FINANCIAL TRUST COMPANY INC ACCT. For the Period 8/1/11 to 8/31/11 Portfolio Activity Detail - U S Dollar INFLOWS & OUTFLOWS Type Settle Date Selection Method Description Quantity Per Unit Amount Amount 8/1 Interest Income 811 DEPOSIT SWEEP INTEREST FOR JULY .03% RATE ON NET AVG COLLECTED BALANCE OF $5,372,503.07 AS OF 08/01111 Interest Income CITIGROUP CAPITAL XIII 7 7/8% PFD @ 0.492187 PER SHARE (ID: 173080-20-1) 30.000.000 136.89 0.492 14,765.61 8/3 Misc Disbursement LONG TOTAL RETURN SWAP 3,007,792.80 USD NOTIONAL APPLE INC MAT FEB 03 2012 DEAL 6505432 SWAP RESET PAYMENT (ID: SWPB0H-AY-3) (7,480.97) 8/8 Accrued Int Reed AMR CORP CV 6 1/4% OCT 15 2014 DTD 09/28/2009 (ID: 001765-BC-9) 1,000,000.000 0.02 19,618.06 8/10 Corporate Interest CIT GROUP INC 144A 7% MAY 02 2016 JUN 15 2011 (ID: 125581•FZ-6) 5,000,000.000 0.011 53,472.22 8/15 Accrued Int Paid BANK OF AMERICA CORP 8118% PFD STK DEC 29 2049 DTD 04/30/20080 87.65 JP MORGAN SECURITIES LLC (BIDL) TRADE DATE 08/10(11 (ID: 06050543T-8) 8/16 FX Fwd Contract 1,000,000.000 0.00 0.02 (20,312.50) SETTLE FORWARD CURRENCY CONTRACT BUY INR SELL 457 000.003.000 (10,079,400.09) USD CONTRACT RATE : 45.340000000 TRADE 5/11/11 10,069,406.19 VALUE 8/16/11 (ID: 0INRPR-M-8) 8/16 FX Fwd Contract SETTLE FORWARD CURRENCY CONTRACT BUY SGD SELL USD CONTRACT RATE :1.232131000 TRADE 5/11/11 VALUE 8/16/11 (ID: 0SGDPRAA-5) 12,679,500.000 10,553,937.07 (10,290,707.73) 8/18 FX Fwd Contract SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL (457,000,000.000) INR CONTRACT RATE : 45.230000000 TRADE 8/09111 (10,069,406.19) VALUE Men 1 (ID: 0INRPR-AA-8) 10,103,913.33 JP Morgan Account Page 18 of 26 Page 21 of 34 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00015001 SDNY_GM_00284199 EFTA01492314