J.PMorgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 12/1/10 to 12/31/10 Portfolio Activity Detail - Euro INFLOWS & OUTFLOWS Settlement Date Type Description Per Unit Amount USD Amount USD Currency Quantity Local Value Local Value Gain;Loss USD 12/23 Misc. Receipt ENTRY REVERSED ON 12/2812010 SWAP UNWIND - DEAL REF II 4458593 CUSIP - SVVPSDEVWVO EURO PRINCIPAL CURRENCY 606.500.000 794.333.03 606,500.00 1223 Misc. Disbursement ENTRY REVERSED ON 12/2812010 SWAP UNWIND - DEAL REF # 4444219 CUSIP - SIARBDEPS7 EURO PRINCIPAL CURRENCY (68,843.580) (90,164.43) (68,843.58) 12/28 Misc. Disbursement TO REVERSE ENTRY OF 12/23/2010 EURO PRINCIPAL CURRENCY SWAP UNWIND - DEAL REF # 4444219 CUSIP - SWPSDEPS7 AS OF 12/23/10 88,843.580 90.164.43 68.843.58 12/28 Misc. Receipt TO REVERSE ENTRY OF 12/23/2010 EURO PRINCIPAL CURRENCY SWAP UNWIND - DEAL REF # 4458593 CUSIP SWPBDEVWVO AS OF 12/23/10 (606,500.000) (784,333.03) (606,500.00) 12/28 Misc. Receipt SWAP UNWIND - DEAL REF #4444220 CUSIP - SVVP8DEPFt9 EURO PRINCIPAL CURRENCY 299,732.180 392,559.20 299,732.16 12/28 Misc. Receipt SWAP UNWIND - DEAL REF #4458693 CUSIP • SIARBDEWNO EURO PRINCIPAL CURRENCY 808,500.000 797,577.81 606,500.00 Account Page 33 of 34 Page 37 of 47 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 14290 SDNY_GM_00283488 EFTA01491938