FINANCIAL TRUST COMPANY INC ACCT. For the Period 9/1/I 1 to 9/30/1I Trade Date Currency Amount Contract Rate Current Market Forward Rate Market Value Receivable Unrealized Gain/Loss Market Value Settlement Date Counter Currency Counter Amount Payable Foreign Exchange Contracts SINGAPORE DOLLAR Sep. 711 SOD 12,679,500.00 1.20E680 1.302870 9,731,976.40 (776,651.29) US DOLLAR Dec. 911 USD (10,506,627.69) 10,506,627.69 SINGAPORE DOLLAR Sep.1911 SGD (12,679,500.00) 1.285700 1.302870 10,017,776.72 285,800.32 US DOLLAR Dec 911 USD 10,017.776 72 9,731,976.40 Total Foreign Exchange Contracts 963,262,349.79 (4980,688AM) 954,243,036.33 JP Morgan Account Page 16 of 26 Page 19 of 42 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00015075 SDNY_GM_00284273 EFTA01492352