EFTA01491254.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 8/1/10 to 8131/10 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 OTD 1/30/2001 8/2 Interest Income DEPOSIT SWEEP INTEREST FOR JULY igt 517.03 03% RATE ON NET AVG COLLECTED BALANCE OF 520,291855.07 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 08104110 816 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT 248,692.660 (236,652.69) BUY CAD SELL USD 240,226.37 CONTRACT RATE : 1.043270000 TRADE 5/06/10 VALUE 8/06/10 8/10 Corporate Interest C1T GROUP WC 5,000,000.000 0.018 87,500.00 7% MAY 01 2016 DTD 11/04/2009 8/17 Receipt of Assets INTEREST RATE SWAP 1.000 10,000,000 USD NOTIONAL 08/17/2040 REC: FLOATING RATE USD 3M LIBOR DEAL 5170412 4.25% PAY FIXED, SA 30/360 NEW SWAP a 5170412 RESULTING FROM PHYSICAL SETTLEMENT OF SWAPTION DEAL 0 5166005 TRADE DATE OW13/10 Page 20 of 39 Confidential Treatment Requested by JPMorgan JPM-SDNY-000 13445 Chase CONFIDENTIAL SDNY_GM_00282643 EFTA01491254