JP Morgan Page

JPMorgan

JPM

Chase

London

The Transaction Market Value

ROLLOVER

Settle Date Selection Method Description Quantity Local Value Local Value Local Value

the Period 3/1/12

Type Quantity Transaction

DEPOSITS

USD

LONDON TREASURY

Total Securities Transferred

eDelivery

MAR

BUY

OCADPR-AA-6

US Dollar Value Local Value Current

SOUTHERN TRUST COMPANY

Total Securities Transferred Out

JP MORGAN CHASE BANK - CAD

CF INDUSTRIES INC

Adjusted Tax Cost Unreakzed Est

DEC

DTD