J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 8/1/10 to/IP
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
0101/30/2001
8(2 Interest Income DEPOSIT SWEEP INTEREST FOR JULY @ 517.03
03% RATE ON NET AVG COLLECTED
BALANCE OF $20,291055.07
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 Contract SETTLE FORWARD CURRENCY CONTRACT 248,892.660 (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 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-000 13870
Chase
CONFIDENTIAL SDNY_GM_00283068
EFTA01491607