EFTA Document EFTA01492831

FINANCIAL TRUST COMPANY INC ACCT. a1 For the Period 2/1/12 to 2/29/12 Portfolio Activity Detail - U S Dollar INFLOWS & OUTFLOWS Type Settle Date Selection Method Description Cod Quantity Per Unit Amount Amount 2/1 Interest Income DEPOSIT SWEEP INTEREST FOR JAN. .01% RATE ON NET AVG COLLECTED BALANCE OF $20,870,797.17 AS OF 0201/12 2/1 Spot FX SPOT CURRENCY TRANSACTION - SELL BUY USD SELL (595,420.000) MS EXCHANGE RATE 4.358000000 DEAL 01/30/12 (138,349.11) VALUE 02/01/12 (ID: OARSPR-AA-9) 2/2 Misc Receipt FUNDS TRANSFERRED FROM PRN NV/ 078805001 TO PRN NCO W23560001 PHONE INSTRUCTIONS FROM CLIENT 199.52 136826.89 533.32 2/2 Accrued Int Paid SOUTHERN CAL EDISON 61/4% DEC 31 2049 DTD 5,000,000.000 0.003 (13,020.83) 01/17/2012 02 99.739 JP MORGAN SECURITIES LLC 0.00 (BIDL) TRADE DATE 01/30/12 (ID: 842400-FU-2) 2/3 Receipt of Assets LONG TOTAL RETURN SWAP 4,044,412.80 USD NOTIONAL APPLE INC MAT FEB OS 2013 DEAL 9986782 TRADE DATE 01/31/12 (ID: SWPBDP-MH-9) 8,880.000 0.00 2/3 Free Delivery LONG TOTAL RETURN SWAP 3,007,792.80 USD (8,860.000) FIFO NOTIONAL APPLE INC MAT FEB 03 2012 DEAL 6505432 0.00 SWAP UNWIND TRADE DATE 01/31/12 (ID: SYVPBOH-AY-3) 2/3 Mitt Receipt LONG TOTAL RETURN SWAP 3,007,792.80 USD NOTIONAL APPLE INC MAT FEB 03 2012 DEAL 8505432 SWAP UNWIND (ID: SVVPBDHAY-3) 1,027,921.33 2/6 FX Fwd Contract SETTLE FORWARD CURRENCY CONTRACT BUY SOD SELL 3,183,000.000 (2,500,000.00) USD CONTRACT RATE :1.273200000 TRADE 11/02/11 2,547,01128 VALUE 2106/12 (JD: OSGDPR-AA-5) JP Morgan Account Page 19 of 33 Consolidated Statement Page 22 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 15648 SDNY_GM_00284846 EFTA01492831