J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 5/1/10 to 5/31/10
INFLOWS & OUTFLOWS
Se!!' emet: Quantity Per Unit
Date Tyoe Description — 0Wt Amount Amount
0 Sun! P X SPOT CURRENCY TRANSACTION -BUY 114,800.000 (170,994 60)
BUY GBP SELL USD 170.994.60
EXCHANGE RATE 1.489500000
DEAL 05/06/10 VALUE 05/10/10
Corporate littoral CIT GROUP INC 5,000,000.000 0.018 87,500.00
7% MAY 01 2016
DTD 11/04/2009
AS OF 05/10/10
5/14 Receipt of Assets LONG TOTAL RETURN SWAP 20,000.000
3,208,420 USD NOTIONAL
GOLDMAN SACHS GRP INC
MAT APRIL 28 2011 DEAL 5499085
PARTIAL TERMINATION
JPMORGAN CHASE BANK
TRADE DATE 04/26/10
AS OF 04/26110
5/14 Free Delivery LONG TOTAL RETURN SWAP (20,000.000)
8.021.050 USD NOTIONAL
GOLDMAN SACHS GRP INC
MAT APRIL 28 2011 DEAL 5499085
PARTIAL TERMINATION
JPMORGAN CHASE BANK
TRADE DATE 04/26/10
AS OF 04/26/10
5/17 Accrued Interest Paid FORD MOTOR CREDIT CO 5,000,000.000 0.022 (108,576.39)
7 3/8% FEB 1 2011
DTD 1/30/2001
Page 22 of 54
Confidential Treatment Requested by JPMorgan JPM-SDNY-00010389
Chase
CONFIDENTIAL SDNY_GM_00279587
EFTA01488694