EFTA00727060.pdf

J P Morgan G lobal Investment Opportunities Group OTC Derivatives Position Summary Prepared lor Fenancuil hint Co as of lune 10. 2010 Asset Management Oflit PM • ~aam& %MUST. XPIUSO USOCP0 10395 13523 1.0224 XPOUSD MOUW USDC40 124142 4115 1.0513 GBPUTO 14951 USDPV 110.42 3LOWS0 12135 USO<LP 345.24 *LOUW 0.1142 ~NOK 6.50111 ram Fe!~ eentraCti 71.4. 0..t. t.,„, nought Noban.ai 1.ale ,,,,,,,,,..t t,„,,„ 0, 1. “" h .t. ." k''' it fin-a d it.te ( "7 P°I $ Ia 1.,t $01nli C'; ‘: in ni..d A" in G gin,. tab NU» eo ..t• 21 .10 445 23.10.6) Nl 41 UW 10.40.40 21.A.I•10 4661 451 4645 01719 4661 T 0904801 23~10 264.10 CAO 5.215.000 USO 5.030.030 243440 1.043 1.043 1.0643 00032 1.0645 S 0<0.9561 3~40 /Mul» 103«. 32.030.030 SIK 9212403 29..b.d.I0 1.104.4 1.196 1.1066 40015 1.1103 5 3,430 8~40 /Mul* MGt 121172.103 USO 5.030.030 29.1.1.10 4.4915 6.4145 65018 00035 6510? S 112,4131 Open Pontord contract. mark.to.saaska. 13064)1) b uit Oate imp,rie Date Direolen Curreniy 1 1302 Currency nad hiel~ 2 Strike Currenc/ 2 TYP. a na„,„ 00.01 nl , Pr00.2I en"," i", Curven. Gmin. ww) Pten^, an 114546.10 114.4ap1I Yo.g61 IPY Pui IO.CN.CN 93.S020 USO WI 447040200 .4 90 34.132,46 (21546111 Il.16ap10 11454).11 Seld 119 <all 10.WI.CN 9350» USO Pul Con1.4.1•51.5 1470,002W 4100% .52.36,10151 914.1041 21~10 21.54040 Pallet Al» <all 11.525.010 03815 USO Fui aCOICO .2231% 103,0156Si 0221051 214~10 21.11610 Sol0 AUD Call 5.4.04000 0.W.0 u5D Pul 40.00000 106% .11.622.49 23.591 21.M1.10 2~10 5010 AUD PN 1(04000 0.5100 USD CPU Coat ~OIO 210.03003 201314 .477AM% (221.1621 23~00 234.90 Sold COD Pil 5.034020 1.1020 USD Cali .10410131 105.32.1 5230000 1.050% OpenOpenFXOptbn>MMi06WYM 0.51.00.0) ,,, , 1. „ p n D.,.. p„.,„, ‘ c,..„..,,,y i TYP. wei.on., :ed Strike Currein7 2 11.P. 5.‘,.e 0"e'n-4 Or.v.n.i i.....,,.._...... Pr.mni 1.1) Currvni pnroun, (...nteik NU» Ms. De( am ca u wi 5440.020. . .6291 0.An.10 IT.DK.10 TONI W11 PIN I00000 (65 USO 011 144040).00 1400 •12.93 5 103.003 Band* 10.1.40.031 lleughi Wfl Call 100200 100 USO Pul 4410~40 .$4.30 1291 1. 052.7171 Band* 11461.11 Sold W11 Put 10(003 43 UW WI 145000240 1430 .1401 $ 4..006 Open Con.anediey Opties. Leark.to.Morkid 1 M1 >,>f Fixed Trad. Dele liAsiurity SM.Paiin9 issue 1,4041 USO Cesl ri‹...,,,,,,,,,, D.,,,„„,,, cum" ca.!~ ruon Om evt. Ain' en' S Fnv, Level west Curven% liohd Gainless DOTO) At. 0 S. Of Groutfint KOL 525 U50 2000% 525.212516 9115 90 50 157.50:11 I? Mer.10 211.0i.t.14 Peirelea Oe Vee .11.753450 3304030 140 USO 4.903% MW $23.131119 7600 40-76 <135.3521 15404.15 S. Pont /Poter Cred .1.1141.351 )00.000 103 USO 7403% WA 159113 994712 10050 2443 12~0 01~11 0.. Fonl Ncw 054 45342.500 5.030430 654 USD 7375% 004 5193.767.34 102450 10350 32.500 15.40230 15.44.2033 int Mors 4.9922391 -53.200.300 10.003403 393 USD 0375% 0041 5600 30.030 3I5 (4115001 23.Apr.10 01.1A51.16 B. Cit Oroupfnc .5025.200 5300300 •60 USO 7003% 0413/2010 1540144. 04.50 5075 037.6031 214.14p10 15.1m.11 S. had Molor Cnd asaxam moa.» 620 u5D 50.57% (543 530.114.53 30300 3030.0 330,030 35•00I0 01.09014 Eek*, 1.002ing I. alismoo 1000.020 334 USD 10000% NA 539.160.67 10525 10160 119.5001 Open Pteed Incenn Piak.te.Nlettel. 11.057.10*) Trad. Ome Makurity S4 *) Vno CeniPanY Thálnes Curricy Coupon Neet Cali Nie InOwstr 5. Cm, Level <want Mot Gáintets (USO) 25.1.4w-10 O2.,Apr.2,040 1156. Olake Caps /Du 4:00to USO O.20% 02..4p.I5 IirvniY 23.00 2312 5 6194~1 24.Mee.10 02.6pr.2040 555. lrrrrUci.Capii%su 4:00<U USD 6.00% 02.6pr.I5 14...4aal 2435 2312 1. 0174,0301 Open Pret.mede eauk.te-Welmt 1 741.000) ureStece Dividend Tra* Oat• 22169, 44 CennPanY lalt.% Nollenal Cionency Fntry Plot Current PM* G5inless (USO) 2 ..V.r 1.. r6 D4<•11 5.51 0“12enS F ut twill te3.2(6 9.993393 OP n210 9700 S (1.4.26.4341 : 41 124..12 S.51 at.~.41,113•O2 P1261 5.510371 WIL 11310 4600 1. 62.54012721 5an 41 124..12 S.51 at.~.41,1 0102 50003 5.03020 WIL 10300 501 1. 01364601 Open CuroStosa Ornelend 14444.e.lasrlet 5 n,412.07)) 400 ani bod. Dal. 6'9;i:1:Sen mriaica unatelyin9 eeni.ny Contra«, Strike Currency Type i-nby Pint Con'« n4 Pr.ce Galntess. 01ISO) 222...10 21./.....2-10 WO Bpek'XOmdOr I.D50 30 UW WI 53.20 5254 $ 22.2.00 160(1..10 bn.ghi Bpek•Yomdd 1.000 10 UW Cell 54.45 1311S S 0.0.0031 u,...a.na Open Squfly OPNeen Meek''°Marlin 4007 11.4.o.0) c„,„,,,,,„, >nare. Currtiony ~uur', ',Int mo. currane rne• Ciaintoss N>0) 14.10.0•10 Sein CW/VOLO3 1340) USO 1240% )1~Y 52207 51937 $ 115.1001 9332.2210 Sweesk 1435412 5 %ons i 20.040 USO 0 4140edal 54.40 1444 S 02001 Open Equiey kbeliee•Martet S 3MJ(Wj ~Return Swijspip 011edive. 14.410.% . 11Y • Tred. vete 0.% Underlyang Lon0.5hon sh....as 5,1* Seee.r/ Ibp, a., a in43.4.01, IntrY P.e. Clan.. PI.* 0. 0,501. 0214» 23.Apr.I0 JO .10 ~wal Coldeun SS% ivg 20/102 YL 0.45% 53.303..120 i,waiY 110142 $13110 1. 0101451 29.30I.10 4NYp10 29.00,.11 ome...basen una wao 314 te% -57.44051 14.770.970 1~90 5153199 03119 5 0.126310 Open Total Return Swap Ma .14-144401. 5 11.402 .») Intimi Plas naai. nare ...‘“..ta, 1~k~ nne Currenc3 0 n, g“..,1 alt, ovoi Ona.o.:I Pat, Gainless 0.150) I 2.Mer.10 214941 21JAN-fl 13003401002 CO Ps NoPog N 415% 12.31051 4014% 5 1324401 25.Meon10 254941 20.16«.11 13003401~ CUP Ps Nakie IN 415% 12.34931 4.145% 1 1483141 Open inourni it.n•sw.rn Martio./.6irkee 1 (41 506 EFTA00727060 Asset Management Global Investment Opportunities Group OTC Derivatives Position Summary Prop:we'd for Minn( thl Toni CO AA of lune )0. TO 10 0.474•11 FM • COMMedlty14405 XAGI.P5D XPTUSO 14.595 15135 X41)V51) %MUSD 124147 4115 48,1.050 t/Ati..S0 14551 13331 44.42 545)4 1w °Agin./ Onyrol Curren'. COMM bade One Eaplry Pinta iOn PliplOoTi Coining. flew IpOon Ilr1C SLTIn yye PrenTion Promplom Prenaom pr.nka (NI GAINTATIA NOM Sold 1140:00W SAMapliCo 4350% toCeirlw 41.031.910 IOW% 41.182.655 11821% 0191551 14 µ1•10 14.1040 Sold SICWA40:0 V9) OAATOIOM 4350% *NOW $541.500 562% $1.176.204 11762% S (414.)011 24.6l4r10. 264090 Sold f14070µ0:0 USO CONOCO 4350% *SWOT 5909.070 9051 41.166.294 11663% 05)1411 /6 10 IS-Nag* Sold PIM= IM 4250% OTTATOPI 6545,040 5.499 .5944062 9.611% (439.0621 Open Swy :On Op4r. OTC pOTtITOnT .44r1i.to.nedr4•1 Closod pooluont Oakra. int To1J pOutiOTO Cowan' (11111 440 or Wry. r”.•% ter .t ratosrown ot• 4.4 roar spry wins oraailif or or oirto• Ora ate. end elltetnalre waltwIla MOrTyr,CneitelITA. 20 SAC Wow TWO, to et oriel TO TO Ott AT *4 Motif. 10•4504 • noTtO (IVY Ma VOIL lock tatTATOP ad 0170 alt ral al eft101d *Oka ITTASI AO* OTTOOrke. Tonto KAM WC la IAMOTOn Ow6 Cs rut, epone• nrom CAN W.41....dosite 44ellnon1 Han., w% 4 ree 4n...a tern rad.. b eknetrat•erm.“.".. wave...m...4 torn worn Wont, won, a ••• nen er4 eolocktriterms Osordnaim talAsyrnimorno4 ae.mmtMrsrie .Iipoiormuiratt.w/eneses.fatvot,e salrolo, 1 Mina 105 PITCOL OA AA AC &Ow. MOTTOorotou TO4s DO Wealdant M.orn gitalIa. wn4MT ell an uyeellilOatio MN. an TrAwITA✓ a KA VAITTONT a Tan no/. ITTITaTine • fa V0004 son taw 0 toa. VOrOces 'nod., .040 on ay Nos. TA To !OWN ow4•0 Moo ote OA.' OTIS Wino elApOodif *goon eos, Wine to an *oil br anon, anoms soenovaconn Av. osoctoon IA Wind In elopalut arias. tsinwatuiracce• typo pr1.4“ sod 4.444urootiouosse tool u4C.none.P.roinuilia..4 don an be tonancestunin 1•4444...03.4. Frauls4 Me .4.04•0 MOO* Wolfs no cow 4,...c4.444.4. .04.44.4 flat rue. et rowers aro ow ors ov rtr• o. ortronotc. ;ward 44. bni ••••lt rine, On vend tr,••••01C e any goanne 49.4.gY IllartOVUI,Pe !I Ylryalthata* reinnoreah•M otitis .PIPAn4O4: • NalW a SWAMI. lhilitniasor.4 wt,.41• an tbiesalibian. alr aimed ora enter piAotidadd.11100,1al Mon. CIOVOTST 0.444011101 T fl eas TOW Onto aCAYoun 040441 fps et* M1 wµ70 Ilanfarsh ed Ten Abe 4030% .44.109.4 PM Oct EFTA00727061 JPMorgan Global Investment Opportunities Group OTC Derivatives Position Summary V5D1FY 58 42 vSti(d 54574 V50fI0R 650111 Asset Management Prepared for Financial Trust . Co., of /one 30. 2010 Current FR dr Commoditynew XACIAD 14595 MUUSD 1241.47 413PUSD la 1 )4050 15325 MUSD 4435 IURUSD 12230 0504111 1 0 771 USDCA0 19643 AUDUSO am Foninrd 4oMntta Contract Spot Contract Tana Oat Trade Date FaTroy liewant Noonan Sold Motional Fan leo-wy' Rate D.0. Unroin4 RI,. C..0/10 0) 144.3c.10 4.06010 KRW 10975.500.000 WY 930000.007 12 1100 12 1950 10.41. 10 KM 171.122 21.IA11.10 SOtt.10 CAD 102.0000 OT 934320.001 91.7500 91.6000 1404..10 93.35 161245 2644400 31)4a410 NCR 63.091400 OW 7.0)0000 01650 99142 064day 92425 12575461 6.40.010 30Wan10 10244 63039,000 48. 7.004000 94970 9.1270 06411lay 92425 11102 96) 160 43n10 20-041.10 RIR 616.500000 USD 10.000.002 442000 464500 06204 46.12 13147341 711-apol0 6.Aug.10 CAD 9.000.000 IM 464350.001 929175 923700 Malay 14.5 1216.653) 200 4e10 20,91910 CAD 5.000.000 AM, 5.424519 05515 031214 20.40Y 04764 227.139 151.410 195000 CIF 11270000 USD 10500.003 1.19,2 1.1270 Inlun 1.11500 192544 Closed Forward owitracts 11.82.41.10-Malket POO 7 9 641 '.1r. 10119 01 n 1. 0 Or . • 1. 121".... 010 '41.4 In 11.1nol• Only 0.0.0•ten...00110 /.• Wwwanne • In re readonainordawre It 1.1010200 :00• 0a. 1(4 v0 a 140con T0000.101 gm ..n.xn e21 4.01C 1r. 14orpin sown. at 1.011.00.0 /nab" el thirionas... »xi tang...avow no0..61ar00eproltiOni, 1.101 6 11.1,010 0•00..0•20.100 12.. MS h •4010...11Mnan Us* I. ...mini* .00..• 01. 10:44,00.14., or mom.* otosetruti in nw Irdltranr a ban, own., ea oniony* arrewwwwron orogen. is ora rowel whanntennorron ow norwe awn wonnornatewarrann ad.," ow mown,' or anynewro. nowt *won, intnorn. werrodon talornanne .0011/01. 111.11.0110 b....St 110 .0r01201...wara kin eftalsonon te uprace @tarn gra mina [Pares as mew. ram.satiOnti Ow.* Neu. neva Ala Heserrano • ...1,1k/1. Of lain Hull. TPA nan..11....0 492x..0 a. pr, Cl,. et . 10. 2.1011011.1. 00.•• Cl 00101.N ...... 1 /./ 1. 1. 1 1.0• 10.4,110...... ,41. 11***101.... 44044...4.0 1. 11•0 1. 11010,0 0 0. 00 "... 11 .^ 01,1.Y..a. /t0, 0 4.01101.14.11.4.4 1•00.1 0•1•0 a Ma it0•11.000.. 01•4e1sm •001..01:01, vet. 10.210. Vt.* MN ptordod WWI paw 1011•100•0••00•10 .0•111•4 M..MU ~ an 4•1 RS e 1 ..ittanim Mtn No urea ewer.. IN Wean inas.canai di mania. •110.2•••• w4 mopa We wan. vilaceesittn on., ........ a, 0.100..a 'Cl So pap al eta 030(2.0.1 t•Ra.no. req on. W 0.100.s10.1a a tou<141.011went• noir ba 802 Om.... 0600 muner.whai On Val et 000 00 11.0•10.2 be etilwaa• Ins PO wan*. •CM COmeint et enranned4.1 • cuffs., ...out 1.0n in maps. a1.....a 'uprose., Cl, Cl .01.1.10. 4 ustwc...1 a ...,e.n.atrana..e..ina....4br... ItC*.w..•••••••54 q..• Pk. nee.; l #04. ll. 10.001t0a0.0.8.0 actownna• rot 1,00•• Munn.+ es insed00 all lit.anOrk 11.0.0.40.tarsea . km • w 00. u... et il•pnan so rhea lull .03,..nos 04 erw by 0.441•0•0 804 001110.1b. An, uo. 00.001.11.. 0 4401.0.10 IL" 0, 0 0 .• al.. thini/. *4100. 1. 00121.00 0 IS 11010$10141. 0.4. lira .01121101.2.• ++0 .10. A •0 / 00. -,..117. A-. 40 mloSM09.R Owe Sc. EFTA00727062 JPMorgan Global Investment Opportunities Group OTC Derivatives Position Summary Prepared for f nand& Trust Co. An of June 30. 2010 Asset Management Cemegeft154 • Commodity rate 3M1GViO 15.595 XAVV5D INIAY GUNK/ 1.4951 LISOPY $5.42 XPTIAD 1532.5 XP1X60 443.5 EURUSO 1,2238 USDCLP 54574 VSDC71f 1.0775 USDCIU5 10643 AUDUSO 0.542 1.00110K 6.5018 ne Trade Date Expo, Date Chredion Currency 1 Currency 2 Date Onigiew/ notional Penne Currency 3 TYPe Clow Out Original Premium. Pi. ...nom 1n1 Unwind Prcenloot Gainf.oss 1050) 20.41.3.10 204001 5009ht MN Col 7.500030 3.9300 ELM Put 06444y40 .200750.00 .3.2l0% 97.5020) (151.5851 20.4000 20.Apr.11 Sold 91.14 Put 2500.000 3.0550 CUR Cal 0641•040 20079100 3.2/0% 442750.00 01124191 21,60P10 26.1u1.10 Sold NOK Cali 7.000000 9.0400 GBP Put 0541440 51(0.147.95 1.570% 4170394.10 17.5471 S6%µ10 Oldun.10 Sold SRI. Put 10.000000 1.8000 USD Cal 0641•040 1102000130 1.010% 437300000 071.0301 194api.10 19444-10 Sought INC Cali 10.000.000 414.5000 050 Put 1940270 49405000 4930% 5000 19).0001 S6%µ10 1510110 Sought CUR Put 12800000 1.2500 USD Cal 0610110 .5275.0300 .2.154% 559255800 324.185 564µ10 15.1uI.10 Sold CUR Put 12400000 1.2400 05D Col Onun.10 513353100 4056% 4334.206.10 0935261 ntitio 1310310 Sold EUR Cal 13300.000 1.3400 05D Pot 034un.10 5157.71010 1.195% .524.454.00 133.227 134.1•00 13.11Arp11 Sought CUR Put 10000000 12450 USD Cal 03.10110 3495,0000 .4.NO% 561900000 124.050 1340 l0 13421241 Sold EVR Cell 10.000000 1.2450 05D Put 03./un.10 5495.00000 4.950% 4441.75001 52.250 13-014p10 1346%441 Sought COP Put 10.000000 1.4425 USD Cal 03.10110 449500033 .4.950% 141000000 115.0501 134day-10 1342101 Sold GBP Cell 10.000.000 1.4425 05D Pot 08.1un.10 5495.00000 4.600% 452925000 134.2501 Closed IX Option. foradt.tionlarket 6P9 31 .56) -op.movon...r....- ........4ini one MO, mter teemWinn istaralt•W IP. Maw Per a co. oni re wtmOrie.vorliar. IP ii.Pdn Owe WC “A *N., . MrP. I, . 0, "A ......br , . 10" KM 1, MrP.N.ne al. 01010 • fiethr 0 Deten•vo.. Out tedanpreclelfewlowa admen/el/win. P•.01 nthr boner Mn. nerrIn .4.40. >Pm undone.. PM:rge Chen 0 Co Iy invate wen ON. bell et", rine...inn •Omoy (Ono. O. W..", a ter" ',Non. I. winvIneal pneoe *ray inPr a mann% pty WASS_ niliondonoaanw mar. Imam ons rt ...sews mewing...um roolni an manned ea re noted, nand winior tvcitAmwsors ("abr. s• elkOrien n ten./ n, le •• tair. On ow b.0) mout. tonitineur macaw *save aw ntnetencirettewww/wentard re fannwetnentwelned once fel prdoweceomi ...cannel Mon endo me ronowl • rea no/infers on Oho w Kown. Wow wont aided get 11•••00.rono•wril ne lode tom wrap enn *Owen erg owanennewy Wee swoon ff pito noon sob, a ow Oravwetrweran rf we raw tweed...on own awneknennanntartforn also. On Is nanny, nano.% infon4 Menem went en ifeerldOwfuled. nine not. we onanntarewneffrwnerf return,. 'frown Ofd duper re on fang nee te ~AP afrefefeanWaddowil wwwwdrann Innen, 'wanted...41r the n.pne 0 ..u.retun4Metabm, Fowl tmo OW mutated en% atetsma tar, men., ,r,otinini ••• Inn awl to .0 OW/00 initna owe. rent urge Mire. P4 Wynn ar4 the woontier.01./Irti. er•tter,,ntna ath..p....n.4 in0 we on4 few n oder ow o113•1 on et o. odninnn Wrenn. Peon bra V Volt. for Pt enlY.rewel br Pr IDS if aft ilownernal spocif Pls. cno van) 1104n Ina» Ilset* roennala Wien.. -mnianeiewpartteryvaltark. 1,41tiensall.M beamed vs 0 ••• ton.',....." a • assow4 -I own, endowasse«enteresa none arrange, 444gallanW.44,..gpst an te .41...oe a pony na if nu 151:50.• Me new. pre.* milS to waft arousal/sea man l4 NI IC12010 /44.1037, Oine• CO EFTA00727063 JPMorgan Global Investment Opportunities Group OTC Derivatives Position Summary Prepored for Financ nil Trust Co... of nine 10, 7010 Asset Management Current FX 6 Coraineillty rats ICACIAD IP 59S XAVUSO I241.42 GOPUSD 14951 VFW, SS 42 >MUSD 15325 %MUSD 143.5 IWILOSLF 1.2.138 vettin 545 70 unDCHI 10770 USOCW 10543 AODUSO OW MOCK ‘50111 Casennecl i i lens Date Oc Tr Close Trade Date Expiry recnen 29.40, 10 Win...10 SO4 l60a.I6 1>arell) Sold Out Ong and Original Con•nt GanIlOsS 1050 St Cunene, I Type notional (00 rike Currency 2 !SO. Date Premium Premium IS/ Premium %PO M 10000 515 I15D Cell onlAyyl0 $114000.00 SIPCO -$3t50 $ 1754.000) GU M 5000 IIIS IlSD Call 17arele LISAADTi $17.00 $0.00 $ $5000 CIo..d Coawcia6 TY Optima piaaFteatattet 5 1171.0005 'Al.Batman riven tion. • en ranging ralnler nen ern benne nine...4ns te, e aneyeeTeaw•cia.OnettoMidenei erlanin II ParenThione 044 0'1 ea Al.unpin Snotta ka ay nenten etnerosT Ili unpin Wiese PT Taies • none,. on amen* Yak tithaint ed Ow ...en. .n.d.ep,N......ge, may ape boo %%%%% ...Aar nmcorc 1, ofidli,1 1.Anpn Owe. CA md, win,* alone sent trican Prance ...Tonne *town nacn. IM inns Ns bone finnan. far Ilion n an pot.. pill .101. ...non. is we ninon rein,. in inerand Vial emu pi. N /4",41010"411 4.1.1.WRISA" ifd UP. Ca nu sears mats tenant newt I 115 asonns c.IIM•11.1.<11CAMIll et man., +tend . et total.. “tAl.thi.31.3erallill.(44Vleamni a ann . / CP Ho, . wd ...pa (=alias It. 'swoon am a tat. so atm. we.. sal. PIN 11•10114.1. • UR altos. elauv •••••• Thin 'units nin nu tans! in ening irakbance.II• its '7.o:haven vs • 0 it.04..4 4.,...., no. t.... 4,..., ....st. .t. any., .td.r. on. ern tells pan. ce w a rwtnnaw a ••• 4......0 .Tho..i. *I an, anata *cove nosh at ur al usinnann. omen., •}"...M.C. . 4 bra.. watt Yoe V4 welt• pt. ad 00.41.4.• t• eon° sp. no i [unarm. 41 surcmcn vananineansakn V. onto pentse• Op pr... vic..µ.. I'M b....Win:In... aid IMADVAIN V ••••01,41,/.41411W 41,1I . 05.b. **Urn., Ill MO prinw at na na row rld ca•Lno-n t lope irces oaf na poof ••• In &re towdolon onth i Innis se4 i PEW* C. b. fa .urarem nor.. get. en iml tat bot.ima Da otaperion aii an swain tom Geste* 0'00[0.4.'44 -en ulna t41.10 , 5 \ gr. 1.0“..• al we 14 on or., o a *Innate ;....arn....at• la/ Wet C• Ile I.[ IOC •-• eta., ...din ire Wiry, ineeninsmataliensi 0..0 maul oe. II ia,..., 115.1. 1., „ um i t .. ,,,..„1„,..„,,,,,,,,,,,, „.„‘,„„, Ma Neer). ,111/ 1.1 utlin• 4114. P011t.VA.BIIII•11 .1.1 •14rN•40. C•101•4038•40.14•114 At. YID, 44.1.1.1n it 4•0 1.1011sy avien air thin 11. •41.••• .11 pn.4100 0P2. IS .1111•... Oro 0.111 no saw at•daleh ans 1...101 mat TO IMO IWgn Us A Co EFTA00727064 JP Morgan Global Investment Opportunities Group OTC Derivatives Position Summary Orepored for Einarocral Trust Co. as of line 30. 3010 Asset Management Current EX Fr Cornroodity rotoo RAGIAD 11593 MUM 126447 GSPUSD 1.4951 980300 SOU XITUSD 11325 MUSD 4433 CYRUS.) 11293 US(91. 14514 uSOCIO 9075 USOCAD I 0543 N.IDU5O 0 842 13511100 65018 Irate Trade Oat, seer Com Dividend puny ThAref SUM. Coos, Ckne Out Yield note industry teary hue Unwind Not once Gaootess 050) 6 opr.i 0 111K 0201 ?soggy l'orken U0-041i A 5.007 USD 13.156 3Roo10 161.4041 511.25 512.09 MO) 740.10 MY knit/ Amp Property Corp 6301 US0 466% .04.r.10 financial 52730 527.73 1317 944..10 41154 Erla, 5600445053 Iscrolog) Corr 2.000 USD 0.00% 4Esr10 Ink Paotorrals 521.02 51549 111.0151 O./polo E•0 Equity Enotrprito Products torons 2300 USD 6.35% 1.4p..10 Energy 535.55 535.56 25 1520).10 MAC VS OYZEn0 C40 levity FAxerithCorthe •220 40 USD Cell 14Asy.10 loirxlel 52.00 SOD, 44.000 15.70.10 MOW Equity Medial Properties TOM Inc 10.00) USD $.41% Sapr.10 sandal 5915 599475 1979 15..00,10 KRC Equity oral iltuity Coto 15.00 USD 4.611% 5447.10 InoxIte 534.02 534.16 1.156 15..00,10 DS Equity Ooltor Genesi Coro 1007 USD 0.00% 5-Ppr10 ortsurner.CYOk 527.02 527.21 611 IS...v.10 WC Earn MatroichCcab• n.000 160 5.34% 141,40 sandal 54120 53935 123,100) 21...a.10 mil Mott ^Mc Pnestment Corp 6007 050 0.00% 5447.10 InoxIte 510.75 511.125 1.10 12.Apr.10 OATS EPA, MW Ottoorlis Corp 14.003 USD P00% Sapr.10 ochnobgy 51420 $12.4 121,312) 20..tor.10 AVIV EquftY GPOIGInteGment Cap 19.070 USD 1135% ZD-Ppr-10 InoxIte 51230 51227 03651 10.Apr.10 SIN Equity Synosut Sioux:a Cap 100,000 USD 1.55% 71730.10 sands 5/75 53.01 26,000 29 00).10 PHD WIRY Roos latural Gin Mane (9 1500 USD 0.02% 2)41pr-10 new 521.50 5E1.25 6.119 39.70.10 KSU Equity Kansa. Cy Southern 1000 USD P00% 56730.10 isdratzial 531.07 5•101 2)312 4.113)..10 KIa Equity KOS' Morgan &orgy Porn 4.000 160 6.55% 56730.10 Energy $66.33 565.69 0,240) ammunkations SIM 131.10710 MAY MIRY Teener IN 10.70 USD 0.02% 29.4pr-10 $534 4.012 0.May.10 NI Soft Rono6Conhonson h000rtio9 6S00 USD 6.53% 26.6.pc.10 finansial 511.50 511.65 925 7.7.1.10r10 NS OVARY Musty Erot9210 4,250 U50 7.41% nun-10 Energy 5,120 591.17 1990) u6May.10 GTY Way Cony Rooky Cap 10.000 USD 5.46% 2041ay.10 finansial 53220 521.01 nal) Nun-I0 IS EciurtY 4110041Moldros MI 11000 USD 0.02% 3M510 linarxIS 51.10 51.42 3374 4.1.0.10 PUS WAY Mu SIn Entroprim Inc .A 1000 USD EN% 412.10 Consumers polis 52720 527.05 100 91un-10 Cr Equity Contemn' EntrOW lot 9030 USD 5.32% 9734710 UtlIties 512.90 513.52 5335 16.1•910 RLEquRy Polo Ralph taiscos071.7 10.000 USD OAS% 1643610 Consuntst,CpSo 5.1.00 MA (1,412) 17.1.410 FOI Equity Mr or Lodging Trial Vic 101000 USD 0.00% 97734710 finansial 5130 51,61 4100 15.1un.10 41551214 600001 Moon. Corp 6.500 USD $24% 18.).•,10 ..era 5615 $491 120 ifi-heni0 maril UNA, metruitym4 1000 160 0.00% ifiar.I0 Corrimunicatiord 51020 59.66 16901 23 No FII. EOM" /pi Ccels0o700° 1.500 USD 0.170% 234•-•10 1111011 52402 52439 3145 Fotottsyndiate tothr31044artet 31,431 11. moron Inew saw A tr. Mate Nino rot no petw imemma loalow unhand M AI. Mmi.O.m• a ech,..4 a otorunn ...nova. or 1.1.4nOtim Ilelv. MA •M D. Mow Mate. MA es nerlaws of ihnOIC I P. lOgin 1..01•5 Int vms04 a mentoroi or Kovno toot coons. red uore roorearsed ono.. towers IIWII Ica* ste....amm. mite own sit In •00 len. 1.Marw.CW. &Ca 'weenie mm...mme MMat-56473 a emarmom sham, imam no tonarq A boo proof of ry loon non), OorpOrrs coo .Na anise. re tot noon roodorontomorod a tor noun. nor ary otralion.4110erune RAO" ird•Oro So no tenor to ars snore& Nitro rahotloo. ...minis reinnalsol olotnen or .1~ciL • 11.0., 4 ...SW.. ba.‘ 0, ^7.......1.b weletw.im e• men. Ev......nlyn•MmM,OPMWO., Nifinri C. 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Marpinr, PAIMMint innnurMin kw IvIlwnlionynnpmr*”..,.....0., lliselowilarni lei Itm Wit mi• al 1M pin, la ...ma na0$••••L OMP nu). 01 MOM/ led WM Oriel &row. 011•Orn. n torsos. tyrnonreow Ion Ito .0 Pao orroraft4 Fon mono Ono ow, Owe oirly new.. onwthrItryorl or.), din rroo 10 MO axe SC*. EFTA00727065 JPMorgan Global Investment Opportunities Group OTC Derivatives Position Summary Prepored for finnan Trust Co., of tune JO. 3010 Asset Management Current l%• Coonsesedity rats ICAGITSD 16 595 %AVON) 1241 57 GIIPUSO 1A9S1 V5COPY 1112 >MUSD 15325 XPOUSD MSS SWIM) 12.231 mar 54174 USOCHI 10778 USOCAD 10643 AUDVS0 1812 USCHOK 15018 IRAs Natrona.' Currency Description Find Rate 5.k... 0,.., Trade One Mateetty f Merin G.,' 0 DM. 0 tn. 214.4r. SO 15.1.0ar.11 150554 0 160 .10 IDDiatrf I M0*(40 590.000.000 U50 RIA 005 14 IDADDIO $ 11214,00 SOCTOODO:0 uSts AM% I kessal0 S 'WOO Closed PRA. Matt.t0.11.2aket s 330.000 . 12 WNW. 5 5144 11•51.' 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Si 51.1554115.1, fl oni al 6, 51•“••45ca<1.•••1 5 a ma ialemtlot 01No14, 41,P 11.8.15/W, N 5010 10 Nch law Viwiae4 on...1.3 set . pus 0.111.01n. Ill. &mu cognes Mar new re nu anal sureeruarceinusee au tetra sans ire Of • ffirleR gelatina I I Mit. 0 sonar. ohn"re• ma u{spa Ws wawa %fling". INT 011.1•040.110 °Whoa ter Sc paw , 'Ina nvoc5......1 eskantem Duet eta red rairDnaS sari% a bud egos ranee novels reaches in M to auroral Ivrea. Isaacs slreSi err to roared To 014•115415.4 .001/...MaINNI.cemeNtancommedat Mae mud , neri intreAONwbage...A.,14cannee1.einfenedw partmltp. web...* loft ow arc low nwallirt en POIC of .0,1mm/won/NI Phan iskat per ll. NiNp.n155•1,0inlinnsir.41•• for lute nlane1on 5. Niw0 , 0 re 1, ....cloN 11, 040.5111.10•1o. IN.* beer lie win. 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TOPreer nisoheas4 4 ear nesse desie re, rewor•of IT lienTen .n.nidoltlyaal mere el Pr int 40 2010.41404484006440). EFTA00727067 JPMorgan Global Investment Opportunities Group OTC Derivatives Position Summary Prepared for rmatweal Trost Co. in of Ione 30. 1010 Asset Management owned nc•ommoss. ILOOJSO +8595 MUUSD 1241.47 COMO .4951 WIMPY Nit Xrt...10 15315 )/0050 4.0.5 WIOJSO l.)218 USW./ 54534 USIXHI 10220 LISOOD 15441 a.I.IDUS0 0842 MONO( 65010 4.aoat. t .p. ,y Otractton Notional Oat writy oa....pt.on t....d net. TY °myna, Orwinal Canons P. en. now, enure...ff. 0.) en. own, 22.Atd.10 10 Sold 510.402.402 USD SaIPUOA 4 Iletekt* MOO 0 0) a. .SW.0)) 30.401.10 20.1.4/.10 Sold 510.002.002 USD SaipUon 4.250% aeoeht.• 5113.001 1 131.: .5300.0)0 30Apr.10 2,04.W.10 flougM S10.002,002 USD Imaaphon 4150% PeSer .5155.000 So .3.Apr.10 144n.10 Sold S10.002,002 USD Imaaphon 4,5605 n....... $125.001 1.1511. .5521.501 31.4%..10 3}µ14O Sold 510.002.002 USD saipuon 4.350{ at<eht.• SINN* 1.36% .51.10150) Close Cvl dale 2440.10 20.4Alr 10 114/14p10 Plan.10 M./W10 0 emu Loa 0,501 00440(4 IN/SOU. IISS.0340 156550(4 11.0)4300/ Clond Swepbom laerk.lo.Pdarltet '10 Moon Pewee Da.' intenatedry rem ti. de ph.ao b.•141rO tulaurritied sy i P. tens Or a Cs.ard la ataillicerradamde a* lidowitOn Owe. NA ard it Mao. fret Cs. tow re remand Os CDC 'PAW,. Searma, or .101.61h • mot. 0 Vw %eve.. Ilia tftbene4 WWI Nrlin.I4 wpm.. clown. MO • Ow Han *Om eerier W.A. fit h @film,. 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'5 pas 0.1. iff ovine Marlunty Defy Undaeftw, Ler‘1,14.4.1 Than.. 4-01. spread (boo A""'" Noe 1.11. 4 Ingilatry entry PIK• Closed Poo* Gamic.. 0.1501 AP, 10 28Ap110 2640110 40tlmin A<M Le, )0.0,0 3011 0450% .10344 1A81 RIO M4<01 $16042 15270930 1 1231.40 Intre t Oats Trade Dale Matwely Moak., 211.Afx.10 10.4.4..11 WA...11 054401 venue/ Total Return swap% mer444.4wkei 5 03140) Date n140.)nakl Cwrrenty Dew:notion fiord Rate Clete Owl Gainless 10.01 Oate 115.002,000 US0 Na 1,4•401i 1151% $11.717A1 1540400 4 Ll.<00 113400.000 000 Na lo0Pay111 1,330% $12.747,7 15•1*.10 $ 127.0)0 . 2404010 154002010 NMrn0 ziwan.to liftli.2010 closed Infant Pale Swaps Gale.1.441 S. 500.000 • . Clua . 0.,n,lp.IVf.I 14.05.000 050 Pie 11/1104 III •4 32809910 1 1 1 14.5300 I 11.030.00(0 15.030400 050 1.11Treb900413 46715 laLNI 13.93.7.50:1 51494440 140.145 1840400 5 1.155.404 Closed 30,year map spread Mar10444.4erket S 153430 C101441Swas Mark to MarlEtt S 393.962 It moron arrneroar n ire nets, new ban amen ores, itanta tentdell IN 1 I Mew, Oar • Co. dled owner.. NI.. ?Pen 10 0109,•• Owe M. MA an010. 54,244 nal Co..n.. ow eaten al et rot it lane fee...et IMMO • never 410.P.0 114 had today, ...i an...0.0w anew sonnot Pm as.. inan45...wora WOW h aIIta 0010stenOue. IC4 etrn sew •setek MI. Wu 03010. hoe.. admen Minn 11.0,4,....,3 • le, .AM 1., int...yr,' p6rpqms poh, age, n W.W.II Se '10 Ort-p... Sernelenscpand e env...n.0 .......asepen onynenns.....0.0.ni Wow. 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