FINANCIAL TRUST COMPANY INC ACCT. For the Period VI /I Ito 2128/11 Portfolio Activity Detail - U S Dollar INFLOWS & OUTFLOWS Type Settle Date Selection Method Description Quantity Per Unit Amount Amount 2/1 Interest Income 2/7 Misc Disbursement DEPOSIT SWEEP INTEREST FOR JAN. .03% RATE ON NET AVG COLLECTED BALANCE OF $4,125,897.31 AS OF 02/01111 105.13 LONG TOTAL RETURN SWAP 4,775,970.00 USD NOTIONAL GOLDMAN SACHS GRP INC MAT APR 29 2011 DEAL 5508960 SWAP RESET PAYMENT AS OF 02/04/11 (ID: SWPBDE-TJ-3) (8,982.34) 2/10 Corporate Interest CIT GROUP INC 7% MAY 01 2016 DM 11/04/2009 (ID: 125581-FW-3) 5,000,000.000 0.018 87,500.00 2/17 Misc Disbursement LONG TOTAL RETURN SWAP 3,008,270.00 USD NOTIONAL BP MAT NOV 16 2011 DEAL 5958346 SWAP RESET PAYMENT AS OF 02/18/11 (ID: SWPBDG-UX-5) (6,147.15) 2/18 FX Fend Contract SETTLE FORWARD CURRENCY CONTRACT BUY INR SELL USD CONTRACT RATE : 45.755000000 TRADE 11/15/10 VALUE 2/18/11 (ID: 0INRPR-AA-8) 457,000,000.000 10,109,501.16 (9987,979.45) 2/18 Spot FX SPOT CURRENCY TRANSACTION - SELL BUY USD SELL INR EXCHANGE RATE 45.450000000 DEAL 02/15/11 VALUE 02/18/11 (ID: 0INRPR-AA-8) (457,000,000.000) (10.109501.16) 2/28 Interest Income TO ADJUST INTEREST PREVIOUSLY PAID ON CASH BALANCES BASED ON THE FOLLOWING TRANSACTION ACTIVITY ORIGINAL ADJUSTED TRANSACTION TRAN DATE VALUE DATE AMOUNT - 2/07/11 1/19/11 1,002,565.50D AS OF 0201/11 JP Morgan 10,055,005.50 (10.71) Account Page 22 of 29 Page 26 of 42 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00014531 SDNY_GM_00283729 EFTA01492059