EFTA01489062.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Portfolio Activity Detail - U S Dollar INFLOWS & OUTFLOWS Settlement O Cott Per Unit Date Type Description Amount Amount 5/3 Interest Income DEPOSIT SWEEP INTEREST FOR APR. 774 25 .03% RATE ON NET AVG COLLECTED BALANCE OF $31,396,909.44 AS OF 05/01/10 5/4 Receipt of Assets LONG TOTAL RETURN SWAP 30,000.000 4,775,970.00 USD NOTIONAL GOLDMAN SACHS GRP INC MAT APR 29 2011 DEAL 5508960 JPMORGAN CHASE BANK TRADE DATE 04/29/10 Receipt of Assets MEREST RATE SWAP 1.000 125.000.000 USD NOTIONAL 05/08/2012 PAY: FLOATING RATE USD 3 MONTH LIBOR DEAL 260160350 1.73% REC FIXED, S 30/360 NEW SWAP DEAL #260160350 JPMORGAN CHASE BANK TRADE DATE 04/30/10 5.7 Spot FX SPOT CURRENCY TRANSACTION - SELL (13,000.000) 16,668.60 BUY USD SELL EUR (16,724.50) EXCHANGE RATE 1.282200000 DEAL 05/0910 VALUE 0907/10 5:10 Spot FX SPOT CURRENCY TRANSACTION - BUY 545.250.000 (692.303.92) BUY EUR SELL USD 692,303.92 EXCHANGE RATE 1.269700000 DEAL 0906/10 VALUE 05/10/10 Account W23560001 Page 22 of 58 Page 26 of 65 Confidential Treatment Requested by JPMorgan JPM-SDNY-000 10885 Chase CONFIDENTIAL SDNY_GM_00280083 EFTA01489062