EFTA01491364.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 8/1/10 to 8/31/10 INFLOWS & OUTFLOWS Settlement Quantity Per Unit Date Type Description Cog Amount Amount :9 Misc. Disbursement INTEREST RATE SWAP (1,891,000.00) 10,000.000 USD NOTIONAL 08/17/2040 REC: FLOATING RATE USD 3M LIBOR DEAL 5170412 4.25% PAY FIXED, SA 30/380 SWAP UNWIND- REF # 5170412 AS OF 08/18/10 8/26 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT 5,215,000.000 (5,022.584.77) BUY CAD SELL USD 4,950,401.15 CONTRACT RATE : 1.038310000 TRADE 7/23/10 VALUE 8/26/10 8/28 Free Delivery INTEREST RATE SWAP (1.000) 10,000,000 USD NOTIONAL 7/16/2040 REC: FLOATING RATE USD 3 MONTH LIBOR DEAL 5168074 4.35% PAY FIXED. S 30/360 SWAP UNWIND - REF # 5168074 TRADE DATE 08/24/10 8/26 Misc. Disbursement INTEREST RATE SWAP (2,285,589.33) 10,000,000 USD NOTIONAL 7/1672040 REC: FLOATING RATE USD 3 MONTH LIBOR DEAL 5168074 4.35% PAY FIXED. S 30/360 SWAP UNWIND - REF # 5168074 - UNWIND PRINCIPAL Account Page 24 of 42 Page 28 of 56 Confidential Treatment Requested by JPMorgan JPM-SDNY-00013575 Chase CONFIDENTIAL SDNY_GM_00282773 EFTA01491364