EFTA01536609.pdf
dataset_10 PDF 2.3 MB • Feb 4, 2026 • 77 pages
JPMorgan Chase Bank, N.A.
270 Park Avenue, New York, NY 10017-2014
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
Asset Account
J.P. Morgan Team
Paul Morris
Jeffrey Matusow
Janet Young
William Doherty III
Banker
Investment Specialist
Client Service Team
Client Service Team
M
Table of Contents
Account Summary
Holdings
Equity
Cash and Short Term
Fixed Income
Options
Foreign Exchange Contracts
Other Assets
Portfolio Activity
Online access
www.MorganOnline.com
Page
2
4
6
8
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14
16
20
Page 1 of 43
EFTA01536609
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
Account Summary
Asset Allocation
Equity
Cash & Short Term
Fixed Income
Options
Foreign Exchange Contracts
Other Assets
Market Value
Accruals
Market Value with Accruals
Beginning
Ending
Market Value
19,306,180.00
37,092,334.28
17,045,334.00
(4,322,724.03)
(857,729.76)
(6,731,159.99)
$61,532,234.50
674,109.61
$62,206,344.11
Market Value
17,035,657.20
21,359,070.38
19,481,882.00
(2,514,477.51)
(366,017.66)
12,207,120.35
$67,203,234.76
539,106.43
$67,742,341.19
Current
Portfolio Activity
Beginning Market Value
Contributions
Withdrawals & Fees
Securities Transferred Out
Net Contributions/Withdrawals
Income & Distributions
Change In Investment Value
Ending Market Value
Accruals
Market Value with Accruals
Period Value
61,532,234.50
487,618.29
(609,893.54)
EFTA01536610
(2.00)
($122,277.25)
225,507.80
5,567,769.71
$67,203,234.76
539,106.43
$67,742,341.19
Change
In Value
(2,270,522.80)
(15,733,263.90)
2,436,548.00
1,808,246.52
491,712.10
18,938,280.34
$5,671,000.26
(135,003.18)
$5,535,997.08
Equity
Year-to-Date
Value
0.00
76,538,333.96
(2,206,341.98)
(305,007.00)
$74,026,984.98
(23,652.16)
(6,800,098.06)
$67,203,234.76
539,106.43
$67,742,341.19
Estimated
1,141,182.30
660,421.44
1,259,000.00
Current
Annual Income Allocation
23%
28%
26%
23%
$3,060,603.74
100%
Other
Assets
Fixed
Income
Asset Allocation
Cash &
Short Term
Page 2 of 43
EFTA01536611
EFTA01536612
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
Account Summary
Tax Summary
Domestic Dividends/Distributions
Currency Gain/Loss
Interest Income
Taxable Income
CONTINUED
Current
Period Value
7,800.00
(70,211.24)
287,919.04
$225,507.80
Year-to-Date
Value
18,800.00
(396,302.51)
353,850.35
($23,652.16)
Unrealized Gain/Loss
To-Date Value
($1,105,033.30)
ST Realized Gain/Loss
Realized Gain/Loss
Current
Period Value
5,582.55
$5,582.55
Year-to-Date
Value
(1,685,174.45)
($1,685,174.45)
Cost Summary
Equity
Cost
Cash & Short Term
Fixed Income
Options
Other Assets
Total
17,186,339.00
21,332,620.38
19,710,706.00
(1,648,500.01)
17,512,500.00
$74,093,665.37
Page 3 of 43
EFTA01536613
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
Equity Summary
Asset Categories
US Mid Cap/Small Cap
Preferred Stocks
Total Value
Market Value/Cost
Market Value
Tax Cost
Unrealized Gain/Loss
Estimated Annual Income
Yield
Beginning
Market Value
338,180.00
18,968,000.00
$19,306,180.00
Ending
Market Value
667,560.00
16,368,097.20
$17,035,657.20
Current
Period Value
17,035,657.20
17,186,339.00
(150,681.80)
1,141,182.30
6.70%
Preferred Stocks
Change
In Value
329,380.00
(2,599,902.80)
($2,270,522.80 )
Current
Allocation
1%
22%
23%
US Mid Cap/Small Cap
Asset Categories
Equity
Note:
P indicates position adjusted for Pending Trade Activity.
Equity Detail
Estimated
Quantity
US Mid Cap/Small Cap
DEUTSCHE BK AG LDN BRH
EFTA01536614
DBL LONG ETN38
25154H-55-8 DAG
Page 4 of 43
Price
Market
Value
Tax Cost
Adjusted
Original
Unrealized
Gain/Loss
Annual Income
Accrued
Dividends
Yield
50,000.000
7.99
399,500.00
352,529.00
46,971.00
EFTA01536615
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
Estimated
Quantity
US Mid Cap/Small Cap
P
MOLYCORP INC
SOLAR CAPITAL LTD
608753-10-9 MCP
13,000.000
83413U-10-0 SLRC
P
STRATEGIC HOTELS & RESORTS INC
Total US Mid Cap/Small Cap
86272T-10-6 BEE
63,000.000
Preferred Stocks
P JPM CHASE CAPITAL XXIX
6.7% PFD
48125E-20-7 JPM PC
662,676.000
24.70
16,368,097.20
16,546,900.00
(178,802.80)
1,109,982.30
6.78%
$667,560.00
$639,439.00
$28,121.00
$31,200.00
4.67%
4.61
N/A
20.62
268,060.00
286,910.00
(18,850.00)
31,200.00
11.64%
14.00
N/A
Price
Market
Value
Tax Cost
Adjusted
Original
Unrealized
Gain/Loss
Annual Income
EFTA01536616
Accrued
Dividends
Yield
Page 5 of 43
EFTA01536617
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
Cash & Short Term Summary
Beginning
Asset Categories
Cash
Short Term
Total Value
Market Value/Cost
Market Value
Tax Cost
Unrealized Gain/Loss
Estimated Annual Income
Accrued Interest
Yield
SUMMARY BY MATURITY
Short Term
6-12 months
10,168,950.00
Market
Value
Market Value
26,936,234.28
10,156,100.00
$37,092,334.28
Ending
Market Value
11,190,120.38
10,168,950.00
$21,359,070.38
Current
Period Value
21,359,070.38
21,332,620.38
26,450.00
660,421.44
223,687.03
1.82%
SUMMARY BY TYPE
Short Term
Corporate Bonds
Market
Value
10,168,950.00
% of Bond
Portfolio
100%
Short Term
Change
In Value
(15,746,113.90)
EFTA01536618
12,850.00
($15,733,263.90 )
Current
Allocation
15%
13%
28%
Cash
Asset Categories
Cash &
Short Term
Page 6 of 43
EFTA01536619
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
Note:
This is the Annual Percentage Yield (APY) which is the rate earned if
balances remain on deposit for a full year with compounding, there is no
change in the interest rate and all interest
is left in the account.
Cash & Short Term Detail
Quantity
Cash
AUSTRALIAN DOLLAR
COST OF PENDING PURCHASES
JAPANESE YEN
PROCEEDS FROM PENDING SALES
US DOLLAR
Total Cash
Short Term
FORD MOTOR CREDIT CO
7 3/8% FEB 1 2011
DTD 1/30/2001
345397-TS-2 B- /BA3
FORD MOTOR CREDIT CO LLC
FLOATING RATE NOTE JUN 15 2011
DTD 03/15/2007
345397-VF-7 B- /BA3
Total Short Term
10,000,000.00
$10,168,950.00
$10,142,500.00
$26,450.00
$658,103.00
$223,170.00
Page 7 of 43
3.82%
5,000,000.00
101.63
5,081,500.00
5,000,000.00
81,500.00
289,353.00
37,775.00
3.84%
5,000,000.00
101.75
5,087,450.00
5,142,500.00
(55,050.00)
368,750.00
185,395.00
3.81%
EFTA01536620
(0.01)
(140,000.00)
(0.02)
3,601,960.45
7,728,159.94
0.91
1.00
0.01
1.00
1.00
(0.01)
(140,000.00)
3,601,960.45
7,728,159.94
$11,190,120.38
(0.01)
(140,000.00)
N/A
3,601,960.45
7,728,159.94
$11,190,120.38
$0.00
2,318.44
517.03
$2,318.44
$517.03
0.03%
0.02%
Price
Market
Value
Tax Cost
Adjusted
Original
Estimated
Unrealized
Gain/Loss
Annual Income
Accrued Interest
Yield
EFTA01536621
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
Fixed Income Summary
Asset Categories
US Fixed Income - Taxable
Non-US Fixed Income
Total Value
Market Value/Cost
Market Value
Tax Cost
Unrealized Gain/Loss
Estimated Annual Income
Accrued Interest
Yield
SUMMARY BY MATURITY
Fixed Income
Less than 5 years,
5-10 years,
10+ years,
Total Value
1
Market
Value
6,556,882.00
9,475,000.00
3,450,000.00
$19,481,882.00
% of Bond
Portfolio
34%
48%
18%
100%
The years indicate the number of years until the bond is scheduled to mature
based on the statement end date. Some bonds may be called, or paid in full,
before their stated maturity.
Beginning
Market Value
15,595,334.00
1,450,000.00
$17,045,334.00
Ending
Market Value
16,326,882.00
3,155,000.00
$19,481,882.00
Current
Period Value
19,481,882.00
19,710,706.00
(228,824.00)
EFTA01536622
1,259,000.00
315,419.40
8.17%
SUMMARY BY TYPE
Fixed Income
Corporate Bonds
International Bonds
Total Value
Market
Value
16,326,882.00
3,155,000.00
$19,481,882.00
% of Bond
Portfolio
84%
16%
100%
Non-US
Fixed Income
US Fixed Income
- Taxable
Change
In Value
731,548.00
1,705,000.00
$2,436,548.00
Current
Allocation
22%
4%
26%
Asset Categories
Fixed
Income
Page 8 of 43
EFTA01536623
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
Fixed Income Detail
Quantity
US Fixed Income - Taxable
FELCOR LODGING LP
10% OCT 01 2014
DTD 10/01/2009
31430Q-8A-4 B- /B2
FORD MOTOR CREDIT CO LLC
SR NOTES 7% APR 15 2015
DTD 04/09/2010
345397-VN-0 B- /BA3
CIT GROUP INC
7% MAY 01 2016
DTD 11/04/2009
125581-FW-3 B+ /B3
CIT GROUP INC
7% MAY 01 2017
DTD 11/04/2009
125581-FX-1 B+ /B3
GENERAL MOTORS CORP
NOTES 8 3/8% JUL 15 2033
DTD 07/03/2003
IN DEFAULT
370442-BT-1 NR /WR
Total US Fixed Income - Taxable
23,200,000.000
$16,326,882.00
$16,493,956.00
($167,074.00)
$1,014,000.00
$252,129.40
6.35%
10,000,000.000
34.50
3,450,000.00
3,800,000.00
(350,000.00)
5,000,000.000
94.25
4,712,500.00
4,612,500.00
100,000.00
350,000.00
69,025.00
8.11%
5,000,000.000
95.25
4,762,500.00
4,725,000.00
EFTA01536624
37,500.00
350,000.00
78,750.00
8.04%
200,000.000
103.44
206,882.00
198,956.00
7,926.00
14,000.00
4,355.40
6.14%
Price
Market
Value
Tax Cost
Adjusted
Original
Estimated
Unrealized
Gain/Loss
Annual Income
Accrued Interest
Yield
3,000,000.000
106.50
3,195,000.00
3,157,500.00
37,500.00
300,000.00
99,999.00
8.12%
Page 9 of 43
EFTA01536625
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
Quantity
Non-US Fixed Income
PETROLEOS DE VENEZUELA S
4.9% OCT 28 2014
DTD 10/28/2009
HELD BY EUROCLEAR
ISIN:XS0460546442 SEDOL:85882G7
71668A-9A-1
Price
Market
Value
Tax Cost
Adjusted
Original
Estimated
Unrealized
Gain/Loss
Annual Income
Accrued Interest
Yield
5,000,000.000
63.10
3,155,000.00
3,216,750.00
(61,750.00)
245,000.00
63,290.00
17.59%
Page 10 of 43
EFTA01536626
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
Options Summary
Asset Categories
Foreign Exchange
Other
Total Value
Market Value/Cost
Market Value
Premium
Unrealized Gain/Loss
Options Detail
Quantity
Foreign Exchange
AUD CALL USD PUT
FX EUROPEAN STYLE OPTION
SEP 21, 2010 @ .8825
XAUDCA-DY-Z AUD
AUD CALL USD PUT
FX EUROPEAN STYLE OPTION
SEP 21, 2010 @ .94
XAUDCA-DZ-Z AUD
(10,000,000.000 )
0.39
(39,386.60)
(35,254.00)
(4,132.60)
Price
Market
Value
Premium
Unrealized
Gain/Loss
Beginning
Market Value
(950,878.29)
(3,371,845.74)
($4,322,724.03 )
Ending
Market Value
(496,423.32)
(2,018,054.19)
($2,514,477.51 )
Current
Period Value
(2,514,477.51)
(1,648,500.01)
(865,977.50)
Change
In Value
454,454.97
EFTA01536627
1,353,791.55
$1,808,246.52
Current
Allocation
10,000,000 000
3.01
300,561.89
220,337.49
80,224.40
Page 11 of 43
EFTA01536628
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
Quantity
Foreign Exchange
AUD PUT USD CALL
FX EUROPEAN STYLE OPTION
SEP 21, 2010 @ .86
KI @ 0.83
XAUDPA-FV-Z AUD
JPY CALL USD PUT
FX EUROPEAN STYLE OPTION
MAY 11, 2011 @ 93.5
XJPYCA-NE-Z
JPY PUT USD CALL
FX EUROPEAN STYLE OPTION
MAY 11, 2011 @ 93.5
XJPYPA-SQ-Z
Total Foreign Exchange
Other
WTI CALL OPTION
USD PUT OPTION
STRIKE 90.00
EXPIRES 12/15/2010
100,000 BARRELS
OTCBDC-GW-X
WTI CALL OPTION
USD PUT OPTION
STRIKE 100.00
EXPIRES 05/17/2011
100,000 BARRELS
OTCBDC-GW-Y
10.000
38,492.82
384,928.16
450,000.00
(65,071.84)
10.000
30,754.67
307,546.72
400,000.00
(92,453.28)
(10,000,000.000 )
($496,423.32)
($0.01)
($496,423.31)
935,000,000.000
0.02
143,416.74
470,000.00
(326,583.26)
(935,000,000.000 )
EFTA01536629
0.09
(831,929.30)
(470,000.00)
(361,929.30)
Price
Market
Value
Premium
Unrealized
Gain/Loss
(10,000,000.000 )
0.69
(69,086.05)
(185,083.50)
115,997.45
Page 12 of 43
EFTA01536630
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
Quantity
Other
WTI PUT OPTION
USD CALL OPTION
STRIKE 65.50
EXPIRES 12/15/2010
100,000 BARRELS
OTCBDP-EX-K
WTI PUT OPTION
USD CALL OPTION
STRIKE 63.00
EXPIRES 05/17/2011
100,000 BARRELS
OTCBDP-EX-L
1 RECEIVER SWAPTION CALL
10,000,000 INTEREST RATE SWAP
STRIKE 4.25% S 30/360 VS 3ML
EXP DATE 08/13/2010 DEAL 5166005
OTCBDC-GW-K
1 RECEIVER SWAPTION CALL
10,000,000 INTEREST RATE SWAP
STRIKE 4.35% S 30/360 VS 3ML
EXP DATE 08/31/2010 DEAL 5167546
OTCBDC-GZ-U
Total Other
(2.000)
($2,018,054.19)
($1,648,500.00)
($369,554.19)
(1.000)
1.00
(1,196,234.06)
(1,103,500.00)
(92,734.06)
(1.000)
1.00
(1,024,079.28)
(545,000.00)
(479,079.28)
(10.000)
30,561.33
(305,613.34)
(450,000.00)
144,386.66
(10.000)
18,460.24
(184,602.39)
(400,000.00)
215,397.61
EFTA01536631
Price
Market
Value
Premium
Unrealized
Gain/Loss
Page 13 of 43
EFTA01536632
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
Foreign Exchange Contracts Summary
NET CURRENCY EXPOSURE SUMMARY
Value
CANADIAN DOLLAR
INDIAN RUPEE
US DOLLAR
in Currency
5,215,000.01
457,000,000.00
(15,152,662.17)
Foreign Exchange Contracts Detail
Market Value
Receivable
Trade Date
Speculative
CANADIAN DOLLAR
CANADIAN DOLLAR
CANADIAN DOLLAR
CANADIAN DOLLAR
INDIAN RUPEE
JAPANESE YEN
JAPANESE YEN
US DOLLAR
US DOLLAR
US DOLLAR
Apr. 28 10
Aug. 6 10
May. 6 10
Aug. 6 10
May. 6 10
Aug. 6 10
Jul. 23 10
Aug. 26 10
Apr. 16 10
Oct. 20 10
CAD
JPY
CAD
JPY
CAD
USD
CAD
USD
INR
USD
5,000,000.00
(464,350,000.00 )
(5,246,892.65)
464,350,000.00
EFTA01536633
246,892.66
(236,652.69)
5,215,000.00
(5,022,584.77)
446,500,000.00
(10,000,000.00)
92.870000
88.500000
1.043270
1.038310
44.650000
84.129866
84.129866
1.030023
1.030266
46.980339
4,854,260.43
5,358,562.78
5,358,562.78
5,093,956.67
239,696.25
236,652.69
5,061,797.84
5,022,584.77
9,503,975.75
10,000,000.00
(504,302.35)
264,606.11
3,043.56
39,213.07
(496,024.25)
Currency
Settlement Date Counter Currency
Amount
Counter Amount
Contract
Rate
Current Market
Forward Rate
Market Value
Payable
Unrealized
Gain/Loss
Page 14 of 43
EFTA01536634
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
Market Value
Receivable
Trade Date
Speculative
INDIAN RUPEE
INDIAN RUPEE
Total Speculative
US DOLLAR
US DOLLAR
Jul. 20 10
Oct. 22 10
May. 6 10
Oct. 20 10
INR
USD
INR
USD
457,000,000.00
(9,574,690.97)
(446,500,000.00 )
9,681,266.26
47.730000
46.120000
46.993029
46.980339
9,724,846.66
9,574,690.97
9,681,266.26
9,503,975.75
$44,424,405.97
$44,790,423.63
150,155.69
177,290.51
($366,017.66)
Currency
Settlement Date Counter Currency
Amount
Counter Amount
Contract
Rate
Current Market
Forward Rate
Market Value
Payable
Unrealized
Gain/Loss
Page 15 of 43
EFTA01536635
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
Other Assets Summary
Asset Categories
Swaps
Structured Investments
Other
Total Value
Market Value/Cost
Estimated Value
Tax Cost
Estimated Gain/Loss
Beginning
Estimated Value
(6,731,159.99)
0.00
0.00
($6,731,159.99 )
Ending
Estimated Value
(5,419,379.65)
7,626,500.00
10,000,000.00
$12,207,120.35
Current
Period Value
12,207,120.35
17,512,500.00
114,000.00
Structured
Investments
Change
In Value
1,311,780.34
7,626,500.00
10,000,000.00
$18,938,280.34
Current
Allocation
10%
13%
23%
Other
Other
Assets
Asset Categories
Page 16 of 43
EFTA01536636
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
Other Assets Detail
Cost
Quantity
Swaps
INTEREST RATE SWAP
10,000,000 USD NOTIONAL 7/16/2040
REC: FLOATING RATE USD
3 MONTH LIBOR DEAL 5168074
4.35% PAY FIXED, S 30/360
N/O Client
SWPBDF-HL-8
INTEREST RATE SWAP
10,000,000 USD NOTIONAL 07/28/2040
REC: FLOATING RATE USD
3 MONTH LIBOR DEAL 5168723
4.35% PAY FIXED, S 30/360
N/O Client
SWPBDF-JP-7
LONG TOTAL RETURN SWAP
4,775,970.00 USD NOTIONAL
GOLDMAN SACHS GRP INC
MAT APR 29 2011 DEAL 5508960
N/O Client
SWPBDE-TJ-3
LONG TOTAL RETURN SWAP
3,208,420 USD NOTIONAL
GOLDMAN SACHS GRP INC
MAT APRIL 28 2011 DEAL 5499085
N/O Client
SWPBDE-WG-5
20,000.000
9.63
(192,655.81)
N/A
30,000.000
8.70
(261,123.14)
N/A
1.000
1.00
(1,229,496.58)
N/A
1.000
1.00
(1,240,985.44)
N/A
Price
Estimated
Value
EFTA01536637
Adjusted
Original
Estimated
Gain/Loss
Accruals
Page 17 of 43
EFTA01536638
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
Cost
Quantity
Swaps
SXSE DIVIDEND SWAP
FIXED STRIKE EUR 112.10
NUMBER OF BASKET 89,206
MAT DEC 16 2011 DEAL 4444220
N/O Client
SWPBDE-PR-9 EUR
SXSE DIVIDEND SWAP
FIXED STRIKE EUR 113.30
NUMBER OF BASKET 88,261
MAT DEC 21 2012 DEAL 4444219
N/O Client
SWPBDE-PS-7 EUR
SXSE DIVIDEND SWAP
FIXED STRIKE EUR 100.00
NUMBER OF BASKET 50,000
MAT DEC 21 2012 DEAL 4458593
N/O Client
SWPBDE-WW-0 EUR
Total Swaps
Structured Investments
3PM CORN DLY LIQUIDITY NT 07/25/13
LNKD TO DJUBCN3T
07/22/10
48124A-WK-9
2,500,000.000
103.37
2,584,250.00
2,512,500.00
71,750.00
($5,419,379.65)
$0.00
$0.00
50,000.000
1.64
(82,223.79)
N/A
88,261.000
18.41
(1,625,047.49)
N/A
89,206.000
8.83
(787,847.40)
N/A
Price
Estimated
EFTA01536639
Value
Adjusted
Original
Estimated
Gain/Loss
Accruals
Page 18 of 43
EFTA01536640
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
Cost
Quantity
Structured Investments
MS MARKET PLUS SPX 01/27/12
(70% CONTIN BARRIER-6.5%CPN
,UNCAPPED)
INITIAL LEVEL-07/14/10 SPX:1094.91
617482-MQ-4
Total Structured Investments
Other
3PM HARRAHS 14M CLN 09/20/11
INITIAL RATE 7.0% CPN
WHERE MAX RATE IS 7.0% PER ANNUM
DD 7/7/10
4662A0-2C-4
10,000,000.000
100.00
7/7/10
10,000,000.00
10,000,000.00
7,500,000.000
$7,626,500.00
$7,512,500.00
$114,000.00
Price
Estimated
Value
Adjusted
Original
Estimated
Gain/Loss
Accruals
5,000,000.000
100.85
5,042,250.00
5,000,000.00
42,250.00
Page 19 of 43
EFTA01536641
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
Portfolio Activity Summary - U S Dollar
Beginning Cash Balance
Current
Transactions
Income
INFLOWS
Contributions
Foreign Exchange - Inflows
Total Inflows
OUTFLOWS
Withdrawals
Foreign Exchange - Outflows
Total Outflows
TRADE ACTIVITY
Settled Sales/Maturities/Redemptions
Settled Securities Purchased
Total Trade Activity
Ending Cash Balance
73,597.10
(20,421,904.00)
($20,348,306.90)
$7,728,159.94
* Year to date information is calculated on a calendar year basis.
19,334,713.35
(86,099,393.25)
($66,764,679.90)
-295,719.04
487,618.29
19,922,127.00
$20,705,464.33
(609,893.54)
(20,044,838.24)
($20,654,731.78)
372,650.35
76,538,333.96
31,073,208.19
$107,984,192.50
(2,206,341.98)
(31,285,010.68)
($33,491,352.66)
Period
Value
28,025,734.29
Year-To-Date
Value*
-Page
20 of 43
EFTA01536642
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
Portfolio Activity Detail - U S Dollar
INFLOWS & OUTFLOWS
Settlement
Date
7/1
7/1
Type
Accrued Interest Paid
Interest Income
Description
FELCOR LODGING LP
10% OCT 01 2014
DTD 10/01/2009
DEPOSIT SWEEP INTEREST FOR JUNE @
.03% RATE ON NET AVG COLLECTED
BALANCE OF $29,939,548.47
AS OF 07/01/10
7/2
7/2
Domestic Dividend/Distribution
Interest Income
SOLAR CAPITAL LTD
ENTRY REVERSED ON 07/16/2010
@ 0.60 PER SHARE
800,000.000
JPM CHASE CAPITAL XXIX
6.7% PFD
7/2
Free Delivery
@ 0.41875 PER SHARE
CLP SWAP - CLP NOTL
13,000,000,000 MD 3/21/12
TD 3/17/10, START D 3/21/11
PAY FLOAT CLP OIS ANN ACT/360
4.15% REC FIX, DEAL #253571031
SWAP UNWIND - REF # 253571031
JPMORGAN CHASE BANK
TRADE DATE 06/30/10
7/2
Free Delivery
CLP SWAP - CLP NOTL
13,000,000,000 MD 3/29/12
TD 3/25/10, START D 3/29/11
PAY FLOAT CLP OIS ANN ACT/360
4.15% REC FIX, DEAL #254489072
SWAP UNWIND - REF # 254489072
JPMORGAN CHASE BANK
TRADE DATE 06/30/10
Page 21 of 43
EFTA01536643
(1.000)
(1.000)
0.419
335,000.00
13,000.000
0.60
7,800.00
738.31
Quantity
Cost
1,000,000.000
Per Unit
Amount
0.025
Amount
(25,000.00)
EFTA01536644
FINANCIAL TRUST COMPANY INC ACCT. •
For the Period 7/1/10 to 7/31/10
INFLOWS & OUTFLOWS
Settlement
Date
7/2
Type
Misc. Receipt
Description
CLP SWAP - CLP NOTL
13,000,000,000 MD 3/21/12
TD 3/17/10, START D 3/21/11
PAY FLOAT CLP OIS ANN ACT/360
4.15% REC FIX, DEAL #253571031
SWAP UNWIND - REF # 253571031 UNWIND
ACCRUED
7/2
Misc. Disbursement
CLP SWAP - CLP NOTL
13,000,000,000 MD 3/21/12
TD 3/17/10, START D 3/21/11
PAY FLOAT CLP OIS ANN ACT/360
4.15% REC FIX, DEAL #253571031
SWAP UNWIND - REF # 253571031 UNWIND
PRINCIPAL
7/2
Misc. Receipt
CLP SWAP - CLP NOTL
13,000,000,000 MD 3/29/12
TD 3/25/10, START D 3/29/11
PAY FLOAT CLP OIS ANN ACT/360
4.15% REC FIX, DEAL #254489072
SWAP UNWIND - REF # 254489072 UNWIND
ACCRUED
7/2
Misc. Disbursement
CLP SWAP - CLP NOTL
13,000,000,000 MD 3/29/12
TD 3/25/10, START D 3/29/11
PAY FLOAT CLP OIS ANN ACT/360
4.15% REC FIX, DEAL #254489072
SWAP UNWIND - REF # 254489072 UNWIND
PRINCIPAL
(295,456.14)
233,956.14
(308,162.15)
Quantity
Cost
Per Unit
Amount
Amount
EFTA01536645
253,662.15
Page 22 of 43
EFTA01536646
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
INFLOWS & OUTFLOWS
Settlement
Date
7/16
Type
Interest Income
Description
TO REVERSE ENTRY OF 07/02/2010
3PM CHASE CAPITAL XXIX
6.7% PFD
@ 0.41875 PER SHARE
AS OF 07/02/10
7/16
Receipt of Assets
INTEREST RATE SWAP
10,000,000 USD NOTIONAL 7/16/2040
REC: FLOATING RATE USD
3 MONTH LIBOR DEAL 5168074
4.35% PAY FIXED, S 30/360
NEW SWAP #5168074 RESULTING FROM
PHYSICAL SETTLEMENT OF SWAPTION
DEAL #5166838
JPMORGAN CHASE BANK
TRADE DATE 07/14/10
7/16
Interest Income
3PM CHASE CAPITAL XXIX
6.7% PFD
@ 0.423403 PER SHARE
AS OF 07/02/10
7/16
Accrued Interest Paid
PETROLEOS DE VENEZUELA S
4.9% OCT 28 2014
DTD 10/28/2009
HELD BY EUROCLEAR
7/16
Option Assignment
ISIN:XS0460546442 SEDOL:B5B82G7
1 RECEIVER SWAPTION CALL
10,000,000 INTEREST RATE SWAP
STRIKE 4.35% S 30/360 VS 3ML
EXP DATE 07/14/2010 DEAL 5166838
WRITTEN OTC CALL ASSIGNED
TRADE DATE 07/14/10
1.000
561,500.00
4.35
2,500,000.000
EFTA01536647
0.011
(26,541.67)
800,000.000
0.423
338,722.40
1.000
Quantity
Cost
Per Unit
Amount
800,000.000
0.419
Amount
(335,000.00)
Page 23 of 43
EFTA01536648
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
INFLOWS & OUTFLOWS
Settlement
Date
7/23
Type
Forward FX Contract
Description
SETTLE FORWARD CURRENCY CONTRACT
BUY INR SELL USD
CONTRACT RATE : 45.700000000
TRADE 6/21/10 VALUE 7/23/10
7/23
Spot FX
SPOT CURRENCY TRANSACTION - SELL
BUY USD SELL INR
EXCHANGE RATE 47.200000000
DEAL 07/20/10 VALUE 07/23/10
7/26
Forward FX Contract
SETTLE FORWARD CURRENCY CONTRACT
BUY CAD SELL USD
CONTRACT RATE : 1.043000000
TRADE 6/23/10 VALUE 7/26/10
7/26
Spot FX
SPOT CURRENCY TRANSACTION - SELL
BUY USD SELL CAD
EXCHANGE RATE 1.038910000
DEAL 07/23/10 VALUE 07/26/10
7/28
Receipt of Assets
INTEREST RATE SWAP
10,000,000 USD NOTIONAL 07/28/2040
REC: FLOATING RATE USD
3 MONTH LIBOR DEAL 5168723
4.35% PAY FIXED, S 30/360
NEW SWAP #5168723 RESULTING FROM
PHYSICAL SETTLEMENT OF SWAPTION
DEAL #5164984
JPMORGAN CHASE BANK
TRADE DATE 07/26/10
7/28
Misc. Disbursement
LONG TOTAL RETURN SWAP
3,208,420 USD NOTIONAL
GOLDMAN SACHS GRP INC
MAT APRIL 28 2011 DEAL 5499085
SWAP RESET PAYMENT
Page 24 of 43
EFTA01536649
(6,275.25)
1.000
(5,215,000.000 )
(5,055,009.26)
5,019,684.09
5,215,000.000
5,055,009.26
(5,000,000.00)
(457,000,000.000 )
(9,736,869.85)
9,682,203.38
Quantity
Cost
Per Unit
Amount
457,000,000.000
9,736,869.85
Amount
(10,000,000.00)
EFTA01536650
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
INFLOWS & OUTFLOWS
Settlement
Date
7/28
Type
Option Assignment
Description
1 RECEIVER SWAPTION CALL
10,000,000 INTEREST RATE SWAP
STRIKE 4.350% S 30/360 VS 3ML
EXP DATE 07/26/2010 DEAL 5164984
WRITTEN OTC CALL ASSIGNED
TRADE DATE 07/26/10
7/29
Forward FX Contract
SETTLE FORWARD CURRENCY CONTRACT
BUY NOK SELL USD
CONTRACT RATE : 6.494500000
TRADE 6/25/10 VALUE 7/29/10
7/29
Forward FX Contract
SETTLE FORWARD CURRENCY CONTRACT
BUY USD SELL NOK
CONTRACT RATE : 6.220500000
TRADE 7/23/10 VALUE 7/29/10
7/29
Spot FX
SPOT CURRENCY TRANSACTION - BUY
BUY SEK SELL USD
EXCHANGE RATE 7.279500000
DEAL 07/28/10 VALUE 07/29/10
Total Inflows & Outflows
$50,732.55
326,400.000
44,838.24
(44,838.24)
(32,472,500.000 )
(5,328,602.02)
5,220,239.53
32,472,500.000
5,328,602.02
(5,000,000.00)
Quantity
Cost
Per Unit
Amount
1.000
909,000.00
4.35
EFTA01536651
Amount
Page 25 of 43
EFTA01536652
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
TRADE ACTIVITY
Note:
Trade
Date
6/30
Settlement
Date
7/2
S indicates Short Term Realized Gain/Loss
C indicates Currency Gain/Loss
* Settled transaction was initiated in prior statement period and settled in
current statement period
Type
Settled Sales/Maturities/Redemptions
Option Buyback
Description
1 RECEIVER SWAPTION CALL
10,000,000 INTEREST RATE SWAP
STRIKE 4.35% S 30/360 VS. 3ML
EXP DATE 06/30/2010 DEAL 5161946
BUY BACK OTC CALL
TRADE DATE 06/30/10
7/14
7/19
Sale
MAGELLAN MIDSTREAM PARTNERS LP
@ 47.44
118,600.00
BROKERAGE
TAX &/OR SEC
7/16
7/21
Sale
125.00
2.01
J.P. MORGAN SECURITIES INC.
TRADE DATE 07/14/10
QLIK TECHNOLOGIES INC
@ 12.56709
BROKERAGE
TAX &/OR SEC
7/16
7/21
Sale
REALD INC
@ 19.725
BROKERAGE
TAX &/OR SEC
(2,500.000)
EFTA01536653
31,417.73
125.00
.54
J.P. MORGAN SECURITIES INC.
TRADE DATE 07/16/10
(3,500.000)
69,037.50
175.00
1.17
J.P. MORGAN SECURITIES INC.
TRADE DATE 07/16/10
19.675
68,861.33
(56,000.00)
12,861.33 S
12.517
31,292.19
(25,000.00)
6,292.19 S
(2,500.000)
47.389
118,472.99
(116,625.00)
1,847.99 S
Quantity
Per Unit
Amount
1.000 1,140,500.00
Proceeds
(1,140,500.00)
Tax Cost
136,000.00
Realized
Gain/Loss
(1,004,500.00) S*
Page 26 of 43
EFTA01536654
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
Trade
Date
7/22
Settlement
Date
7/27
Type
Settled Sales/Maturities/Redemptions
Sale
Description
GREEN DOT CORP CLASS A
@ 43.15309
BROKERAGE
TAX &/OR SEC
7/27
7/27
Expired Option
Quantity
(5,000.000)
215,765.45
250.00
3.65
J.P. MORGAN SECURITIES INC.
TRADE DATE 07/22/10
CAD PUT USD CALL
FX EUROPEAN STYLE OPTION
JUL 23, 2010 @ 1.05
7/23
7/28
Sale
EXPIRATION OF WRITTEN FX OPTION
APACHE CORP
@ 89.6715
BROKERAGE
TAX &/OR SEC
7/23
7/28
Sale
717,372.00
400.00
12.13
J.P. MORGAN SECURITIES INC.
TRADE DATE 07/23/10
BIOMIMETIC THERAPEUTICS INC
SEDOL 81446D9
@ 8.45
BROKERAGE
TAX &/OR SEC
Total Settled Sales/Maturities/Redemptions
EFTA01536655
63,375.00
375.00
1.08
J.P. MORGAN SECURITIES INC.
TRADE DATE 07/23/10
$73,597.10
($956,875.00)
($935,777.90) S
$52,500.00 C
(7,500.000)
8.40
62,998.92
(63,750.00)
(751.08) S
(8,000.000)
89.62
716,959.87
(704,000.00)
12,959.87 S
5,250,000.000
52,500.00
52,500.00 C
Per Unit
Amount
43.102
Proceeds
215,511.80
Tax Cost
(180,000.00)
Realized
Gain/Loss
35,511.80 S
Page 27 of 43
EFTA01536656
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
Trade
Date
Settlement
Date
7/1
Type
Settled Securities Purchased
6/28
Purchase
Description
FELCOR LODGING LP
10% OCT 01 2014
DTD 10/01/2009
@ 105.25
JP MORGAN SECURITIES INC (BIDL)
TRADE DATE 06/28/10
6/30
7/2
Write Option
1 RECEIVER SWAPTION CALL
10,000,000 INTEREST RATE SWAP
STRIKE 4.35% S 30/360 VS 3ML
EXP DATE 08/31/2010 DEAL 5167546
WRITTEN OTC CALL
TRADE DATE 06/30/10
7/12
7/15
Purchase
DEUTSCHE BK AG LDN BRH
DBL LONG ETN38
@ 7.02058
BROKERAGE
7/13
7/16
Purchase
351,029.00
1,500.00
J.P. MORGAN SECURITIES INC.
TRADE DATE 07/12/10
PETROLEOS DE VENEZUELA S
4.9% OCT 28 2014
DTD 10/28/2009
HELD BY EUROCLEAR
7/14
7/19
Purchase
ISIN:XS0460546442 SEDOL:85882G7
MAGELLAN MIDSTREAM PARTNERS LP
@ 46.65
EFTA01536657
J.P. MORGAN SECURITIES INC.
TRADE DATE 07/14/10
2,500.000
46.65
(116,625.00)
2,500,000.000
58.50
(1,462,500.00)
50,000.000
7.051
(352,529.00)
(1.000) 1,103,500.00
1,103,500.00
*
Quantity
1,000,000.000
Per Unit
Amount
105.30
Market Cost
(1,052,500.00) *
Page 28 of 43
EFTA01536658
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
Trade
Date
7/7
Settlement
Date
Type
Settled Securities Purchased
7/20
Purchase
Description
JPM HARRAHS 14M CLN 09/20/11
INITIAL RATE 7.0% CPN
WHERE MAX RATE IS 7.0% PER ANNUM
DD 7/7/10
@ 100.00
J.P. MORGAN SECURITIES INC.
TRADE DATE 07/07/10
7/14
7/20
Purchase
BIOMIMETIC THERAPEUTICS INC
SEDOL B1446D9
@ 8.50
J.P. MORGAN SECURITIES INC.
TRADE DATE 07/14/10
7/15
7/21
Purchase
QLIK TECHNOLOGIES INC
@ 10.00
J.P. MORGAN SECURITIES INC.
TRADE DATE 07/15/10
7/15
7/21
Purchase
REALD INC
@ 16.00
J.P. MORGAN SECURITIES INC.
TRADE DATE 07/15/10
7/14
7/23
Purchase
MS MARKET PLUS SPX 01/27/12
(70% CONTIN BARRIER-6.5%CPN
,UNCAPPED)
INITIAL LEVEL-07/14/10 SPX:1094.91
@ 100.00
J.P. MORGAN SECURITIES INC.
TRADE DATE 07/14/10
EFTA01536659
5,000,000.000
100.00
(5,000,000.00)
3,500.000
16.00
(56,000.00)
2,500.000
10.00
(25,000.00)
7,500.000
8.50
(63,750.00)
Quantity
10,000,000.000
Per Unit
Amount
100.00
Market Cost
(10,000,000.00)
Page 29 of 43
EFTA01536660
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
Trade
Date
Settlement
Date
7/27
Type
Settled Securities Purchased
7/21
Purchase
Description
JPM CORN DLY LIQUIDITY NT 07/25/13
LNKD TO DJUBCN3T
07/22/10
JPM CORN DLY LIQUIDITY NT 07/25/13
LNKD TO DJUBCN3T
07/22/10
@ 100.50
J.P. MORGAN SECURITIES INC.
TRADE DATE 07/21/10
AS OF 07/26/10
7/21
7/27
Purchase
GREEN DOT CORP CLASS A
@ 36.00
J.P. MORGAN SECURITIES INC.
TRADE DATE 07/21/10
7/23
7/28
Purchase
APACHE CORP
@ 88.00
J.P. MORGAN SECURITIES INC.
TRADE DATE 07/23/10
Total Settled Securities Purchased
Trade
Date
7/29
7/29
Estimated
Settlement
Date
8/3
8/3
($20,421,904.00)
8,000.000
88.00
(704,000.00)
5,000.000
EFTA01536661
36.00
(180,000.00)
Quantity
2,500,000.000
Per Unit
Amount
100.50
Market Cost
(2,512,500.00)
Type
Description
Pending Sales, Maturities, Redemptions
Sale
Sale
3PM CHASE CAPITAL XXIX
MOLYCORP INC
6.7% PFD
(5,000.000)
12.78
63,648.92
(70,000.00)
(6,351.08) S
Quantity
(16,824.000)
Per Unit
Amount
24.70
Proceeds
414,704.57
Tax Cost
(420,600.00)
Realized
Gain/Loss
(5,895.43) S
Page 30 of 43
EFTA01536662
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
Trade
Date
7/30
7/30
7/30
Estimated
Settlement
Date
8/4
8/4
8/4
Type
Pending Sales, Maturities, Redemptions
Sale
Sale
Sale
Description
3PM CHASE CAPITAL XXIX
MOLYCORP INC
6.7% PFD
STRATEGIC HOTELS & RESORTS INC
Total Pending Sales, Maturities, Redemptions
Trade
Date
Estimated
Settlement
Date
8/3
(5,000.000)
(20,000.000)
12.25
4.651
60,999.36
92,023.22
$3,601,960.45
(70,000.00)
(92,000.00)
($3,665,100.00)
(9,000.64) S
23.22 S
($63,139.55) S
Quantity
(120,500.000)
Per Unit
Amount
24.702
Proceeds
2,970,584.38
Tax Cost
EFTA01536663
(3,012,500.00)
Realized
Gain/Loss
(41,915.62) S
Type
Description
Pending Securities Purchased
7/29
Purchase
MOLYCORP INC
Quantity
10,000.000
Per Unit
Amount
14.00
Market Cost
(140,000.00)
Page 31 of 43
EFTA01536664
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
Portfolio Activity Summary - Canadian Dollar
Beginning Cash Balance
US Dollar Value
Current
Transactions
INFLOWS
Total Inflows
Foreign Exchange - Inflows
OUTFLOWS
Total Outflows
Period Value
-5,055,009.26
$5,055,009.26
Foreign
Exchange - Outflows
Ending Cash Balance
* Year to date information is calculated on a calendar year basis.
Portfolio Activity Detail - Canadian Dollar
INFLOWS & OUTFLOWS
Settlement
Date
7/26
Type
Forward FX Contract
Description
SETTLE FORWARD CURRENCY CONTRACT
BUY CAD SELL USD
CONTRACT RATE : 1.043000000
TRADE 6/23/10 VALUE 7/26/10
Quantity
(5,000,000.000 )
(5,019,684.09)
($5,019,684.09)
-Year-To-Date
Value*
-19,392,130.40
$19,392,130.40
(19,356,805.23)
($19,356,805.23)
-Local
Value
Current
Period Value
0.00
5,215,000.00
5,215,000.00
(5,215,000.00)
(5,215,000.00)
0.00
EFTA01536665
Year-To-Date
Value*
-20,415,000.00
20,415,000.00
(20,415,000.00)
(20,415,000.00)
-Per
Unit
Amount USD
Local Value
Amount USD
Local Value
5,055,009.26
5,215,000.00
Currency
Gain/Loss USD
55,009.26
Page 32 of 43
EFTA01536666
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
INFLOWS & OUTFLOWS
Per Unit
Settlement
Date
7/26
Type
Spot FX
Description
SPOT CURRENCY TRANSACTION - SELL
BUY USD SELL CAD
EXCHANGE RATE 1.038910000
DEAL 07/23/10 VALUE 07/26/10
Total Inflows & Outflows
$35,325.17
$19,684.09
Quantity
5,019,684.090
Amount USD
Local Value
Amount USD
Local Value
(5,019,684.09)
(5,215,000.00)
Currency
Gain/Loss USD
(35,325.17)
Page 33 of 43
EFTA01536667
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
Portfolio Activity Summary - Indian Rupee
Beginning Cash Balance
US Dollar Value
Current
Transactions
INFLOWS
Total Inflows
Foreign Exchange - Inflows
OUTFLOWS
Total Outflows
Period Value
-9,736,869.85
$9,736,869.85
Foreign
Exchange - Outflows
Ending Cash Balance
* Year to date information is calculated on a calendar year basis.
Portfolio Activity Detail - Indian Rupee
INFLOWS & OUTFLOWS
Settlement
Date
7/23
Type
Forward FX Contract
Description
SETTLE FORWARD CURRENCY CONTRACT
BUY INR SELL USD
CONTRACT RATE : 45.700000000
TRADE 6/21/10 VALUE 7/23/10
Quantity
(10,000,000.000 )
(9,682,203.38)
($9,682,203.38)
-Year-To-Date
Value*
-9,736,869.85
$9,736,869.85
(9,682,203.38)
($9,682,203.38)
-Local
Value
Current
Period Value
0.00
457,000,000.00
457,000,000.00
(457,000,000.00)
(457,000,000.00)
0.00
EFTA01536668
Year-To-Date
Value*
-457,000,000.00
457,000,000.00
(457,000,000.00)
(457,000,000.00)
-Per
Unit
Amount USD
Local Value
Amount USD
Local Value
9,736,869.85
457,000,000.00
Currency
Gain/Loss USD
(263,130.15)
Page 34 of 43
EFTA01536669
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
INFLOWS & OUTFLOWS
Per Unit
Settlement
Date
7/23
Type
Spot FX
Description
SPOT CURRENCY TRANSACTION - SELL
BUY USD SELL INR
EXCHANGE RATE 47.200000000
DEAL 07/20/10 VALUE 07/23/10
Total Inflows & Outflows
$54,666.47
($317,796.62)
Quantity
9,682,203.380
Amount USD
Local Value
Amount USD
Local Value
(9,682,203.38)
(457,000,000.00)
Currency
Gain/Loss USD
(54,666.47)
Page 35 of 43
EFTA01536670
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
Portfolio Activity Summary - Norwegian Krone
Beginning Cash Balance
US Dollar Value
Current
Transactions
INFLOWS
Total Inflows
Foreign Exchange - Inflows
OUTFLOWS
Total Outflows
Period Value
-10,579,668.76
$10,579,668.76
Foreign
Exchange - Outflows
Ending Cash Balance
* Year to date information is calculated on a calendar year basis.
Portfolio Activity Detail - Norwegian Krone
INFLOWS & OUTFLOWS
Settlement
Date
7/29
Type
Forward FX Contract
Description
SETTLE FORWARD CURRENCY CONTRACT
BUY NOK SELL USD
CONTRACT RATE : 6.494500000
TRADE 6/25/10 VALUE 7/29/10
7/29
Forward FX Contract
SETTLE FORWARD CURRENCY CONTRACT
BUY NOK SELL SEK
CONTRACT RATE : 1.196000000
TRADE 6/25/10 VALUE 7/29/10
Page 36 of 43
(38,272,000.000 )
5,251,066.74
32,000,000.00
315,879.47
Quantity
(5,000,000.000 )
(10,534,759.61)
($10,534,759.61)
-Year-To-Date
Value*
-30,106,882.54
$30,106,882.54
(30,061,973.39)
EFTA01536671
($30,061,973.39)
-Local
Value
Current
Period Value
0.00
64,472,500.00
64,472,500.00
(64,472,500.00)
(64,472,500.00)
0.00
Year-To-Date
Value*
-191,460,900.00
191,460,900.00
(191,460,900.00)
(191,460,900.00)
-Per
Unit
Amount USD
Local Value
Amount USD
Local Value
5,328,602.02
32,472,500.00
Currency
Gain/Loss USD
328,602.02
EFTA01536672
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
INFLOWS & OUTFLOWS
Per Unit
Settlement
Date
7/29
Type
Forward FX Contract
Description
SETTLE FORWARD CURRENCY CONTRACT
BUY USD SELL NOK
CONTRACT RATE : 6.220500000
TRADE 7/23/10 VALUE 7/29/10
7/29
Spot FX
SPOT CURRENCY TRANSACTION - SELL
BUY SEK SELL NOK
EXCHANGE RATE 1.185800000
DEAL 07/28/10 VALUE 07/29/10
Total Inflows & Outflows
$44,909.15
$491,209.85
37,945,600.000
(5,206,157.59)
(32,000,000.00)
(44,909.15)
Quantity
5,220,239.530
Amount USD
Local Value
Amount USD
Local Value
(5,328,602.02)
(32,472,500.00)
Currency
Gain/Loss USD
(108,362.49)
Page 37 of 43
EFTA01536673
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
Portfolio Activity Summary - Swedish Krona
Beginning Cash Balance
US Dollar Value
Current
Transactions
INFLOWS
Total Inflows
Foreign Exchange - Inflows
OUTFLOWS
Total Outflows
Period Value
-5,250,995.83
$5,250,995.83
Foreign
Exchange - Outflows
Ending Cash Balance
* Year to date information is calculated on a calendar year basis.
Portfolio Activity Detail - Swedish Krona
INFLOWS & OUTFLOWS
Settlement
Date
7/29
Type
Forward FX Contract
Description
SETTLE FORWARD CURRENCY CONTRACT
BUY NOK SELL SEK
CONTRACT RATE : 1.196000000
TRADE 6/25/10 VALUE 7/29/10
7/29
Spot FX
SPOT CURRENCY TRANSACTION - BUY
BUY SEK SELL NOK
EXCHANGE RATE 1.185800000
DEAL 07/28/10 VALUE 07/29/10
Page 38 of 43
(32,000,000.000 )
5,206,157.59
37,945,600.00
Quantity
32,000,000.000
(5,250,995.83)
($5,250,995.83)
-Year-To-Date
Value*
-5,250,995.83
$5,250,995.83
(5,250,995.83)
($5,250,995.83)
EFTA01536674
-Local
Value
Current
Period Value
0.00
38,272,000.00
38,272,000.00
(38,272,000.00)
(38,272,000.00)
0.00
Year-To-Date
Value*
-38,272,000.00
38,272,000.00
(38,272,000.00)
(38,272,000.00)
-Per
Unit
Amount USD
Local Value
Amount USD
Local Value
(5,250,995.83)
(38,272,000.00)
Currency
Gain/Loss USD
(315,808.56)
EFTA01536675
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
INFLOWS & OUTFLOWS
Per Unit
Settlement
Date
7/29
Type
Spot FX
Description
SPOT CURRENCY TRANSACTION - BUY
BUY SEK SELL USD
EXCHANGE RATE 7.279500000
DEAL 07/28/10 VALUE 07/29/10
Total Inflows & Outflows
$0.00
($315,808.56)
Quantity
(44,838.240)
Amount USD
Local Value
Amount USD
Local Value
44,838.24
326,400.00
Currency
Gain/Loss USD
Page 39 of 43
EFTA01536676
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
Settled Foreign Exchange Contracts
Currency
Trade Date
Settle Date Counter Currency
Speculative
INDIAN RUPEE
U S DOLLAR
INDIAN RUPEE
U S DOLLAR
CANADIAN DOLLAR
U S DOLLAR
CANADIAN DOLLAR
U S DOLLAR
NORWEGIAN KRONE
U S DOLLAR
NORWEGIAN KRONE
SWEDISH KRONA
NORWEGIAN KRONE
U S DOLLAR
NORWEGIAN KRONE
SWEDISH KRONA
SWEDISH KRONA
U S DOLLAR
Jun. 21 10
Jul. 23 10
Jul. 20 10
Jul. 23 10
Jun. 23 10
Jul. 26 10
Jul. 23 10
Jul. 26 10
Jun. 25 10
Jul. 29 10
Jun. 25 10
Jul. 29 10
Jul. 23 10
Jul. 29 10
Jul. 28 10
Jul. 29 10
Jul. 28 10
Jul. 29 10
INR
USD
USD
CAD
USD
CAD
USD
NOK
EFTA01536677
USD
NOK
SEK
NOK
USD
NOK
SEK
SEK
USD
457,000,000.00
(10,000,000.00)
INR (457,000,000.00)
9,682,203.38
5,215,000.00
(5,000,000.00)
(5,215,000.00)
5,019,684.09
32,472,500.00
(5,000,000.00)
32,000,000.00
(38,272,000.00)
(32,472,500.00)
5,220,239.53
(32,000,000.00)
37,945,600.00
326,400.00
(44,838.24)
45.700000
47.200000
1.043000
1.038910
6.494500
1.196000
6.220500
1.185800
7.279500
46.935001
46.935001
1.031650
1.031650
6.094000
0.836132
6.094000
1.175659
7.279500
(10,000,000.00)
9,682,203.38
(5,000,000.00)
5,019,684.09
(5,000,000.00)
(5,250,995.83)
EFTA01536678
5,220,239.53
5,206,157.59
(44,838.24)
9,736,869.85
(9,736,869.85)
5,055,009.26
(5,055,009.26)
5,328,602.02
5,251,066.74
(5,328,602.02)
(5,251,066.74)
44,838.24
(263,130.15)
(54,666.47)
55,009.26
(35,325.17)
328,602.02
70.91
(108,362.49)
(44,909.15)
Amount
Counter Amount Contract Rate Revaluation Rate
Contracted Base
Amount USD
Revalued
Amount USD
Currency G/L
Page 40 of 43
EFTA01536679
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
In Case of Errors or Questions About Your Electronic Transfers.
Contact your J.P. Morgan Team at one of the telephone numbers on the front
of this statement or write us at 500 Stanton Christiana Road, 1/OPS, Newark,
DE 19713-2107 as soon as you can, if you
think your statement is wrong or if you need more information about a
transfer on the statement. We must hear from you no later than 60 days after
we sent you the FIRST statement on which the error
or problem appeared. (1) Tell us your name and account number. (2) Describe
the error or the transfer you are unsure about, and explain as clearly as
you can why you believe it is in error or why you
need more information. (3) tell us the dollar amount of the suspected error.
If you contact us orally, you must send us your complaint or question in
writing within 10 business days in order to preserve
your rights. We will investigate your complaint and will correct any error
promptly. If we take more than 10 business days to do this (20 days for
purchases using your debit card or for international
transactions), we will credit your account for the amount you think is in
error, so that you will have the use of money during the time it takes us to
complete our investigation.
In case of errors or questions about your statement, including your line of
credit.
If you think that your statement is incorrect or if you need more
information about a transaction on your statement including a line of credit
transaction, you must write to us on a separate sheet describing
the error and send it to: J.P. Morgan's Private Bank, 500 Stanton Christiana
Road, 1/OPS3, Newark, DE 19713-2107. We must hear from you no later than 60
days after the statement on which the
error or problem appeared is sent. You can contact your client service
specialist but doing so will not preserve your rights.
Please review your account statement and promptly report any inaccuracy or
discrepancy including possible unauthorized trading activity, unrecorded
dividend payments, and unaccounted cash
positions in writing to both the introducing broker, JPMSI and the clearing
firm, JPMCC at the addresses shown on your statement. Any oral communication
should be re-confirmed in writing to further
protect your rights, including your rights under the Securities Investor
Protection Act (SIPA). If you have any questions please contact your JPMSI
Account Representative or JPMSI Compliance
Department at (212) 483-2323.
In your letter, please provide the following information: (1) your name and
account number; (2) the dollar amount of the suspected error; and (3) a
description of the error and explanation, if you can, why
you believe there is an error. If you need more information, you must
describe the item you are unsure about.
Important Information about Pricing and Valuations
Certain assets including but not limited to, pooled private investments, non -
publicly traded and infrequently traded securities, derivatives, partnership
interests and tangible assets are generally illiquid,
the value of which may have been provided to us by third parties who may not
EFTA01536680
be independent of the issuer or manager. Such information is reflected as of
the last date provided to us, and is not
independently verified.
Prices, some of which are provided by pricing services or other sources
which we deem reliable, are not guaranteed for accuracy or as realizable
values.
Market value information (including without limitation, prices, exchange
rates, accrued income and bond ratings) furnished herein has been obtained
from sources that J.P. Morgan believes to be
reliable and is furnished for the exclusive use of the client.
J.P. Morgan makes no representation, warranty or guarantee, express or
implied, that any quoted value represents the actual terms at which
transactions or securities could be bought or sold or new
transactions could be entered into, or the actual terms on which existing
transactions or securities could be liquidated.
The current price is the value of the financial asset share, unit or
contract as priced at the close of the market on the last day of the
statement period or the last available price.
All values provided for structured yield deposits (for example, JPMorgan
London Time Deposits) reflect the original deposit amount only.
The current value for Real Estate, Mineral Interests and Miscellaneous
Assets may not reflect the most current value of the asset.
Valuations of over-the-counter derivative transactions, including certain
derivatives-related deposit products, have been prepared on a mid-market
basis. These valuations are indicative values as of the
Page 41 of 43
EFTA01536681
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
close of business of the date of this statement and, except as otherwise
agreed in writing, these valuations do not represent the actual terms at
which transactions or securities could be bought or sold or
new transactions could be entered into, or the actual terms on which
existing transactions or securities could be liquidated as of the date of
this statement. We do not warrant their completeness or
accuracy. These valuations are derived from proprietary models based upon
well-recognized financial principles and we have, when necessary to
calculate the present value of future cash flows, made
reasonable estimates about relevant future market conditions. Valuations
based on other models or different assumptions may yield different results.
J.P. Morgan expressly disclaims any responsibility
for (1) the accuracy of the models or estimates used in deriving the
valuations, (2) any errors or omissions in computing or disseminating the
valuations, and (3) any uses to which the valuations are put.
Valuations are provided for information purposes only and are intended
solely for your own use. Please refer to the trade confirmation for details
of each transaction.
Please review your statement promptly and report any discrepancies
immediately to an account officer whose name appears on the contact page of
this statement.
This statement is not an official document for income tax reporting purposes.
Deposits in Foreign Branches are not insured by the FDIC or any other Agency
of the Federal Government; Amounts in such foreign accounts do not have the
benefit of any Domestic
preference applicable to U.S Banks; certain Foreign accounts are considered
reportable to the Internal Revenue Service on a Report of Foreign Bank and
Financial Account (TD F 90-22.1).
Important Information Regarding Auction Rate Securities (ARS). ARS are debt
or preferred securities with an interest or dividend rate reset periodically
in an auction. Although there may be daily,
weekly and monthly resets, there is no guarantee that there will be
liquidity. If there are not enough bids at an auction to redeem the
securities available for sale, the result may be a failed auction. In the
event of a failed auction, there is no assurance that a secondary market
will develop or that the security will trade at par or any other price
reflected on statements and online.Accordingly, investors
should not rely on pricing information appearing in their statements or
online with respect to ARS. Where J.P. Morgan was unable to obtain a price
from an outside service for a particular ARS, the price
column on your statement and online will indicate "$0.00" which however
should not be relied on as the price at which ARS would trade.
Additional Information About Your Accounts
Securities purchased or sold through JPMSI (1) other than mutual funds, are
cleared through J.P.Morgan Clearing Corp. ("JPMCC"), an affiliate of 3PMSI,
and (2) other than exchange-listed options,
are held in your Asset Account at JPMorgan Chase Bank, N.A. Positions in
exchange-listed options are held by 3.P.Morgan Clearing Corp. and are not
delivered to or from your Asset Account. For
EFTA01536682
your convenience, however, positions in exchange-listed options are
presented in this Asset Account statement together with other assets held in
that account. All pertinent information about your
settled and pending purchases and sales effected through your JPMSI account
during the period covered by this statement, is summarized in the "Trade
Activity" portion of this statement.
You should have received separate confirmations for each securities
transaction. All transactions are subject to the terms and conditions stated
on the reverse side of such confirmations and are subject
to the constitution, by-laws, customs and interpretations of the marketplace
where executed and governed by and construed in accordance with the laws of
the State of New York and all applicable
federal laws and regulations. Further information with respect to
commissions and other charges related to the execution of transactions,
including options transactions, has been included in
confirmations that were previously furnished to you. Upon written request,
JPMSI will promptly supply you with the latest such informat
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Document Metadata
- Document ID
- 62d91bab-458f-4d2a-b426-bf84b4ac2009
- Storage Key
- dataset_10/2d6f/EFTA01536609.pdf
- Content Hash
- 2d6f94a2e35df0190f8acbd0a8f6d4b9
- Created
- Feb 4, 2026