EFTA01491362.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 8/1/10 to 8/31/10 Portfolio Activity Detail - U S Dollar INFLOWS & OUTFLOWS Settlement Quantity Per Unit Date Type Description Cost Amount Amount 8(2 Corporate Interest FORD MOTOR CREDIT CO 5.000.000 000 0.037 184,375 00 7 3/8% FEB 1 2011 DTD 1/30/2001 8(2 Interest Income DEPOSIT SWEEP INTEREST FOR JULY ift 517.03 03% RATE ON NET AVG COLLECTED BALANCE OF $20,291,655.07 AS OF 08101110 815 Misc. Disbursement LONG TOTAL RETURN SWAP (9,696.61) 4,775,970.00 USD NOTIONAL GOLDMAN SACHS GRP INC MAT APR 29 2011 DEAL 5508960 SWAP RESET PAYMENT AS OF 08/04/10 816 Forward FX Combed SETTLE FORWARD CURRENCY CONTRACT 248,892.660 (236,652.69) BUY CAD SELL USD 240,226.37 CONTRACT RATE : 1.043270000 TRADE 906/10 VALUE 8/06/10 8/10 Corporate Interest CIT GROUP WC 5,000,000.000 0.018 87,500.00 7% MAY 01 2016 010 11/04/2009 Account Page 21 of 42 Page 25 of 56 Confidential Treatment Requested by JPMorgan JPM-SDNY-00013572 Chase CONFIDENTIAL SDNY_GM_00282770 EFTA01491362