J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 6/1/10 to 6/30/10 INFLOWS & OUTFLOWS Se!!' emet: Date Ty Pe Description Quantity Cost Per Unit Amount Amount C25 S25 6/29 Forward FX Contract Misc. Disbursement Misc. Receipt SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL CHF CONTRACT RATE : 1.111374900 TRADE 6117110 VALUE 825/10 (11270.000.000) (10,278,626.75) TRANSFERRED BY INME TO J.P. MORGAN CLEARING CORP. FAO FINANCIAL TRUST COMPANY AS REQUESTED 10,140,592.02 (137,006.00) LONG TOTAL RETURN SWAP 3,208.420 USD NOTIONAL GOLDMAN SACHS GRP INC MAT APRIL 28 2011 DEAL 5499085 EQUITY SWAP PAYMENT 7,000.00 6/29 Misc. Receipt LONG TOTAL RETURN SWAP 4,775,970.00 USD NOTIONAL GOLDMAN SACHS GRP INC MAT APR 29 2011 DEAL 5508903 EQUITY SWAP PAYMENT 6/30 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT BUY GBP SELL USD CONTRACT RATE : 1.494890000 TRADE 5/06/10 VALUE 6/30/10 030 Accrued Interest Paid FELCOR LODGING LP 10% OCT 01 2014 DID 10/01/2009 260.384.100 389,560 65 2.000.000 000 10,500.00 (389,245.58) 0.025 (49,444.44) Page 22 of 52 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00012099 SDNY GM_00281297 EFTA01489967