL
10,000,000 INTEREST RATE SWAP
STRIKE 4.25% S 30/360 VS 3ML
EXP DATE 08/13/2010 DEAL 5166005
WRITTEN OTC CALL ASSIGNED
TRADE DATE 08/13/10
8/19
Free Delivery
INTEREST RATE SWAP
10,000,000 USD NOTIONAL 07/28/2040
REC: FLOATING RATE USD
3 MONTH LIBOR DEAL 5168723
4.35% PAY FIXED, S 30/360
SWAP UNWIND - REF # 5168723
TRADE DATE 08/16/10
AS OF 08/18/10
(1.000)
1.000
545,000.00
4.25
Quantity
Cost
Per Unit
Amount
1.000
Amount
Account W23560001 Page 22 of 42
Page 26 of 56
EFTA01538689
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 8/1/10 to 8/31/10
INFLOWS & OUTFLOWS
Settlement
Date
8/19
Type
Free Delivery
Description
INTEREST RATE SWAP
10,000,000 USD NOTIONAL 08/17/2040
REC: FLOATING RATE USD
3M LIBOR DEAL 5170412
4.25% PAY FIXED, SA 30/360
SWAP UNWIND - REF # 5170412
TRADE DATE 08/16/10
AS OF 08/18/10
8/19
Misc. Disbursement
INTEREST RATE SWAP
10,000,000 USD NOTIONAL 07/28/2040
REC: FLOATING RATE USD
3 MONTH LIBOR DEAL 5168723
4.35% PAY FIXED, S 30/360
SWAP UNWIND - REF # 5168723 - UNWIND
PRINCIPAL
AS OF 08/18/10
8/19
Misc. Disbursement
INTEREST RATE SWAP
10,000,000 USD NOTIONAL 07/28/2040
REC: FLOATING RATE USD
3 MONTH LIBOR DEAL 5168723
4.35% PAY FIXED, S 30/360
SWAP UNWIND - REF # 5168723 - UNWIND
ACCRUED
AS OF 08/18/10
(20,385.42)
(2,085,614.58)
Quantity
Cost
Per Unit
Amount
(1.000)
Amount
Account W23560001 Page 23 of 42
Page 27 of 56
EFTA01538690
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 8/1/10 to 8/31/10
INFLOWS & OUTFLOWS
Settlement
Date
8/19
Type
Misc. Disbursement
Description
INTEREST RATE SWAP
10,000,000 USD NOTIONAL 08/17/2040
REC: FLOATING RATE USD
3M LIBOR DEAL 5170412
4.25% PAY FIXED, SA 30/360
SWAP UNWIND - REF # 5170412
AS OF 08/18/10
8/26
Forward FX Contract
SETTLE FORWARD CURRENCY CONTRACT
BUY CAD SELL USD
CONTRACT RATE : 1.038310000
TRADE 7/23/10 VALUE 8/26/10
8/26
Free Delivery
INTEREST RATE SWAP
10,000,000 USD NOTIONAL 7/16/2040
REC: FLOATING RATE USD
3 MONTH LIBOR DEAL 5168074
4.35% PAY FIXED, S 30/360
SWAP UNWIND - REF # 5168074
TRADE DATE 08/24/10
8/26
Misc. Disbursement
INTEREST RATE SWAP
10,000,000 USD NOTIONAL 7/16/2040
REC: FLOATING RATE USD
3 MONTH LIBOR DEAL 5168074
4.35% PAY FIXED, S 30/360
SWAP UNWIND - REF # 5168074 - UNWIND
PRINCIPAL
(2,285,569.33)
(1.000)
5,215,000.000
4,950,401.15
(5,022,584.77)
Quantity
Cost
Per Unit
Amount
Amount
(1,891,000.00)
EFTA01538691
Account W23560001 Page 24 of 42
Page 28 of 56
EFTA01538692
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 8/1/10 to 8/31/10
INFLOWS & OUTFLOWS
Settlement
Date
8/26
Type
Misc. Disbursement
Description
INTEREST RATE SWAP
10,000,000 USD NOTIONAL 7/16/2040
REC: FLOATING RATE USD
3 MONTH LIBOR DEAL 5168074
4.35% PAY FIXED, S 30/360
SWAP UNWIND - REF # 5168074 - UNWIND
ACCRUED
8/26
Spot FX
SPOT CURRENCY TRANSACTION - SELL
BUY USD SELL CAD
EXCHANGE RATE 1.064800000
DEAL 08/25/10 VALUE 08/26/10
Total Inflows & Outflows
($6,422,907.69)
(5,215,000.000 )
(4,950,401.15)
4,897,633.35
Quantity
Cost
Per Unit
Amount
Amount
(41,430.67)
Account W23560001 Page 25 of 42
Page 29 of 56
EFTA01538693
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 8/1/10 to 8/31/10
TRADE ACTIVITY
Note:
S
Trade
Date
7/29
Settlement
Date
8/3
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
3PM CHASE CAPITAL XXIX
6.7% PFD
@ 24.70
BROKERAGE
TAX &/OR SEC
7/29
8/4
Sale
MOLYCORP INC
@ 12.78
BROKERAGE
TAX &/OR SEC
7/30
8/4
Sale
415,552.80
841.20
7.03
J.P. MORGAN SECURITIES INC.
TRADE DATE 07/29/10
(5,000.000)
63,900.00
250.00
1.08
J.P. MORGAN SECURITIES INC.
TRADE DATE 07/29/10
3PM CHASE CAPITAL XXIX
6.7% PFD
@ 24.70257
BROKERAGE
TAX &/OR SEC
2,976,659.69
EFTA01538694
6,025.00
50.31
J.P. MORGAN SECURITIES INC.
TRADE DATE 07/30/10
(120,500.000)
24.652
2,970,584.38
(3,012,500.00)
(41,915.62) S*
12.73
63,648.92
(70,000.00)
(6,351.08) S*
Quantity
(16,824.000)
Per Unit
Amount
24.65
Proceeds
414,704.57
Tax Cost
(420,600.00)
Realized
Gain/Loss
(5,895.43) S*
Account W23560001 Page 26 of 42
Page 30 of 56
EFTA01538695
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 8/1/10 to 8/31/10
Trade
Date
7/30
Settlement
Date
8/4
Type
Settled Sales/Maturities/Redemptions
Sale
Description
MOLYCORP INC
@ 12.25008
BROKERAGE
TAX &/OR SEC
7/30
8/4
Sale
Quantity
(5,000.000)
61,250.40
250.00
1.04
J.P. MORGAN SECURITIES INC.
TRADE DATE 07/30/10
STRATEGIC HOTELS & RESORTS INC
@ 4.65124
93,024.80
BROKERAGE
TAX &/OR SEC
8/2
8/5
Sale
1,000.00
1.58
J.P. MORGAN SECURITIES INC.
TRADE DATE 07/30/10
3PM CHASE CAPITAL XXIX
6.7% PFD
@ 24.71843
BROKERAGE
TAX &/OR SEC
8/3
8/6
Sale
3,754,729.52
7,595.00
63.46
J.P. MORGAN SECURITIES INC.
TRADE DATE 08/02/10
EFTA01538696
3PM CHASE CAPITAL XXIX
6.7% PFD
@ 24.72005
BROKERAGE
TAX &/OR SEC
2,738,388.26
5,538.80
46.28
J.P. MORGAN SECURITIES INC.
TRADE DATE 08/03/10
(110,776.000)
24.67
2,732,803.18
(2,769,400.00)
(36,596.82) S
(151,900.000)
24.668
3,747,071.06
(3,797,500.00)
(50,428.94) S
(20,000.000)
4.601
92,023.22
(92,000.00)
23.22 S*
Per Unit
Amount
12.20
Proceeds
60,999.36
Tax Cost
(70,000.00)
Realized
Gain/Loss
(9,000.64) S*
Account W23560001 Page 27 of 42
Page 31 of 56
EFTA01538697
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 8/1/10 to 8/31/10
Trade
Date
8/4
Settlement
Date
8/9
Type
Settled Sales/Maturities/Redemptions
Sale
Description
XCEL ENERGY INC
@ 21.64715
BROKERAGE
TAX &/OR SEC
8/5
8/11
Sale
Quantity
(20,000.000)
432,943.00
1,000.00
7.32
J.P. MORGAN SECURITIES INC.
TRADE DATE 08/04/10
AMBOW EDUCATION HOLDING
A/D/R
@ 10.00
BROKERAGE
TAX &/OR SEC
8/11
8/16
Sale
100,000.00
500.00
1.69
J.P. MORGAN SECURITIES INC.
TRADE DATE 08/05/10
MOLINA HEALTHCARE INC
@ 27.2292
BROKERAGE
TAX &/OR SEC
8/11
8/17
Sale
(2,500.000)
68,073.00
125.00
1.16
J.P. MORGAN SECURITIES INC.
EFTA01538698
TRADE DATE 08/11/10
MEDIAMIND TECHNOLOGIES INC
@ 10.86166
16,292.49
BROKERAGE
TAX &/OR SEC
100.00
.28
J.P. MORGAN SECURITIES INC.
TRADE DATE 08/11/10
(1,500.000)
10.795
16,192.21
(17,250.00)
(1,057.79) S
27.179
67,946.84
(67,500.00)
446.84 S
(10,000.000)
9.95
99,498.31
(100,000.00)
(501.69) S
Per Unit
Amount
21.597
Proceeds
431,935.68
Tax Cost
(430,000.00)
Realized
Gain/Loss
1,935.68 S
Account W23560001 Page 28 of 42
Page 32 of 56
EFTA01538699
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 8/1/10 to 8/31/10
Trade
Date
8/12
Settlement
Date
8/17
Type
Settled Sales/Maturities/Redemptions
Sale
Description
COTT CORPORATION
@ 6.0141
BROKERAGE
TAX &/OR SEC
8/12
8/17
Sale
Quantity
(4,750.000)
28,566.98
237.50
.49
J.P. MORGAN SECURITIES INC.
TRADE DATE 08/12/10
GRUPO AEROPORTUARIO DEL SURESTE
S.A.B. DE C.V.
@ 44.622
BROKERAGE
TAX &/OR SEC
8/12
8/17
Sale
334,665.00
375.00
5.66
J.P. MORGAN SECURITIES INC.
TRADE DATE 08/12/10
MEDIAMIND TECHNOLOGIES INC
@ 10.75
16,125.00
BROKERAGE
TAX &/OR SEC
8/13
8/18
Sale
100.00
.28
J.P. MORGAN SECURITIES INC.
TRADE DATE 08/12/10
EFTA01538700
SUN HEALTHCARE GROUP INC
@ 7.981
15,962.00
BROKERAGE
TAX &/OR SEC
100.00
.27
J.P. MORGAN SECURITIES INC.
TRADE DATE 08/13/10
(2,000.000)
7.931
15,861.73
(15,500.00)
361.73 S
(1,500.000)
10.683
16,024.72
(17,250.00)
(1,225.28) S
(7,500.000)
44.571
334,284.34
(336,000.00)
(1,715.66) S
Per Unit
Amount
5.964
Proceeds
28,328.99
Tax Cost
(26,600.00)
Realized
Gain/Loss
1,728.99 S
Account W23560001 Page 29 of 42
Page 33 of 56
EFTA01538701
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 8/1/10 to 8/31/10
Trade
Date
8/17
Settlement
Date
8/20
Type
Settled Sales/Maturities/Redemptions
Sale
Description
AMERICAN CAMPUS COMMUNITIES INC
@ 27.65
55,300.00
BROKERAGE
TAX &/OR SEC
8/18
8/23
Sale
100.00
.94
J.P. MORGAN SECURITIES INC.
TRADE DATE 08/17/10
PENNANTPARK INVESTMENT CORP
@ 10.14
40,560.00
BROKERAGE
TAX &/OR SEC
8/24
8/26
Option Buyback
200.00
.69
J.P. MORGAN SECURITIES INC.
TRADE DATE 08/18/10
1 RECEIVER SWAPTION CALL
10,000,000 INTEREST RATE SWAP
STRIKE 4.35% S 30/360 VS 3ML
EXP DATE 08/31/2010 DEAL 5167546
BUY BACK OTC CALL
SWAPTION UNWIND - REF # 5167546
TRADE DATE 08/24/10
Total Settled Sales/Maturities/Redemptions
$8,902,465.88
($10,233,200.00)
($1,330,734.12) S
1.000 2,285,000.00
(2,285,000.00)
1,103,500.00
(1,181,500.00) S
EFTA01538702
(4,000.000)
10.09
40,359.31
(40,600.00)
(240.69) S
Quantity
(2,000.000)
Per Unit
Amount
27.60
Proceeds
55,199.06
Tax Cost
(54,000.00)
Realized
Gain/Loss
1,199.06 S
Account W23560001 Page 30 of 42
Page 34 of 56
EFTA01538703
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 8/1/10 to 8/31/10
Trade
Date
Settlement
Date
8/3
Type
Settled Securities Purchased
7/29
Purchase
Description
MOLYCORP INC
@ 14.00
J.P. MORGAN SECURITIES INC.
TRADE DATE 07/29/10
8/3
8/9
Purchase
XCEL ENERGY INC
@ 21.50
J.P. MORGAN SECURITIES INC.
TRADE DATE 08/03/10
8/4
8/10
Purchase
AMBOW EDUCATION HOLDING
A/D/R
@ 10.00
J.P. MORGAN SECURITIES INC.
TRADE DATE 08/04/10
8/10
8/13
Purchase
MOLINA HEALTHCARE INC
@ 27.00
J.P. MORGAN SECURITIES INC.
TRADE DATE 08/10/10
8/10
8/16
Purchase
MEDIAMIND TECHNOLOGIES INC
@ 11.50
J.P. MORGAN SECURITIES INC.
TRADE DATE 08/10/10
8/12
8/17
Purchase
COTT CORPORATION
@ 5.60
J.P. MORGAN SECURITIES INC.
EFTA01538704
TRADE DATE 08/12/10
4,750.000
5.60
(26,600.00)
3,000.000
11.50
(34,500.00)
2,500.000
27.00
(67,500.00)
10,000.000
10.00
(100,000.00)
20,000.000
21.50
(430,000.00)
Quantity
10,000.000
Per Unit
Amount
14.00
Market Cost
(140,000.00) *
Account W23560001 Page 31 of 42
Page 35 of 56
EFTA01538705
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 8/1/10 to 8/31/10
Trade
Date
Settlement
Date
8/17
Type
Settled Securities Purchased
8/12
Purchase
Description
GRUPO AEROPORTUARIO DEL SURESTE
S.A.B. DE C.V.
@ 44.80
J.P. MORGAN SECURITIES INC.
TRADE DATE 08/12/10
8/13
8/18
Purchase
SUN HEALTHCARE GROUP INC
@ 7.75
J.P. MORGAN SECURITIES INC.
TRADE DATE 08/13/10
8/13
8/20
Purchase
JPM PUT SPREAD WARRANT W ZO 12/03/10
STRIKE LEVEL -$6.00/BUSHEL, $27.50
INITIAL LEVEL -08/13/10 W ZO:734.25
@ 27.50
J.P. MORGAN SECURITIES INC.
TRADE DATE 08/13/10
8/16
8/20
Purchase
AMERICAN CAMPUS COMMUNITIES INC
@ 27.00
J.P. MORGAN SECURITIES INC.
TRADE DATE 08/16/10
8/18
8/23
Purchase
PENNANTPARK INVESTMENT CORP
@ 10.15
J.P. MORGAN SECURITIES INC.
TRADE DATE 08/18/10
Total Settled Securities Purchased
($1,382,365.00)
4,000.000
10.15
EFTA01538706
(40,600.00)
2,000.000
27.00
(54,000.00)
5,006.000
2,750.00
(137,665.00)
2,000.000
7.75
(15,500.00)
Quantity
7,500.000
Per Unit
Amount
44.80
Market Cost
(336,000.00)
Account W23560001 Page 32 of 42
Page 36 of 56
EFTA01538707
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 8/1/10 to 8/31/10
Portfolio Activity Summary - Australia Dollar
Beginning Cash Balance
US Dollar Value
Current
Transactions
Contributions
INFLOWS
0.01
Foreign Exchange - Inflows
Total Inflows
OUTFLOWS
Total Outflows
Foreign Exchange - Outflows
$0.00
TRADE ACTIVITY
Total Trade Activity
Settled Securities Purchased
$0.00
Ending Cash Balance
* Year to date information is calculated on a calendar year basis.
-$0.01
0.01
4,930,412.05
$4,930,412.06
(4,930,412.06)
($4,930,412.06)
0.01
$0.01
-0.00
0.00
0.00
-0.01
0.01
0.01
5,703,855.80
5,703,855.81
0.00
(5,703,855.81)
(5,703,855.81)
Period
Value
-Year-To-Date
Value*
-Local
Value
Current
Period Value
(0.01)
Year-To-Date
EFTA01538708
Value*
-Account
W23560001 Page 33 of 42
Page 37 of 56
EFTA01538709
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 8/1/10 to 8/31/10
Portfolio Activity Detail - Australia Dollar
INFLOWS & OUTFLOWS
Settlement
Date
8/18
Type
Misc. Receipt
Description
WRITE OFF
AUSTRALIAN DOLLAR
Quantity
0.010
Per Unit
Amount USD
Local Value
Amount USD
Local Value
0.01
Currency
Gain/Loss USD
Account W23560001 Page 34 of 42
Page 38 of 56
EFTA01538710
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 8/1/10 to 8/31/10
Portfolio Activity Summary - Canadian Dollar
Beginning Cash Balance
US Dollar Value
Current
Transactions
INFLOWS
Total Inflows
Foreign Exchange - Inflows
OUTFLOWS
Total Outflows
Period Value
-10,055,623.82
$10,055,623.82
Foreign
Exchange - Outflows
Ending Cash Balance
* Year to date information is calculated on a calendar year basis.
Portfolio Activity Detail - Canadian Dollar
INFLOWS & OUTFLOWS
Settlement
Date
8/6
Type
Forward FX Contract
Description
SETTLE FORWARD CURRENCY CONTRACT
BUY CAD SELL JPY
CONTRACT RATE : 92.870000000
TRADE 4/28/10 VALUE 8/06/10
Quantity
(464,350,000.000 )
(10,002,856.01)
($10,002,856.01)
-Year-To-Date
Value*
-29,447,754.22
$29,447,754.22
(29,359,661.24)
($29,359,661.24)
-Local
Value
Current
Period Value
0.00
10,461,892.66
10,461,892.66
(10,461,892.65)
(10,461,892.65)
0.01
EFTA01538711
Year-To-Date
Value*
-30,876,892.66
30,876,892.66
(30,876,892.65)
(30,876,892.65)
-Per
Unit
Amount USD
Local Value
Amount USD
Local Value
4,864,996.30
5,000,000.00
Currency
Gain/Loss USD
(78,401.55)
Account W23560001 Page 35 of 42
Page 39 of 56
EFTA01538712
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 8/1/10 to 8/31/10
INFLOWS & OUTFLOWS
Per Unit
Settlement
Date
8/6
Type
Forward FX Contract
Description
SETTLE FORWARD CURRENCY CONTRACT
BUY CAD SELL USD
CONTRACT RATE : 1.043270000
TRADE 5/06/10 VALUE 8/06/10
8/6
Forward FX Contract
SETTLE FORWARD CURRENCY CONTRACT
BUY JPY SELL CAD
CONTRACT RATE : 88.500000000
TRADE 5/06/10 VALUE 8/06/10
8/26
Forward FX Contract
SETTLE FORWARD CURRENCY CONTRACT
BUY CAD SELL USD
CONTRACT RATE : 1.038310000
TRADE 7/23/10 VALUE 8/26/10
8/26
Spot FX
SPOT CURRENCY TRANSACTION - SELL
BUY USD SELL CAD
EXCHANGE RATE 1.064800000
DEAL 08/25/10 VALUE 08/26/10
Total Inflows & Outflows
$52,767.81
($330,711.56)
4,897,633.350
(4,897,633.35)
(5,215,000.00)
(52,767.80)
(5,022,584.770 )
4,950,401.15
5,215,000.00
(72,183.62)
464,350,000.000
(5,105,222.66)
(5,246,892.65)
(130,932.27)
Quantity
(236,652.690)
Amount USD
Local Value
EFTA01538713
Amount USD
Local Value
240,226.37
246,892.66
Currency
Gain/Loss USD
3,573.68
Account W23560001 Page 36 of 42
Page 40 of 56
EFTA01538714
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 8/1/10 to 8/31/10
Portfolio Activity Summary - Japanese Yen
Beginning Cash Balance
US Dollar Value
Current
Transactions
INFLOWS
Total Inflows
Foreign Exchange - Inflows
OUTFLOWS
Total Outflows
Period Value
-5,453,958.22
$5,453,958.22
Foreign
Exchange - Outflows
Ending Cash Balance
* Year to date information is calculated on a calendar year basis.
Portfolio Activity Detail - Japanese Yen
INFLOWS & OUTFLOWS
Settlement
Date
8/6
Type
Forward FX Contract
Description
SETTLE FORWARD CURRENCY CONTRACT
BUY CAD SELL JPY
CONTRACT RATE : 92.870000000
TRADE 4/28/10 VALUE 8/06/10
Quantity
5,000,000.000
(5,453,958.22)
($5,453,958.22)
-Year-To-Date
Value*
-26,295,808.99
$26,295,808.99
(26,295,808.99)
($26,295,808.99)
-Local
Value
Current
Period Value
0.00
464,349,999.98
464,349,999.98
(464,349,999.98)
(464,349,999.98)
0.00
EFTA01538715
Year-To-Date
Value*
-2,332,518,998.46
2,332,518,998.46
(2,332,518,998.46
)
(2,332,518,998.46 )
-Per
Unit
Amount USD
Local Value
Amount USD
Local Value
(5,453,958.22)
(464,349,999.98)
Currency
Gain/Loss USD
(510,560.37)
Account W23560001 Page 37 of 42
Page 41 of 56
EFTA01538716
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 8/1/10 to 8/31/10
INFLOWS & OUTFLOWS
Per Unit
Settlement
Date
8/6
Type
Forward FX Contract
Description
SETTLE FORWARD CURRENCY CONTRACT
BUY JPY SELL CAD
CONTRACT RATE : 88.500000000
TRADE 5/06/10 VALUE 8/06/10
Total Inflows & Outflows
$0.00
($510,560.37)
Quantity
(5,246,892.650 )
Amount USD
Local Value
Amount USD
Local Value
5,453,958.22
464,349,999.98
Currency
Gain/Loss USD
Account W23560001 Page 38 of 42
Page 42 of 56
EFTA01538717
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 8/1/10 to 8/31/10
Settled Foreign Exchange Contracts
Currency
Trade Date
Settle Date Counter Currency
Speculative
CANADIAN DOLLAR
JAPANESE YEN
CANADIAN DOLLAR
U S DOLLAR
CANADIAN DOLLAR
JAPANESE YEN
CANADIAN DOLLAR
U S DOLLAR
CANADIAN DOLLAR
U S DOLLAR
Apr. 28 10
Aug. 6 10
May. 6 10
Aug. 6 10
May. 6 10
Aug. 6 10
Jul. 23 10
Aug. 26 10
Aug. 25 10
Aug. 26 10
CAD
USD
CAD
JPY
CAD
USD
CAD
USD
5,000,000.00
JPY (464,350,000 00)
CAD
246,892.66
(236,652.69)
(5,246,892.65)
464,350,000.00
5,215,000.00
(5,022,584.77)
(5,215,000.00)
4,897,633.35
92.870000
1.043270
88.500000
1.038310
1.064800
EFTA01538718
0.009605
1.027750
94.545397
1.053450
1.053450
(5,453,958.22)
(236,652.69)
5,453,958.22
(5,022,584.77)
4,897,633.35
4,864,996.30
240,226.37
(5,105,222.66)
4,950,401.15
(4,950,401.15)
(588,961.92)
3,573.68
348,735.56
(72,183.62)
(52,767.80)
Amount
Counter Amount Contract Rate Revaluation Rate
Contracted Base
Amount USD
Revalued
Amount USD
Currency G/L
Account W23560001 Page 39 of 42
Page 43 of 56
EFTA01538719
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 8/1/10 to 8/31/10
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
EFTA01538720
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 W23560001 Page 40 of 42
Page 44 of 56
EFTA01538721
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 8/1/10 to 8/31/10
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
valu
ℹ️ Document Details
SHA-256
f6101a061962ffc5104ad7b5bc401df6ea1342b5ecdcc197ac2454083b8f0d02
Bates Number
EFTA01538645
Dataset
DataSet-10
Document Type
document
Pages
95
Comments 0