FINANCIAL TRUST COMPANY INC ACCT. For the Pertod 1111/11 to 11/30/11 Trade Date Currency Amount Settlement Date Counter Currency Counter Amount Market Value Recervable Contract Current Market Market Value Unreakzed Rate Forward Rate Payable Gaire/Loss Foreign Exchange Contracts CHINESE RENMINN US DOLLAR Jan. 13 11 Jan. 18 12 CHINESE RENMININ US DOLLAR Jun. 8 11 Jun. 11 12 CHINESE FLENMINEN US DOLLAR 06.511 Jan. 18 12 CHINESE FtENHININ US DOLLAR Oct. 511 Jun. 11 12 INDIAN RUPEE US DOLLAR Sep. 711 Dec. 911 INDIAN RUPEE US DOLLAR Sep. 19 11 Dec. 911 SINGAPORE DOLLAR US DOLLAR Sep. 7 11 Dec. 911 SINGAPORE DOLLAR US DOLLAR Nov. 211 Feb. 6 12 SINGAPORE DOLLAR US DOLLAR Sep. 1911 Dec. 911 Total Foreign Exchange Contracts J.P.Morgan CNY USD 64200.000.00 (10,000,000.00) 6.420000 6.365299 10,085,936.71 10,000,000.00 85,936.71 CNY USD 31,818,000.00 (5,000,000.00) 6.363600 6.376461 4,989,915.15 5,000,000.00 (10,084.85) CNY USD (84,200000.00) 10,080,330.64 6.381500 6.365299 10,060,330.64 10,085,936.71 (25.606.07) CNY USD (31,818,00000) 4,983,832.23 6.384500 6.376461 4,983,632.23 4,989,915.15 (6.282.92) INR USD 457,000,000.00 (9,844,682.36) 46.421000 52.171999 8,759,488.09 9,844,682.36 (1,085,194.27) INR USD (457,000,000.00) 9,383,983.57 48.700000 52.171999 9,383,983.57 8,759,488.09 824,495.48 SGD USD 12,679,500.00 (10,506,627.69) 1.206580 1.281241 9,896,264.63 10,508,627.69 (612,363.06) SGD USD 3,183,000.00 (2,500,000.00) 1.273200 1.281049 2,484,681.88 2,500,000.00 (15,318.14) SGD USD (12,679,500.00) 10017,776.72 1.285700 1.281241 10,017,776.72 9,896264.63 121,512.09 370.662.009.60 371.684.914.63 (3922.906.03) ACCQuilt Vallillre 16 of 24 Consolidated Statement Page 19 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00015255 SDNY_GM_00284453 EFTA01492458