FINANCIAL TRUST COMPANY INC ACCT. For the Period 7/1/11 to 7/31/II Portfolio Activity Detail - U S Dollar INFLOWS & OUTFLOWS Settle Date Type Description Cori Quant0y Per Unit Amount Amount Selection Method 7/1 7/8 Interest Income DEPOSIT SWEEP INTEREST FOR JUNE re .03% RATE ON NET AVG COLLECTED BALANCE OF $5,201,542.83 AS OF 07/01/11 128 27 Receipt of Assets CORN LONG FORWARD CONTRACT 2.041.825.00 USD NOTIONAL 67.00 NOTIONAL CONTRACTS (335K BSH) 6.095 FORWARD RATE 12/02/2011 MATURITY DEAL 40996151 COMMODITY FORWARD JPMORGAN CHASE BANK TRADE DATE 07/06/11 (ID: CFCONT-GJ-3) 1.000 0.01 7/8 Accrue.] Int Paid WACHOVIA CAPITAL TRUST III VAR RATE DEC 31 2049 DM 2/1/2006 (2 93.50 JP MORGAN SECURMES I.LC (BIDL) TRADE DATE 07/05/11 (ID: 92978A-AA-0) 2,000,000.000 0.00 0.004 (7,118.84) 7/12 Mise Disbursement FUNDS TRANSFERRED FROM ASSET AC/ TO ODA AC.9 AS REQUESTED (1,000,000.00) 7/13 Mise Receipt LONG TOTAL RETURN SWAP 3,008,270.00 USD NOTIONAL BP MAT NOV 16 2011 DEAL maws SWAP UNWIND (ID: SWPBDG-UX-5) 119,001.84 7/15 Receipt of Assets CORN SHORT FORWARD CONTRACT 2.274.850.00 USD NOTIONAL 67.00 NOTIONAL CONTRACTS (335K BSH) 6.79 FORWARD RATE 12/02/2011 MATURITY DEAL 41129331 COMMODITY FORWARD CLOSEOUT TRADE DATE 07/13/11 (ID: CFCONT-GM.6) 1.000 0.01 7/18 Free Delivery FIFO LONG TOTAL RETURN SWAP 3,006,270.00 USD NOTIONAL BP MAT NOV 162011 DEAL 5958346 SWAP UNWIND TRADE DATE 07/08/11 AS OF 07/13/11 (ID: SWPBDG-UX-5) (71,000.000) 0.00 it ODD COO CO 7/20 Mrsc Disbursement FUNDS TRANSFERRED FROM ASSET AP/ TO ODA ACir AS REQUESTED J.P.Morgan Account Page 17 of 22 Page 20 of 35 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 14924 SDNY_GM_00284122 EFTA01492270