FINANCIAL TRUST COMPANY INC ACCT. a For the Period 2/1/12 to 2/29/12 INFLOWS & OUTFLOWS Type Settle Date Selection Method Description Quantity Cost Per Unit Amount Amount 2/6 FX Fwd Contract SETTLE FORWARD CURRENCY CONTRACT BUY SGD SELL USD CONTRACT RATE : 1.299700000 TRADE 12/12/11 VALUE 206/12 (ID: OSGDPR-AA-5) 3.249.250.000 2,600,024.01 (2,500,000 00) 2./6 FX Fwd Contract SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL SGD CONTRACT RATE :1.289500000 TRADE 1/25/12 VALUE 2/06/12 (ID: OSGDPR-M-5) (3.249.250.000) (2,600,024.01) 2,559,472.23 2/6 Spot FX SPOT CURRENCY TRANSACTION - SELL BUY USD SELL SGD EXCHANGE RATE 1.246400000 DEAL 02/02/12 VALUE 02/06/12 (ID: OSGDPR-AA-5) (3,183,000.000) (2,547,011.28) 2,553,754.81 2/10 Accrued Int Paid ROYAL BANK SCOTLAND GRP PLC 5.05% JAN 08 2015 DTD 12/06/20040 96.60 JP MORGAN SECURITIES LW (BIDL) TRADE DATE 02/07/12 (ID: 780097-AP-8) 1,000,000.000 0.00 0.004 2/10 Corporate Interest CIT GROUP INC 1W 7% MAY 02 2016 JUN 15 2011 (ID: 125581-FZ-6) 5,000,000.000 0.018 2/15 Accrued Int Paid BRASKEM FINANCE LTD 144A 7 3/8% OCT 29 2049 DTD 1004/2010 HELD BY EUROCLEAR ISIN US10553YAC93 SEDOL B3WJX06 (ID: 10553Y-9A-5) 300,000.000 0.0D 0.008 (4,488.89) 87.500.00 (2.458 33) 2/15 Corporate Interest HCA INC 612% FEB 15 2016 DID 2/8/2006 (ID: 404119-AR-0) 1,500,000.000 0.033 48,750.00 2/27 Accrued Int Paid NRG ENERGY INC 7 5/8% JAN 15 2018 DTD 07/15/2011 (!) 100.15 JP MORGAN SECURITIES LLC (BIDL) TRADE DATE 02/22/12 (ID: 629377-BN-1) 1,000,000.000 0.00 0.009 (8,895.83) 2/27 Accrued Int Recd FELCOR LODGING LP 10% OCT 01 2014 DTD 10/01/2009 (ID: 31430Q-BA-4) 2,321,093.000 0.041 94,129.44 Total Inflows & Outflows JP Morgan 61,480,023.88 Account 1 Page 20 of 33 Consolidated Statement Page 23 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 15649 SDNY_GM_00284847 EFTA01492832