EFTA01492059.pdf

FINANCIAL TRUST COMPANY INC ACCT. For the Period VI/IIto 2128/11 Portfolio Activity Detail - U S Dollar INFLOWS & OUTFLOWS Type Quantity Per Unit Settle Date Selection Method Description Amount Amount 2/1 Interest Income DEPOSIT SWEEP INTEREST FOR JAN. .03% RATE ON 105.13 NET AVG COLLECTED BALANCE OF $4,125,897.31 AS OF 02/01111 2/7 Misc Disbursement LONG TOTAL RETURN SWAP 4,775,970.00 USD (8,982.34) NOTIONAL GOLDMAN SACHS GRP INC MAT APR 29 2011 DEAL 5508960 SWAP RESET PAYMENT AS OF 02/04/11 (ID: SWPBDE-TJ-3) 2/10 Corporate Interest CIT GROUP INC 7% MAY 01 2016 DM 11/04/2009 5,000,000.000 0.018 87,500.00 (ID: 125581-FW-3) 2/17 Misc Disbursement LONG TOTAL RETURN SWAP 3,008,270.00 USD (6,147.15) NOTIONAL BP MAT NOV 16 2011 DEAL 5958346 SWAP RESET PAYMENT AS OF 02/18/11 (ID: SWPBDG-UX-5) 2/18 FX Fend Contract SETTLE FORWARD CURRENCY CONTRACT BUY INR SELL 457,000,000.000 (9987,979.45) USD CONTRACT RATE : 45.755000000 TRADE 11/15/10 10,109,501.16 VALUE 2/18/11 (ID: 0INRPR-AA-8) 2/18 Spot FX SPOT CURRENCY TRANSACTION - SELL BUY USD SELL (457,000,000.000) 10,055,005.50 INR EXCHANGE RATE 45.450000000 DEAL 02/15/11 (10.109501.16) VALUE 02/18/11 (ID: 0INRPR-AA-8) 2/28 Interest Income TO ADJUST INTEREST PREVIOUSLY PAID ON CASH (10.71) BALANCES BASED ON THE FOLLOWING TRANSACTION ACTIVITY ORIGINAL ADJUSTED TRANSACTION TRAN DATE VALUE DATE AMOUNT - 2/07/11 1/19/11 1,002,565.50D AS OF 0201/11 JP Morgan Account Page 22 of 29 Page 26 of 42 Confidential Treatment Requested by JPMorgan JPM-SDNY-00014531 Chase CONFIDENTIAL SDNY_GM_00283729 EFTA01492059