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