📄 Extracted Text (9,433 words)
(Reviewed)
For the Period 10/1/10 to 10/31/10
Account Summary
Account
Number
Investment Account(s)
FINANCIAL TRUST COMPANY INC
FINANCIAL TRUST COMPANY INC
Total Value
W23560001,
242006862
Beginning Net
Market Value
68,808,197.33
59,912.01
$68,868,109.34
Ending Net
Market Value
65,800,792.94
5,437,462.01
$71,238,254.95
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 3PMorgan Clearing Corporation ("JPMCC"). The
Asset Account Statement reflects brokerage
transactions executed through J.P. Morgan Securities LLC ("JPMS"), see
"Portfolio Activity Detail". Equity securities, fixed income
securities, and listed options transactions are generally cleared through
JPMCC, a wholly owned subsidiary of 3PMS. 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 JPMS, see "Portfolio Activity
Detail". Such transactions are cleared and carried through JPMCC.
Change
In Value
(3,007,404.39)
5,377,550.00
$2,370,145.61
Start on
Page
5 R
44
0000000097.00.0.20.00001.BELLE18.20101117
Page 1 of 53
EFTA01538836
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EFTA01538837
For the Period 10/1/10 to 10/31/10
Consolidated Summary
INVESTMENT ACCOUNTS
Asset Allocation
Equity
Cash & Short Term
Fixed Income
Convertibles
Options
Foreign Exchange Contracts
Other Assets
Market Value
Accruals
Market Value with Accruals
Beginning
Market Value
11,687,350.00
27,449,756.64
22,009,116.00
0.00
(1,009,836.55)
101,278.12
8,047,492.02
$68,285,156.23
582,953.11
$68,868,109.34
Ending
Market Value
11,602,575.40
24,549,411.46
23,001,905.00
1,138,750.00
(1,894,168.63)
(319,503.40)
12,868,021.07
$70,946,990.90
291,264.05
$71,238,254.95
Change
In Value
(84,774.60)
(2,900,345.18)
992,789.00
1,138,750.00
(884,332.08)
(420,781.52)
4,820,529.05
$2,661,834.67
(291,689.06)
$2,370,145.61
Estimated
EFTA01538838
729,070.00
279,830.94
1,458,017.94
62,500.00
Current
Annual Income Allocation
16%
32%
32%
2%
Convertibles
Equity
Asset Allocation
Fixed
Income
Cash &
18%
$2,529,418.88
100%
Short Term
Other
Assets
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 LLC ("JPMS") 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 53
EFTA01538839
For the Period 10/1/10 to 10/31/10
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
68,285,156.23
(7,686.84)
933,442.55
1,736,078.96
$70,946,990.90
291,264.05
$71,238,254.95
Year-to-Date
Value
0.00
67,840,105.54
1,893,470.46
1,213,414.90
$70,946,990.90
291,264.05
$71,238,254.95
Page 3 of 53
EFTA01538840
For the Period 10/1/10 to 10/31/10
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
$1,893,470.46
'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
1,893,470.46
Net Contributions/
Withdrawals
62,464,849.54
5,375,256.00
$67,840,105.54
Tax-Exempt
Income
Other Income
& Receipts
Income &
Distributions
1,893,470.46
$1,893,470.46
Change in
Investment Value
1,151,208.89
62,206.01
$1,213,414.90
Realized Gain/Loss
Short-term
EFTA01538841
(2,990,910.53)
(83,392.18)
($3,074,302.71)
Long-term
Ending Market Value
with Accruals
65,800,792.94
5,437,462.01
$71,238,254.95
Unrealized
Gain/Loss,
1,109,054.41
383,848.19
$1,492,902.60
Page 4 of 53
EFTA01538842
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EFTA01538843
JPMorgan Chase Bank, N.A.
270 Park Avenue, New York, NY 10017-2014 (Reviewed)
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/10 to 10/31/10
Asset Account
J.P. Morgan Team
Paul Morris
Paul Barrett
Janet Young
William Doherty III
Banker
Investment Specialist
Client Service Team
Client Service Team
212-464-0701
(212) 622-2770
800/634-1318
Table of Contents
Account Summary
Holdings
Equity
Cash and Short Term
Fixed Income
Convertibles
Options
Foreign Exchange Contracts
Other Assets
Portfolio Activity
Online access
www.MorganOnline.com
Page
2
4
7
9
12
14
18
19
22
Account W23560001 Page 1 of 39
Page 5 of 53
EFTA01538844
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/10 to 10/31/10
Account Summary
Asset Allocation
Equity
Cash & Short Term
Fixed Income
Convertibles
Options
Foreign Exchange Contracts
Other Assets
Market Value
Accruals
Market Value with Accruals
Beginning
Ending
Market Value
11,687,350.00
27,292,194.63
22,009,116.00
0.00
(912,186.55)
101,278.12
8,047,492.02
$68,225,244.22
582,953.11
$68,808,197.33
Market Value
11,602,575.40
24,391,849.45
23,001,905.00
1,138,750.00
(1,753,318.63)
(319,503.40)
7,447,271.07
$65,509,528.89
291,264.05
$65,800,792.94
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
(7,686.84)
EFTA01538845
(5,238,250.00)
($5,245,936.84)
933,442.55
1,596,778.96
$65,509,528.89
291,264.05
$65,800,792.94
Period Value
68,225,244.22
Change
In Value
(84,774.60)
(2,900,345.18)
992,789.00
1,138,750.00
(841,132.08)
(420,781.52)
(600,220.95)
($2,715,715.33)
(291,689.06)
($3,007,404.39)
Year-to-Date
Value
0.00
76,555,833.97
(8,547,724.43)
(5,543,260.00)
$62,464,849.54
1,893,470.46
1,151,208.89
$65,509,528.89
291,264.05
$65,800,792.94
Account W23560001 Page 2 of 39
Page 6 of 53
Estimated
729,070.00
279,830.94
1,458,017.94
62,500.00
Current
Annual Income Allocation
17%
Cash &
36%
34%
2%
Short Term
Convertibles
Other
Assets
EFTA01538846
11%
$2,529,418.88
100%
Equity
Fixed
Income
Asset Allocation
EFTA01538847
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/10 to 10/31/10
Account Summary
Tax Summary
Domestic Dividends/Distributions
Currency Gain/Loss
Interest Income
Ordinary Income
Accrued Interest Current Year
Accrued Interest Subsequent Year
Taxable Income
CONTINUED
Current
Period Value
9,000.00
417,947.13
507,537.09
Year-to-Date
Value
27,800.00
409,397.65
2,041,945.03
47,770.75
(1,041.67)
$933,442.55
(632,401.30)
(1,041.67)
$1,893,470.46
Unrealized Gain/Loss
ST Realized Gain/Loss
Realized Gain/Loss
Current
Period Value
124,759.11
$124,759.11
Year-to-Date
Value
(2,990,910.53)
($2,990,910.53)
To-Date Value
$1,109,054.41
Cost Summary
Equity
Cost
Cash & Short Term
Fixed Income
Convertibles
Options
Other Assets
Total
11,122,549.00
EFTA01538848
24,079,349.45
22,136,956.00
1,001,250.00
(64,099.98)
5,650,165.00
$63,926,169.47
Account W23560001 Page 3 of 39
Page 7 of 53
EFTA01538849
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/10 to 10/31/10
Equity Summary
Asset Categories
US Large Cap
US Mid Cap/Small Cap
Non US Equity
Preferred Stocks
Total Value
Market Value/Cost
Market Value
Tax Cost
Unrealized Gain/Loss
Estimated Annual Income
Yield
Beginning
Market Value
0.00
777,350.00
0.00
10,910,000.00
$11,687,350.00
Ending
Market Value
0.00
687,575.40
0.00
10,915,000.00
$11,602,575.40
Current
Period Value
11,602,575.40
11,122,549.00
480,026.40
729,070.00
6.28%
Preferred Stocks
Change
In Value
0.00
(89,774.60)
0.00
5,000.00
($84,774.60)
1%
16%
17%
Current
Allocation
Equity
Asset Categories
EFTA01538850
US Mid Cap/Small Cap
Account W23560001 Page 4 of 39
Page 8 of 53
EFTA01538851
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/10 to 10/31/10
Note:
P indicates position adjusted for Pending Trade Activity.
Equity Detail
Estimated
Quantity
US Large Cap
P PROLOGIS
743410-10-2 PLD
US Mid Cap/Small Cap
DEUTSCHE BK AG LDN BRH
DBL LONG ETN38
25154H-55-8 DAG
P
P
FLAGSTAR BANCORP INC
PACIFIC BIOSCIENCES OF CALIF
Total US Mid Cap/Small Cap
337930-50-7 FBC
16.00
69404D-10-8 PACB
90,020.000
Non US Equity
P SEACUBE CONTAINER LEASING LT
G79978-10-5 BOX
10.00
N/A
24.00%
$687,575.40
$392,549.00
$295,026.40
$0.00
0.00%
N/A
40,020.000
1.27
50,825.40
40,020.00
10,805.40
13.63
N/A
3.30%
Price
Market
Value
Tax Cost
Adjusted
Original
Unrealized
Gain/Loss
EFTA01538852
Annual Income
Accrued
Dividends
Yield
50,000.000
12.74
636,750.00
352,529.00
284,221.00
Account W23560001 Page 5 of 39
Page 9 of 53
EFTA01538853
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/10 to 10/31/10
Estimated
Quantity
Preferred Stocks
CITIGROUP CAPITAL XIII
7 7/8% PFD
173080-20-1 C PNNA /BA1
3PM CHASE CAPITAL XXIX
6.7% PFD
48125E-20-7 3PM PC
Total Preferred Stocks
430,000.000
$10,915,000.00
$10,730,000.00
$185,000.00
$729,070.00
6.68%
400,000.000
25.30
10,120,000.00
9,980,000.00
140,000.00
670,000.00
6.62%
Price
Market
Value
Tax Cost
Adjusted
Original
Unrealized
Gain/Loss
Annual Income
Accrued
Dividends
Yield
30,000.000
26.50
795,000.00
750,000.00
45,000.00
59,070.00
7.43%
Account W23560001 Page 6 of 39
Page 10 of 53
EFTA01538854
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/10 to 10/31/10
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
Market Value
12,101,194.63
15,191,000.00
$27,292,194.63
Ending
Market Value
9,079,349.45
15,312,500.00
$24,391,849.45
Current
Period Value
24,391,849.45
24,079,349.45
312,500.00
279,830.94
36,455.90
SUMMARY BY MATURITY
Short Term
6-12 months
15,312,500.00
Market
Value
SUMMARY BY TYPE
Short Term
Corporate Bonds
Market
Value
15,312,500.00
% of Bond
Portfolio
100%
Cash
Change
In Value
(3,021,845.18)
121,500.00
($2,900,345.18 )
EFTA01538855
Current
Allocation
13%
23%
36%
Asset Categories
Cash &
Short Term
Short Term
Account W23560001 Page 7 of 39
Page 11 of 53
EFTA01538856
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/10 to 10/31/10
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
COST OF PENDING PURCHASES
PROCEEDS FROM PENDING SALES
US DOLLAR
Total Cash
Short Term
FORD MOTOR CREDIT CO LLC
FLOATING RATE NOTE JUN 15 2011
DTD 03/15/2007
345397-VF-7 B+ /BA2
JPM 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 AA- /NR
Total Short Term
15,000,000.00
$15,312,500.00
$15,000,000.00
$312,500.00
$277,109.50
$36,175.00
Account W23560001 Page 8 of 39
Page 12 of 53
0.00%
10,000,000.00
102.03
10,203,000.00
10,000,000.00
203,000.00
5,000,000.00
102.19
5,109,500.00
5,000,000.00
109,500.00
277,109.50
36,175.00
1.97%
0.01
(600,000.00)
EFTA01538857
607,881.70
9,071,467.74
0.98
1.00
1.00
1.00
0.01
(600,000.00)
607,881.70
9,071,467.74
$9,079,349.45
0.01
(600,000.00)
607,881.70
9,071,467.74
$9,079,349.45
$0.00
Price
Market
Value
Tax Cost
Adjusted
Original
Estimated
Unrealized
Gain/Loss
Annual Income
Accrued Interest
Yield
2,721.44
280.90
$2,721.44
$280.90
0.03%
0.03%
EFTA01538858
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/10 to 10/31/10
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
9,121,884.00
9,956,250.00
3,923,771.00
$23,001,905.00
% of Bond
Portfolio
40%
43%
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 9 of 39
Page 13 of 53
Beginning
Market Value
22,009,116.00
0.00
$22,009,116.00
Ending
Market Value
22,678,134.00
323,771.00
$23,001,905.00
Current
Period Value
23,001,905.00
EFTA01538859
22,136,956.00
864,949.00
1,458,017.94
252,031.15
5.50%
SUMMARY BY TYPE
Fixed Income
Corporate Bonds
International Bonds
Total Value
Market
Value
22,678,134.00
323,771.00
$23,001,905.00
% of Bond
Portfolio
99%
1%
100%
US Fixed Income
- Taxable
Change
In Value
669,018.00
323,771.00
$992,789.00
Current
Allocation
33%
1%
34%
Non-US
Fixed Income
Asset Categories
Fixed
Income
EFTA01538860
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/10 to 10/31/10
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+ /BA2
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
28,200,000.000
$22,678,134.00
$21,818,956.00
$859,178.00
$1,364,000.00
$169,506.20
Account W23560001 Page 10 of 39
Page 14 of 53
5.17%
10,000,000.000
36.00
3,600,000.00
3,800,000.00
(200,000.00)
5,000,000.000
99.50
4,975,000.00
4,612,500.00
362,500.00
350,000.00
49,580.00
7.10%
5,000,000.000
99.63
EFTA01538861
4,981,250.00
4,725,000.00
256,250.00
350,000.00
78,750.00
7.08%
5,200,000.000
110.52
5,746,884.00
5,523,956.00
222,928.00
364,000.00
16,177.20
4.38%
Price
Market
Value
Tax Cost
Adjusted
Original
Estimated
Unrealized
Gain/Loss
Annual Income
Accrued Interest
Yield
3,000,000.000
112.50
3,375,000.00
3,157,500.00
217,500.00
300,000.00
24,999.00
6.34%
EFTA01538862
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/10 to 10/31/10
Quantity
Non-US Fixed Income
REPUBLIC OF ARGENTINA - ARS
FLOATING RATE NOTE DEC 15 2035
DTD 11/01/2005 HELD BY EUROCLEAR
ISIN:ARARGEO3E147
SEDOL:B1MYWX3
EC0698-9B-7 ARS
Price
Market
Value
Tax Cost
Adjusted
Original
Estimated
Unrealized
Gain/Loss
Annual Income
Accrued Interest
Yield
10,000,000.000
3.24
323,771.00
318,000.00
5,771.00
94,017.94
82,524.95
29.23%
Account W23560001 Page 11 of 39
Page 15 of 53
EFTA01538863
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/10 to 10/31/10
Convertibles Summary
Asset Categories
Convertibles - Fixed Income
Convertibles - Equity
Total Value
Market Value/Cost
Market Value
Tax Cost
Unrealized Gain/Loss
Estimated Annual Income
Accrued Income
Yield
Beginning
Market Value
0.00
0.00
$0.00
Ending
Market Value
1,138,750.00
0.00
$1,138,750.00
Current
Period Value
1,138,750.00
1,001,250.00
137,500.00
62,500.00
2,777.00
2.54%
Change
In Value
1,138,750.00
0.00
$1,138,750.00
Current
Allocation
2%
2%
Asset Categories
Convertibles
Account W23560001 Page 12 of 39
Page 16 of 53
EFTA01538864
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/10 to 10/31/10
Note:
P indicates position adjusted for Pending Trade Activity.
Convertibles Detail
Quantity
Convertibles - Fixed Income
AMR CORP
CV 6 1/4% OCT 15 2014
DTD 09/28/2009
001765-BC-9 CCC /NA
Price
Market
Value
Tax Cost
Adjusted
Original
Estimated
Unrealized
Gain/Loss
Annual Income
Accrued Interest
Yield
1,000,000.000
113.88
1,138,750.00
1,001,250.00
137,500.00
62,500.00
2,777.00
2.54%
Estimated
Quantity
Convertibles - Equity
P FLAGSTAR BANCORP INC
337930-60-6 FBC
Price
Market
Value
Tax Cost
Adjusted
Original
Unrealized
Gain/Loss
Annual Income
Accrued
Dividends
Yield
20.00
N/A
Account W23560001 Page 13 of 39
EFTA01538865
Page 17 of 53
EFTA01538866
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/10 to 10/31/10
Options Summary
Asset Categories
Foreign Exchange
Other
Total Value
Market Value/Cost
Market Value
Premium
Unrealized Gain/Loss
Beginning
Market Value
(1,151,882.19)
239,695.64
($912,186.55)
Ending
Market Value
(1,609,712.33)
(143,606.30)
($1,753,318.63 )
Current
Period Value
(1,753,318.63)
(64,099.98)
(1,689,218.65)
Change
In Value
(457,830.14)
(383,301.94)
($841,132.08)
Current
Allocation
Account W23560001 Page 14 of 39
Page 18 of 53
EFTA01538867
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/10 to 10/31/10
Options Detail
Quantity
Foreign Exchange
HUF PUT EUR CALL
FX EUROPEAN STYLE OPTION
NOV 10, 2010 @ 297.5
XHUFPA-AT-Z EUR
JPY CALL USD PUT
FX EUROPEAN STYLE OPTION
MAY 11, 2011 @ 93.5
KNOCKED IN @ 81.50
XJPYCA-NE-Z
JPY PUT USD CALL
FX EUROPEAN STYLE OPTION
MAY 11, 2011 @ 93.5
XJPYPA-SQ-Z
Total Foreign Exchange
Other
DJUBCN3T CALL OPTION
USD PUT OPTION
STRIKE 70.5053
EXPIRES 12/21/2010
PART OF COLLAR REF 6018672
OTCEQC-ZX-F
(2,500,000.000 )
0.12
(308,868.39)
(125,750.00)
(183,118.39)
(1,487,500,000.000 )
($1,609,712.33)
($64,099.98)
($1,545,612.35)
935,000,000.000
26,795.51
470,000.00
(443,204.49)
(935,000,000.000 )
0.18
(1,636,504.24)
(470,000.00)
(1,166,504.24)
Price
Market
Value
Premium
Unrealized
Gain/Loss
(1,487,500,000.000 )
EFTA01538868
(3.60)
(64,099.98)
64,096.38
Account W23560001 Page 15 of 39
Page 19 of 53
EFTA01538869
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/10 to 10/31/10
Quantity
Other
DJUBCN3T PUT OPTION
USD CALL OPTION
STRIKE 70.0530
EXPIRES 12/21/2010
PART OF COLLAR REF 6018672
OTCEQP-ZX-F
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
(10.000)
2,109.83
(21,098.32)
(400,000.00)
378,901.68
10.000
24,368.96
243,689.59
450,000.00
(206,310.41)
10.000
9,169.77
91,697.72
400,000.00
(308,302.28)
2,500,000.000
11,669.38
125,750.00
(114,080.62)
Price
Market
Value
Premium
EFTA01538870
Unrealized
Gain/Loss
Account W23560001 Page 16 of 39
Page 20 of 53
EFTA01538871
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/10 to 10/31/10
Quantity
Other
WTI PUT OPTION
USD CALL OPTION
STRIKE 63.00
EXPIRES 05/17/2011
100,000 BARRELS
OTCBDP-EX-L
Total Other
($143,606.30)
$0.00
($143,606.30)
(10.000)
16,069.63
(160,696.28)
(450,000.00)
289,303.72
Price
Market
Value
Premium
Unrealized
Gain/Loss
Account W23560001 Page 17 of 39
Page 21 of 53
EFTA01538872
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/10 to 10/31/10
Foreign Exchange Contracts Summary
NET CURRENCY EXPOSURE SUMMARY
Value
EURO CURRENCY
HUNGARIAN FORINT
INDIAN RUPEE
US DOLLAR
in Currency
5,000,000.00
(1,416,500,000.00 )
457,000,000.00
(10,260,440.05)
Foreign Exchange Contracts Detail
Market Value
Receivable
Trade Date
Speculative
EURO CURRENCY
INDIAN RUPEE
Total Speculative
US DOLLAR
HUNGARIAN FORINT
Aug. 6 10
Nov. 10 10
Oct. 18 10
Nov. 22 10
EUR
INR
USD
5,000,000.00
HUF (1,416,500,000.00 )
457,000,000.00
(10,260,440.05)
283.300000
44.540000
271.715860
44.641197
6,948,656.27
7,244,900.30
10,237,180.68
10,260,440.05
$17,185,836.95
$17,505,340.35
(296,244.03)
(23,259.37)
($319,503.40)
Currency
Settlement Date Counter Currency
Amount
EFTA01538873
Counter Amount
Contract
Rate
Current Market
Forward Rate
Market Value
Payable
Unrealized
Gain/Loss
Account W23560001 Page 18 of 39
Page 22 of 53
EFTA01538874
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/10 to 10/31/10
Other Assets Summary
Asset Categories
Swaps
Structured Investments
Total Value
Market Value/Cost
Estimated Value
Tax Cost
Estimated Gain/Loss
Beginning
Estimated Value
(380,711.90)
8,428,203.92
$8,047,492.02
Ending
Estimated Value
793,808.41
6,653,462.66
$7,447,271.07
Current
Period Value
7,447,271.07
5,650,165.00
1,003,297.66
Structured
Investments
Change
In Value
1,174,520.31
(1,774,741.26)
($600,220.95)
Current
Allocation
1%
10%
11%
Asset Categories
Other
Assets
Swaps
Account W23560001 Page 19 of 39
Page 23 of 53
EFTA01538875
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/10 to 10/31/10
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
3.33
(293,557.06)
N/A
89,206.000
3.44
306,591.34
N/A
20,000.000
0.51
10,141.82
N/A
30,000.000
1.39
41,642.91
N/A
Price
Estimated
Value
Adjusted
Original
EFTA01538876
Estimated
Gain/Loss
Accruals
Account W23560001 Page 20 of 39
Page 24 of 53
EFTA01538877
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/10 to 10/31/10
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 MARKET PLUS PFE 04/24/12
75% CONTIN BARRIER-12.2%CPN
,UNCAPPED
INITIAL LEVEL-10/19/10 PFE: 17.39
48124A-T6-4
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
Total Structured Investments
5,505,006.000
$6,653,462.66
$5,650,165.00
$1,003,297.66
5,006.000
211.00
10,562.66
137,665.00
(127,102.34)
3,000,000.000
99.58
2,987,400.00
3,000,000.00
(12,600.00)
2,500,000.000
146.22
3,655,500.00
2,512,500.00
1,143,000.00
$793,808.41
$0.00
$0.00
50,000.000
14.58
EFTA01538878
728,989.40
N/A
Price
Estimated
Value
Adjusted
Original
Estimated
Gain/Loss
Accruals
Account W23560001 Page 21 of 39
Page 25 of 53
EFTA01538879
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/10 to 10/31/10
Portfolio Activity Summary - U S Dollar
Beginning Cash Balance
Current
Transactions
Income
INFLOWS
516,537.09
Contributions
Foreign Exchange - Inflows
Total Inflows
OUTFLOWS
Withdrawals
Interest Purchased
Foreign Exchange - Outflows
Total Outflows
TRADE ACTIVITY
Settled Sales/Maturities/Redemptions
Settled Securities Purchased
Total Trade Activity
Ending Cash Balance
1,962,113.81
(6,294,350.00)
($4,332,236.19)
$9,071,467.74
* Year to date information is calculated on a calendar year basis.
40,474,711.77
(100,612,653.25)
($60,137,941.48)
-19,992,638.10
$20,509,175.19
(7,686.84)
(1,041.67)
(19,892,690.97)
($19,901,419.48)
1,437,343.73
76,555,833.96
61,100,950.36
$139,094,128.05
(8,547,724.43)
(1,041.67)
(61,335,952.73)
($69,884,718.83)
Period
Value
12,795,948.22
Year-To-Date
Value*
-Account
W23560001 Page 22 of 39
EFTA01538880
Page 26 of 53
EFTA01538881
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/10 to 10/31/10
Portfolio Activity Detail - U S Dollar
INFLOWS & OUTFLOWS
Settlement
Date
10/1
10/1
Type
Corporate Interest
Interest Income
Description
FELCOR LODGING LP
10% OCT 01 2014
DTD 10/01/2009
DEPOSIT SWEEP INTEREST FOR SEPT @
.03% RATE ON NET AVG COLLECTED
BALANCE OF $9,501,557.17
AS OF 10/01/10
10/4
10/4
10/4
Domestic Dividend/Distribution
Interest Income
Free Delivery
SOLAR CAPITAL LTD
3PM CHASE CAPITAL XXIX
@ 0.60 PER SHARE
400,000.000
6.7% PFD
@ 0.41875 PER SHARE
MS MARKET PLUS SPX 01/27/12
(70% CONTIN BARRIER-6.5%CPN
,UNCAPPED)
INITIAL LEVEL-07/14/10 SPX:1094.91
JPMORGAN CLEARING CORP
TRADE DATE 10/04/10
10/12
10/15
Domestic Dividend/Distribution
Corporate Interest
APOLLO COMMERCIAL REAL ESTATE
FINANCE INC
REIT PAYMENT @ 0.40 PER SHARE
FORD MOTOR CREDIT CO LLC
SR NOTES 7% APR 15 2015
DTD 04/09/2010
3,000.000
5,200,000.000
0.40
0.036
EFTA01538882
1,200.00
188,066.67
(5,000,000.000 )
5,000,000.00
0.419
167,500.00
13,000.000
0.60
7,800.00
234.31
Quantity
Cost
3,000,000.000
Per Unit
Amount
0.05
Amount
150,000.00
Account W23560001 Page 23 of 39
Page 27 of 53
EFTA01538883
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/10 to 10/31/10
INFLOWS & OUTFLOWS
Settlement
Date
10/18
Type
Spot FX
Description
LINKED CURRENCY TRANSACTION - BUY
BUY ARS SELL USD
EXCHANGE RATE 3.950000000
DEAL 10/13/10 VALUE 10/18/10
10/18
Accrued Interest Paid
AMR CORP
CV 6 1/4% OCT 15 2014
DTD 09/28/2009
@ 100.125
JP MORGAN SECURITIES LLC (BIDL)
TRADE DATE 10/13/10
10/20
Forward FX Contract
SETTLE FORWARD CURRENCY CONTRACT
BUY INR SELL USD
CONTRACT RATE : 44.650000000
TRADE 4/16/10 VALUE 10/20/10
10/20
Forward FX Contract
SETTLE FORWARD CURRENCY CONTRACT
BUY USD SELL INR
CONTRACT RATE : 46.120000000
TRADE 5/06/10 VALUE 10/20/10
10/22
Forward FX Contract
SETTLE FORWARD CURRENCY CONTRACT
BUY INR SELL USD
CONTRACT RATE : 47.730000000
TRADE 7/20/10 VALUE 10/22/10
10/22
Forward FX Contract
SETTLE FORWARD CURRENCY CONTRACT
BUY USD SELL INR
CONTRACT RATE : 44.320000000
TRADE 10/18/10 VALUE 10/22/10
10/25
Accrued Interest Received
AMR CORP
CV 6 1/4% OCT 15 2014
DTD 09/28/2009
Account W23560001 Page 24 of 39
EFTA01538884
Page 28 of 53
1,000,000.000
0.002
1,736.11
(457,000,000.000 )
(10,248,934.70)
10,311,371.84
457,000,000.000
10,248,934.70
(9,574,690.97)
(446,500,000.000 )
(10,068,778.61)
9,681,266.26
446,500,000.000
10,068,778.61
(10,000,000.00)
2,000,000.000
0.001
(1,041.67)
Quantity
Cost
Per Unit
Amount
1,256,100.000
318,000.00
Amount
(318,000.00)
EFTA01538885
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/10 to 10/31/10
INFLOWS & OUTFLOWS
Settlement
Date
10/29
Type
Misc. Disbursement
Description
LONG TOTAL RETURN SWAP
3,208,420 USD NOTIONAL
GOLDMAN SACHS GRP INC
MAT APRIL 28 2011 DEAL 5499085
SWAP RESET PAYMENT
AS OF 10/28/10
Total Inflows & Outflows
TRADE ACTIVITY
Note:
S
Trade
Date
9/28
Settlement
Date
10/1
$607,755.71
Quantity
Cost
Per Unit
Amount
Amount
(7,686.84)
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
AMYRIS INC
@ 17.0484
BROKERAGE
TAX &/OR SEC
Quantity
(2,500.000)
42,621.00
125.00
.73
J.P. MORGAN SECURITIES LLC
TRADE DATE 09/28/10
EFTA01538886
Per Unit
Amount
16.998
Proceeds
42,495.27
Tax Cost
(40,000.00)
Realized
Gain/Loss
2,495.27 S*
Account W23560001 Page 25 of 39
Page 29 of 53
EFTA01538887
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/10 to 10/31/10
Trade
Date
9/28
Settlement
Date
10/4
Type
Settled Sales/Maturities/Redemptions
Sale
Description
VERISK ANALYTICS INC
CLASS A
@ 27.40288
BROKERAGE
TAX &/OR SEC
9/29
10/4
Sale
164,417.28
300.00
2.78
J.P. MORGAN SECURITIES LLC
TRADE DATE 09/28/10
APOLLO COMMERCIAL REAL ESTATE
FINANCE INC
@ 16.26566
BROKERAGE
TAX &/OR SEC
9/30
10/5
Sale
ELSTER GROUP SE
@ 13.82492
BROKERAGE
TAX &/OR SEC
9/30
10/5
Sale
48,796.98
150.00
.83
J.P. MORGAN SECURITIES LLC
TRADE DATE 09/29/10
(5,000.000)
69,124.60
250.00
1.17
J.P. MORGAN SECURITIES LLC
TRADE DATE 09/30/10
EFTA01538888
ENTROPIC COMMUNICATIONS INC
@ 9.68634
58,118.04
BROKERAGE
TAX &/OR SEC
300.00
.99
J.P. MORGAN SECURITIES LLC
TRADE DATE 09/30/10
(6,000.000)
9.636
57,817.05
(58,200.00)
(382.95) S*
13.775
68,873.43
(65,000.00)
3,873.43 S*
(3,000.000)
16.215
48,646.15
(48,000.00)
646.15 S*
Quantity
(6,000.000)
Per Unit
Amount
27.352
Proceeds
164,114.50
Tax Cost
(163,500.00)
Realized
Gain/Loss
614.50 S*
Account W23560001 Page 26 of 39
Page 30 of 53
EFTA01538889
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/10 to 10/31/10
Trade
Date
10/7
Settlement
Date
10/13
Type
Settled Sales/Maturities/Redemptions
Sale
Description
CHESAPEAKE LODGING TRUST
@ 16.75
67,000.00
BROKERAGE
TAX &/OR SEC
10/13
10/18
Sale
200.00
1.14
J.P. MORGAN SECURITIES LLC
TRADE DATE 10/07/10
NAVIOS MARITIME PARTNERS LP
@ 18.25375
45,634.38
BROKERAGE
TAX &/OR SEC
10/15
10/20
Sale
125.00
.78
J.P. MORGAN SECURITIES LLC
TRADE DATE 10/13/10
TEEKAY TANKERS LTD - CLASS A
@ 12.04
42,140.00
BROKERAGE
TAX &/OR SEC
10/15
10/20
Sale
SOLAR CAPITAL LTD
@ 21.88704
BROKERAGE
TAX &/OR SEC
10/19
10/22
Sale
EFTA01538890
175.00
.72
J.P. MORGAN SECURITIES LLC
TRADE DATE 10/15/10
(13,000.000)
284,531.52
650.00
4.81
J.P. MORGAN SECURITIES LLC
TRADE DATE 10/15/10
TOWER INTERNATIONAL INC
@ 12.8725
25,745.00
BROKERAGE
TAX &/OR SEC
100.00
.44
J.P. MORGAN SECURITIES LLC
TRADE DATE 10/19/10
Account W23560001 Page 27 of 39
Page 31 of 53
(2,000.000)
12.822
25,644.56
(26,000.00)
(355.44) S
21.837
283,876.71
(286,910.00)
(3,033.29) S
(3,500.000)
11.99
41,964.28
(42,525.00)
(560.72) S
(2,500.000)
18.203
45,508.60
(44,125.00)
1,383.60 S
Quantity
(4,000.000)
Per Unit
Amount
16.70
Proceeds
66,798.86
Tax Cost
(65,000.00)
Realized
Gain/Loss
EFTA01538891
1,798.86 S
EFTA01538892
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/10 to 10/31/10
Trade
Date
10/20
Settlement
Date
10/25
Type
Settled Sales/Maturities/Redemptions
Sale
Description
AMR CORP
CV 6 1/4% OCT 15 2014
DTD 09/28/2009
@ 108.25
JP MORGAN SECURITIES LLC (BIDL)
TRADE DATE 10/20/10
10/25
10/28
Sale
SHANGPHARMA CORPORATION
A/D/R
@ 13.59999
BROKERAGE
TAX &/OR SEC
Total Settled Sales/Maturities/Redemptions
Trade
Date
Settlement
Date
10/1
Type
Settled Securities Purchased
9/27
Purchase
Description
AMYRIS INC
@ 16.00
J.P. MORGAN SECURITIES LLC
TRADE DATE 09/27/10
9/27
10/1
Purchase
VERISK ANALYTICS INC
CLASS A
@ 27.25
J.P. MORGAN SECURITIES LLC
TRADE DATE 09/27/10
Account W23560001 Page 28 of 39
Page 32 of 53
EFTA01538893
6,000.000
27.25
(163,500.00) *
Quantity
2,500.000
Per Unit
Amount
16.00
33,999.98
125.00
.58
J.P. MORGAN SECURITIES LLC
TRADE DATE 10/25/10
$1,962,113.81
($1,878,010.00)
$84,103.81 S
(2,500.000)
13.55
33,874.40
(37,500.00)
(3,625.60) S
Quantity
(1,000,000.000 )
Per Unit
Amount
108.30
Proceeds
1,082,500.00
Tax Cost
(1,001,250.00)
Realized
Gain/Loss
81,250.00 S
Market Cost
(40,000.00) *
EFTA01538894
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/10 to 10/31/10
Trade
Date
Settlement
Date
10/5
Type
Settled Securities Purchased
9/30
Purchase
Description
ELSTER GROUP SE
@ 13.00
J.P. MORGAN SECURITIES LLC
TRADE DATE 09/30/10
9/29
10/5
Purchase
ENTROPIC COMMUNICATIONS INC
@ 9.70
J.P. MORGAN SECURITIES LLC
TRADE DATE 09/29/10
9/30
10/5
Purchase
CITIGROUP CAPITAL XIII
7 7/8% PFD
@ 25.00
J.P. MORGAN SECURITIES LLC
TRADE DATE 09/30/10
10/1
10/6
Purchase
TEEKAY TANKERS LTD - CLASS A
@ 12.15
J.P. MORGAN SECURITIES LLC
TRADE DATE 10/01/10
10/6
10/13
Purchase
CHESAPEAKE LODGING TRUST
@ 16.25
J.P. MORGAN SECURITIES LLC
TRADE DATE 10/06/10
10/8
10/14
Purchase
NAVIOS MARITIME PARTNERS LP
@ 17.65
J.P. MORGAN SECURITIES LLC
EFTA01538895
TRADE DATE 10/08/10
2,500.000
17.65
(44,125.00)
4,000.000
16.25
(65,000.00)
3,500.000
12.15
(42,525.00)
30,000.000
25.00
(750,000.00) *
6,000.000
9.70
(58,200.00) *
Quantity
5,000.000
Per Unit
Amount
13.00
Market Cost
(65,000.00) *
Account W23560001 Page 29 of 39
Page 33 of 53
EFTA01538896
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/10 to 10/31/10
Trade
Date
Settlement
Date
10/18
Type
Settled Securities Purchased
10/13
Purchase
Description
AMR CORP
CV 6 1/4% OCT 15 2014
DTD 09/28/2009
@ 100.125
JP MORGAN SECURITIES LLC (BIDL)
TRADE DATE 10/13/10
10/15
10/20
Purchase
TOWER INTERNATIONAL INC
@ 13.00
J.P. MORGAN SECURITIES LLC
TRADE DATE 10/15/10
10/18
10/22
Purchase
SHANGPHARMA CORPORATION
A/D/R
@ 15.00
J.P. MORGAN SECURITIES LLC
TRADE DATE 10/18/10
10/19
10/22
Purchase
JPM MARKET PLUS PFE 04/24/12
75% CONTIN BARRIER-12.2%CPN
,UNCAPPED
INITIAL LEVEL-10/19/10 PFE: XXXX.X
@ 100.00
J.P. MORGAN SECURITIES LLC
TRADE DATE 10/19/10
Total Settled Securities Purchased
($6,294,350.00)
3,000,000.000
100.00
(3,000,000.00)
2,500.000
15.00
(37,500.00)
EFTA01538897
2,000.000
13.00
(26,000.00)
Quantity
2,000,000.000
Per Unit
Amount
100.10
Market Cost
(2,002,500.00)
Account W23560001 Page 30 of 39
Page 34 of 53
EFTA01538898
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/10 to 10/31/10
Trade
Date
10/27
10/27
10/28
10/29
Estimated
Settlement
Date
11/1
11/1
11/2
11/3
Type
Pending Sales, Maturities, Redemptions
Sale
Sale
Sale
Sale
Description
PACIFIC BIOSCIENCES OF CALIF
PROLOGIS
SEACUBE CONTAINER LEASING LT
FLAGSTAR BANCORP INC
Total Pending Sales, Maturities, Redemptions
Trade
Date
Estimated
Settlement
Date
10/26
10/27
10/28
10/28
11/1
11/1
11/2
11/2
11/2
Quantity
(3,000.000)
(30,000.000)
(4,500.000)
(4,899.000)
Per Unit
Amount
16.75
13.086
10.842
EFTA01538899
24.161
Proceeds
50,099.15
391,094.96
48,566.14
118,121.45
$607,881.70
Tax Cost
(48,000.00)
(369,000.00)
(45,000.00)
(97,980.00)
($559,980.00)
Realized
Gain/Loss
2,099.15 S
22,094.96 S
3,566.14 S
20,141.45 S
$47,901.70 S
Type
Description
Pending Securities Purchased
10/26
Purchase
Purchase
Purchase
Purchase
Purchase
Total Pending Securities Purchased
PACIFIC BIOSCIENCES OF CALIF
PROLOGIS
SEACUBE CONTAINER LEASING LT
FLAGSTAR BANCORP INC
FLAGSTAR BANCORP INC
Quantity
3,000.000
30,000.000
4,500.000
40,020.000
4,899.000
Per Unit
Amount
16.00
12.30
10.00
1.00
20.00
Market Cost
(48,000.00)
(369,000.00)
EFTA01538900
(45,000.00)
(40,020.00)
(97,980.00)
($600,000.00)
Account W23560001 Page 31 of 39
Page 35 of 53
EFTA01538901
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/10 to 10/31/10
Portfolio Activity Summary - Argentine Peso
Beginning Cash Balance
US Dollar Value
Current
Transactions
INFLOWS
Total Inflows
Foreign Exchange - Inflows
TRADE ACTIVITY
Total Trade Activity
Period Value
-318,000.00
$318,000.00
Settled
Securities Purchased
Ending Cash Balance
* Year to date information is calculated on a calendar year basis.
Portfolio Activity Detail - Argentine Peso
INFLOWS & OUTFLOWS
Settlement
Date
10/18
Type
Spot FX
Description
LINKED CURRENCY TRANSACTION - BUY
BUY ARS SELL USD
EXCHANGE RATE 3.950000000
DEAL 10/13/10 VALUE 10/18/10
Quantity
(318,000.000)
(318,000.00)
($318,000.00)
-Year-To-Date
Value*
-318,000.00
$318,000.00
(318,000.00)
($318,000.00)
-Local
Value
Current
Period Value
0.00
1,256,100.00
1,256,100.00
(1,256,100.00)
(1,256,100.00)
0.00
EFTA01538902
Year-To-Date
Value*
-1,256,100.00
1,256,100.00
(1,256,100.00)
(1,256,100.00)
-Per
Unit
Amount USD
Local Value
Amount USD
Local Value
318,000.00
1,256,100.00
Currency
Gain/Loss USD
Account W23560001 Page 32 of 39
Page 36 of 53
EFTA01538903
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/10 to 10/31/10
TRADE ACTIVITY - Argentine Peso
Per Unit
Trade
Date
Settlement
Date
10/18
Type
Settled Securities Purchased
10/13
Purchase
Description
REPUBLIC OF ARGENTINA - ARS
FLOATING RATE NOTE DEC 15 2035
DTD 11/01/2005 HELD BY EUROCLEAR
ISIN:ARARGEO3E147
SEDOL:B1MYWX3
Quantity
10,000,000.000
Amount USD
Local Value
3.20
12.561
Market
Cost USD
Local Value
(318,000.00)
(1,256,100.00)
Currency
Gain/Loss USD
Account W23560001 Page 33 of 39
Page 37 of 53
EFTA01538904
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/10 to 10/31/10
Portfolio Activity Summary - Indian Rupee
Beginning Cash Balance
US Dollar Value
Current
Transactions
INFLOWS
Total Inflows
Foreign Exchange - Inflows
OUTFLOWS
Total Outflows
Period Value
-20,317,713.31
$20,317,713.31
Foreign
Exchange - Outflows
Ending Cash Balance
* Year to date information is calculated on a calendar year basis.
Portfolio Activity Detail - Indian Rupee
INFLOWS & OUTFLOWS
Settlement
Date
10/20
Type
Forward FX Contract
Description
SETTLE FORWARD CURRENCY CONTRACT
BUY INR SELL USD
CONTRACT RATE : 44.650000000
TRADE 4/16/10 VALUE 10/20/10
Quantity
(10,000,000.000 )
(20,317,713.31)
($20,317,713.31)
-Year-To-Date
Value*
-30,054,583.16
$30,054,583.16
(29,999,916.69)
($29,999,916.69)
-Local
Value
Current
Period Value
0.00
903,500,000.00
903,500,000.00
(903,500,000.00)
(903,500,000.00)
0.00
EFTA01538905
Year-To-Date
Value*
-1,360,500,000.00
1,360,500,000.00
(1,360,500,000.00
)
(1,360,500,000.00 )
-Per
Unit
Amount USD
Local Value
Amount USD
Local Value
10,068,778.61
446,500,000.00
Currency
Gain/Loss USD
68,778.61
Account W23560001 Page 34 of 39
Page 38 of 53
EFTA01538906
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/10 to 10/31/10
INFLOWS & OUTFLOWS
Per Unit
Settlement
Date
10/20
Type
Forward FX Contract
Description
SETTLE FORWARD CURRENCY CONTRACT
BUY USD SELL INR
CONTRACT RATE : 46.120000000
TRADE 5/06/10 VALUE 10/20/10
10/22
Forward FX Contract
SETTLE FORWARD CURRENCY CONTRACT
BUY INR SELL USD
CONTRACT RATE : 47.730000000
TRADE 7/20/10 VALUE 10/22/10
10/22
Forward FX Contract
SETTLE FORWARD CURRENCY CONTRACT
BUY USD SELL INR
CONTRACT RATE : 44.320000000
TRADE 10/18/10 VALUE 10/22/10
Total Inflows & Outflows
$0.00
$417,947.13
10,311,371.840
(10,248,934.70)
(457,000,000.00)
62,437.14
(9,574,690.970 )
10,248,934.70
457,000,000.00
674,243.73
Quantity
9,681,266.260
Amount USD
Local Value
Amount USD
Local Value
(10,068,778.61)
(446,500,000.00)
Currency
Gain/Loss USD
(387,512.35)
Account W23560001 Page 35 of 39
Page 39 of 53
EFTA01538907
EFTA01538908
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/10 to 10/31/10
Settled Foreign Exchange Contracts
Currency
Trade Date
Settle Date Counter Currency
Trade Related
ARGENTINE PESO
U S DOLLAR
Speculative
INDIAN RUPEE
U S DOLLAR
INDIAN RUPEE
U S DOLLAR
INDIAN RUPEE
U S DOLLAR
INDIAN RUPEE
U S DOLLAR
Apr. 16 10
Oct. 20 10
May. 6 10
Oct. 20 10
Jul. 20 10
Oct. 22 10
Oct. 18 10
Oct. 22 10
INR
USD
USD
INR
USD
USD
446,500,000.00
(10,000,000.00)
INR (446,500,000 00)
9,681,266.26
457,000,000.00
(9,574,690.97)
INR (457,000,000.00)
10,311,371.84
44.650000
46.120000
47.730000
44.320000
44.345001
44.345001
44.590000
44.590000
(10,000,000.00)
9,681,266.26
(9,574,690.97)
EFTA01538909
10,311,371.84
10,068,778.61
(10,068,778.61)
10,248,934.70
(10,248,934.70)
68,778.61
(387,512.35)
674,243.73
62,437.14
Oct. 13 10
Oct. 18 10
ARS
USD
1,256,100.00
(318,000.00)
3.950000
3.950000
(318,000.00)
318,000.00
Amount
Counter Amount Contract Rate Revaluation Rate
Contracted Base
Amount USD
Revalued
Amount USD
Currency G/L
Account W23560001 Page 36 of 39
Page 40 of 53
EFTA01538910
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/10 to 10/31/10
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, JPMS 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 JPMS
Account Representative or JPMS 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
EFTA01538911
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 37 of 39
Page 41 of 53
EFTA01538912
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/10 to 10/31/10
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
valuations, (2) any errors or omissions in computing or disseminating the
valuations, and (3) any uses to which the valuations are put.
Valuations are provided for information purposes only and are intended
solely for your own use. Please refer to the trade confirmation for details
of each transaction.
Please review your statement promptly and report any discrepancies
immediately to an account officer whose name appears on the contact page of
this statement.
This statement is not an official document for income tax reporting purposes.
Deposits in Foreign Branches are not insured by the FDIC or any other Agency
of the Federal Government; Amounts in such foreign accounts do not have the
benefit of any Domestic
preference applicable to U.S Banks; certain Foreign accounts are considered
reportable to the Internal Revenue Service on a Report of Foreign Bank and
Financial Account (TD F 90-22.1).
Important Information Regarding Auction Rate Securities (ARS). ARS are debt
or preferred securities with an interest or dividend rate reset periodically
in an auction. Although there may be daily,
weekly and monthly resets, there is no guarantee that there will be
liquidity. If there are not enough bids at an auction to redeem the
securities available for sale, the result may be a failed auction. In the
event of a failed auction, there is no assurance that a secondary market
will develop or that the security will trade at par or any other price
reflected on statements and online.Accordingly, investors
should not rely on pricing information appearing in their statements or
online with respect to ARS. Where J.P. Morgan was unable to obtain a price
from an outside service for a particular ARS, the price
column on your statement and online will indicate "$0.00" which however
should not be relied on as the price at which ARS would trade.
Fund manager disclosure information available upon request
If you have an investment account that is managed by an SEC-Registered
Investment Advisor, the Private Bank of J.P. Morgan will provide a copy of
the advisor's Form ADV II or brochure upon written
request.
Additional Information About Your Accounts
Securities purchased or so
ℹ️ Document Details
SHA-256
f72877066e8ea10390351eca4a9e72da5ce715cf8f5c3171d4726f23486b9987
Bates Number
EFTA01538836
Dataset
DataSet-10
Document Type
document
Pages
97
Comments 0