FINANCIAL TRUST COMPANY INC ACCT. For the Period 3/1/11 to 3/31/11 Adjusted Tax Cost Unreakzed Est. Annual Income Pnce Quantity Value Original Cost Gain/Loss Acaued Interest Yield Complementat) Structured Strategies A JPM HARRAMS 14M CLN 092011 INITIAL RATE 7.0% CPN WHERE MAX RATE IS 7.0% PER ANNUM DD 7/7/10 4662A0-2C-4 AA- /NR 101.21 10000,000 00 10 121,000 00 9,765,917 73 355,082 27 700.000 00 4.44% 10,000,000.00 21.380.00 Trade Date Currency Amount Contract Rate Current Market Forward Rate Market Value Receivable Unrealized Gaintoss Market Value Payable Settlement Date Counter Currency Counter Amount 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 6.442387 9,965,250.40 10,000,000.00 (34,749.60) INDIAN RUPEE US DOLLAR Feb. 15 11 May.18 11 INR USD 457,000,000.00 (9,900,346.62) 46.160000 44.909667 10,175,982.89 9,900,346.62 275,636.27 SINGAPORE DOLLAR US DOLLAR Mar. 3 11 May.18 11 SGD USD 6,333,500.00 (5,000,000.00) 1.266700 1.260401 5,024,988.08 5,000,000.00 24,988.08 SINGAPORE DOLLAR US DOLLAR Mar. 911 May.18 11 SGD USD 6.346.000.00 (5 000,000 00) 1.269200 1.260401 5,034,905.56 5,000,000.00 34,905.56 Total Foreign Exchange Contracts 630,201,128.93 629,900,348.82 6300,780.31 JP Morgan Account Page 16 of 3? Page 19 of 47 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00014571 SDNY_GM_00283769 EFTA01492079