FINANCIAL TRUST COMPANY INC ACCT. For the Period UM I to 1/31/11 Other Assets Detail Cost Estimated Adjusted Estimated Quantity Price Value Original Gain/Loss Accruals Swaps LONG TOTAL RETURN SWAP 30.000.000 4.12 123.680.45 N/A 4,775,970.00 USD NOTIONAL GOLDMAN SACHS GRP INC MAT APR 29 2011 DEAL 5508960 WO Client SVVPBDE-TJ-3 LONG TOTAL RETURN SWAP 20.000.000 3.18 83531.88 N/A 3,208,420 USD NOTIONAL GOLDMAN SACHS GRP INC MAT APRIL 28 2011 DEAL 5499085 NV Client SWPBDE-WG-5 LONG TOTAL RETURN SWAP 71.000.000 5.02 356,688.05 N/A 3,008 270 00 USD NOTIONAL BP MAT NOV 16 2011 DEAL 5958346 MO Client SWPEIDG-UX-5 LONG TOTAL RETURN SWAP 8,860.000 0.22 (1,083.07) N/A 3,007,792.80 USD NOTIONAL APPLE INC MAT FEB 03 2012 DEAL 6505432 WO Client SVVPBDH-AY-3 Total Swaps 8641,917.11 $0.00 $0.00 JP Morgan Account Page 21 of 31 Page 26 of 45 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00014432 SDNY_GM_00283630 EFTA01491998