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 Date Type Description Quantity Per Unit Cost Amount Amount 11/1 Interest Income DEPOSIT SWEEP INTEREST FOR OCT. e .03% RATE ON NET AVG COLLECTED BALANCE OF $11,024,183.53 AS OF 11/01/10 280.90 11/4 Misc. Disbursement LONG TOTAL RETURN SWAP 4,775,970.00 USD NOTIONAL GOLDMAN SACHS GRP INC MAT APR 29 2011 DEAL 5508960 SWAP RESET PAYMENT (10,919.92) 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 3,008,270.00 USD NOTIONAL BP MAT NOV 03 2011 DEAL 5955541 TRADE DATE 11/03/10 71,000.000 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 7% MAY 01 2018 DTD 11/04/2009 5,000,000.000 0.018 87,500.00 Account Page 21 of 41 Page 25 of 57 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00014152 SDNY_GM_00283350 EFTA01491847