J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 8/1110 to 8131/10 INFLOWS & OUTFLOWS Settlement Date Type Description Quantity Cog Per Unit Amount Amount V. 26 Misc. Disbursement INTEREST RATE SWAP 10,000,000 USD NOTIONAL 7/162040 REC: FLOATING RATE USD 3 MONTH UBOR DEAL 5168074 4.35% PAY FIXED, S 30/360 SWAP UNWIND - REF 0 5168074- UNWIND PRINCIPAL (2,285.569 33) 8/26 Misc. Disbursement INTEREST RATE SWAP 10,000,000 USD NOTIONAL 7/16/2040 REC: FLOATING RATE USD 3 MONTH UBOR DEAL 5168074 4.35% PAY FIXED, S 301360 SWAP UNWIND- REF 0 5168074 - UNWIND ACCRUED (41,430.67) 8:26 Spot FX SPOT CURRENCY TRANSACTION - SELL BUY USD SELL CAD EXCHANGE RATE 1.064800000 DEAL 08125110 VALUE 08/26/10 (5,215,000 000) (4,950,401.15) 4,897,833.35 Total Inflows & Outflows (14,422,907.0) Page 23 of 39 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 13626 SDNY_GM_00282824 EFTA01491410