J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 8/1/10 to/IP Portfolio Activity Detail - U S Dollar INFLOWS & OUTFLOWS Settlement Date Type Description Quantity Per Unit Cost Amount Amount 8(2 Corporate Interest FORD MOTOR CREDIT CO 7 3/8% FEB 1 2011 0101/30/2001 8(2 Interest Income DEPOSIT SWEEP INTEREST FOR JULY @ 03% RATE ON NET AVG COLLECTED BALANCE OF $20,291055.07 AS OF 08101110 815 Misc. Disbursement LONG TOTAL RETURN SWAP 4,775,970.00 USD NOTIONAL GOLDMAN SACHS GRP INC MAT APR 29 2011 DEAL 5508960 SWAP RESET PAYMENT AS OF 08/04/10 5.000.000 000 0.037 184,375 00 517.03 (9,696.61) 816 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT 248,892.660 (236,652.69) BUY CAD SELL USD 240,226.37 CONTRACT RATE : 1.043270000 TRADE 5/06/10 VALUE 8/06/10 8/10 Corporate Interest CIT GROUP WC 7% MAY 01 2016 010 11/04/2009 5,000,000.000 0.018 87,500.00 Account Page 21 of 42 Page 25 of 56 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 13870 SDNY_GM_00283068 EFTA01491607