EFTA01492291.pdf

FINANCIAL TRUST COMPANY INC ACCT. For the Period 7/1/11 to 7/31/II Portfolio Activity Detail - U S Dollar INFLOWS & OUTFLOWS Type Quant0y Per Unit Settle Date Selection Method Description Cori Amount Amount 7/1 Interest Income DEPOSIT SWEEP INTEREST FOR JUNE re .03% RATE ON 128 27 NET AVG COLLECTED BALANCE OF $5,201,542.83 AS OF 07/01/11 7/8 Receipt of Assets CORN LONG FORWARD CONTRACT 2.041.825.00 USD 1.000 NOTIONAL 67.00 NOTIONAL CONTRACTS (335K BSH) 0.01 6.095 FORWARD RATE 12/02/2011 MATURITY DEAL 40996151 COMMODITY FORWARD JPMORGAN CHASE BANK TRADE DATE 07/06/11 (ID: CFCONT-GJ-3) 7/8 Accrue.] Int Paid WACHOVIA CAPITAL TRUST III VAR RATE DEC 31 2049 2,000,000.000 0.004 (7,118.84) DM 2/1/2006 (2 93.50 JP MORGAN SECURMES I.LC 0.00 (BIDL) TRADE DATE 07/05/11 (ID: 92978A-AA-0) 7/12 Mise Disbursement FUNDS TRANSFERRED FROM ASSET AC/ TO (1,000,000.00) ODA AC.9 AS REQUESTED 7/13 Mise Receipt LONG TOTAL RETURN SWAP 3,008,270.00 USD 119,001.84 NOTIONAL BP MAT NOV 16 2011 DEAL maws SWAP UNWIND (ID: SWPBDG-UX-5) 7/15 Receipt of Assets CORN SHORT FORWARD CONTRACT 2.274.850.00 USD 1.000 NOTIONAL 67.00 NOTIONAL CONTRACTS (335K BSH) 0.01 6.79 FORWARD RATE 12/02/2011 MATURITY DEAL 41129331 COMMODITY FORWARD CLOSEOUT TRADE DATE 07/13/11 (ID: CFCONT-GM.6) 7/18 Free Delivery LONG TOTAL RETURN SWAP 3,006,270.00 USD (71,000.000) FIFO NOTIONAL BP MAT NOV 162011 DEAL 5958346 SWAP 0.00 UNWIND TRADE DATE 07/08/11 AS OF 07/13/11 (ID: SWPBDG-UX-5) 7/20 Mrsc Disbursement FUNDS TRANSFERRED FROM ASSET AP/ TO it ODD COO CO ODA ACir AS REQUESTED J.P.Morgan Account Page 17 of 22 Page 20 of 35 Confidential Treatment Requested by JPMorgan JPM-SDNY-000 14962 Chase CONFIDENTIAL SDNY_GM_00284160 EFTA01492291