FINANCIAL TRUST COMPANY INC ACCT. For the Period 7/1/11 to 7/31/11 Market Value Receivable Trade Date Currency Amount Contract Current Market Market Value Unrealized Settlement Date Counter Currency Counter Amount Rate Forward Rate Payable Gain/Loss Foreign Exchange Contracts SINGAPORE DOLLAR May. 11 11 SGD 12,679,500.00 1.232131 1.203710 10,533683.35 242,975.62 US DOLLAR Aug 16 11 USD (10,290,707.73) 10,290.707.73 Total Foreign Exchange Contracts 936,867,671.98 $497,464.16 936,370,107.82 JP Morgan Account Page 15 of 72 Page 18 of 35 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 14960 SDNY_GM_00284158 EFTA01492289