FINANCIAL TRUST COMPANY INC ACCT. For the Period 4/1/II to 4/30/II Adjusted Tax Cost Unreakzed Est. Annual Income Pnce Quantity Value Original Cost GaiNLoss Acaued Interest Yield Complementat) Structured Strategies A JPM HARRAMS 14M CLN 09,20,11 INITIAL RATE 7.0% CPN WHERE MAX RATE IS 7.0% PER ANNUM DD 7/7110 4662A0-2C-4 AA- /NR 101.68 10000,000 00 10,168,000 00 9,774.762 38 393,237.62 700.00000 261% 10,000,000.00 79.720.00 Trade Date Currency Amount Contract Rate Current Market Forward Rate Market Value Receivable Uncoated Gala/Loss Market Value Settlement Date Counter Currency Counter Amount Payable Foreign Exchange Contracts CHINESE RENMINBI US DOLLAR Jan. 13 11 Jan. 18 12 CNY USD 64,200,000.00 (10,000,000.00) 6.420000 6.340030 10,126,134.96 10,000,000.00 126,134.96 INDIAN RUPEE US DOLLAR Feb. 15 11 May.18 11 INR USD 457,000,000.00 (9,900,346.62) 48.160000 44.370919 10,299,538.78 9,900,346.62 399,192.16 SINGAPORE DOLLAR US DOLLAR Mar. 3 11 May.18 11 SGD USD 6,333,500.00 (5,000,000.00) 1.266700 1.222238 5,181,887.51 5,000,000.00 181,887.51 SINGAPORE DOLLAR US DOLLAR Mar. 911 May. 18 11 SW USD 6.346.000.00 (5.000,000.00) 1.269200 1.222238 5.192.114.65 5,000,000.00 192,114.65 Total Foreign Exchange Contracts 330,799,676.90 $29,900,346.62 $899,329.28 JP Morgan Account Page 15 of 26 Page 18 of 39 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00014712 SDNY_GM_00283910 EFTA01492161