FINANCIAL TRUST COMPANY INC ACCT. For the Period 811!11 to 8/31/11 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 INDIAN RUPEE Aug.911 INR 457.000.000.00 45.350000 45.995996 9,935,647.51 (141,530.00) US DOLLAR Sep.12 11 USD (10,077,177.51) 10,077,177.51 SINGAPORE DOLLAR Aug. 911 SGD 12,879,500.00 1.215000 1.202194 10,548,968.38 111,183.89 US DOLLAR Sep. 12 11 USD (1D435.802 47) 10,435,802.47 Total Foreign Exchange Contracts $35,878,822.82 $186,842.84 535,612,979.98 JP Morgan Account Page 16 of 26 Page 19 of 34 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00015037 SDNY_GM_00284235 EFTA01492329