J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 11/1/10 to 11/30/10
Portfolio Activity Detail - U S Dollar
INFLOWS & OUTFLOWS
Settlement Quantity Per Unit
Date Type Description Cost Amount Amount
11/1 Interest Income DEPOSIT SWEEP INTEREST FOR OCT. e 280.90
.03% RATE ON NET AVG COLLECTED
BALANCE OF $11,024,183.53
AS OF 11/01/10
11/4 Misc. Disbursement LONG TOTAL RETURN SWAP (10,919.92)
4,775,970.00 USD NOTIONAL
GOLDMAN SACHS GRP INC
MAT APR 29 2011 DEAL 5508960
SWAP RESET PAYMENT
11/5 Spot FX SPOT CURRENCY TRANSACTION -BUY 2,500.000 (3,528.82)
BUY EUR SELL USD 3,528.82
EXCHANGE RATE 1.411530000
DEAL 11/03/10 VALUE 11/05/10
11/8 Receipt of Assets LONG TOTAL RETURN SWAP 71,000.000
3,008,270.00 USD NOTIONAL
BP
MAT NOV 03 2011 DEAL 5955541
TRADE DATE 11/03/10
11110 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT 212,415.590 (299,824.80)
BUY EUR SELL USD 290,977.47
CONTRACT RATE : 1.411500000
TRADE 11/03/10 VALUE 11/10/10
11/10 Corporate Interest CIT GROUP INC 5,000,000.000 0.018 87,500.00
7% MAY 01 2018
DTD 11/04/2009
Account Page 21 of 41
Page 25 of 57
Confidential Treatment Requested by JPMorgan JPM-SDNY-00014152
Chase
CONFIDENTIAL SDNY_GM_00283350
EFTA01491847