EFTA01492608.pdf

FINANCIAL TRUST COMPANY INC ACCT. For the Period 12/I/II to 12/31/11 Market Value Receivable Trade Date Currency Amount Contract Current Market Market Value Unrealized Settlement Date Counter Currency Counter Amount Rata Forward Rate Payable Gain/Loss Foreign Exchange Contracts CHINESE RENMINBI Jun. 8 11 CNY 31,818,000.00 6.363600 6.364177 4,999,546.97 (453.03) US DOLLAR Jun. 11 12 USD (5,000,000.00) 5,000,000.00 CHINESE RENMINI31 Oct. 511 CNY (64,200,000.00) 6.381500 6.315889 10,060,330.84 (104,509.60) US DOLLAR Jan. 18 12 USD 10,060,330.64 10,164,840.24 CHINESE RENMNBI Oct. 511 CNY (31,818,000.00) 6384500 6.364177 4,983,632.23 (15,914.74) US DOLLAR Jun. 11 12 USD 4,983,632.23 4,999,546.97 SINGAPORE DOLLAR Nov, 211 SOD 3,183,000.00 1.273200 1.296785 2,454,532.41 (45,467.59) US DOLLAR Feb. 812 USD (2,500,000.00) 2,500,000.00 SINGAPORE DOLLAR Doc. 12 11 SOD 3,249,250.00 1.299700 1.296785 2,505,620.30 5,620.30 US DOLLAR Feb. 8 12 USD (2,500,00300) 2,500,000.00 Total Foreign Exchange Contracts 635,168,502.79 $4,116.68 $35.164,387.21 JP Morgan Page 15 of 29 Confidential Treatment Requested by JPMorgan JPM-SDNY-00015414 Chase CONFIDENTIAL SDNY_GM_00284612 EFTA01492608