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EFTA Document EFTA01489667EFTA Document EFTA01489669
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sd-10-EFTA01489668Dept. of JusticeOther

EFTA Document EFTA01489668

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 6/1/10 to 6/30/10 Quantity Price Estimated Value Cost Adjusted Estimated Original Gain/Loss Accruals Swaps CLP SWAP - CLP NOTL 13,000,000,000 MD 3/29/12 TD 3125/10, START D 3/29/11 PAY FLOAT CLP OIS ANN ACT/360 4.15% REC FIX, DEAL #254489072 N/O Client SWPBDE-JB-1 1.000 1.00 (54.941 54) N/A LONG TOTAL RETURN SWAP 4,775,970.00 USD NOTIONAL GOLDMAN SACHS GRP INC MAT APR 29 2011 DEAL 5508960 N/O Client SVVPBDE

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Dept. of Justice
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sd-10-EFTA01489668
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J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 6/1/10 to 6/30/10 Quantity Price Estimated Value Cost Adjusted Estimated Original Gain/Loss Accruals Swaps CLP SWAP - CLP NOTL 13,000,000,000 MD 3/29/12 TD 3125/10, START D 3/29/11 PAY FLOAT CLP OIS ANN ACT/360 4.15% REC FIX, DEAL #254489072 N/O Client SWPBDE-JB-1 1.000 1.00 (54.941 54) N/A LONG TOTAL RETURN SWAP 4,775,970.00 USD NOTIONAL GOLDMAN SACHS GRP INC MAT APR 29 2011 DEAL 5508960 N/O Client SVVPBDE

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Text extracted via OCR from the original document. May contain errors from the scanning process.
J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 6/1/10 to 6/30/10 Quantity Price Estimated Value Cost Adjusted Estimated Original Gain/Loss Accruals Swaps CLP SWAP - CLP NOTL 13,000,000,000 MD 3/29/12 TD 3125/10, START D 3/29/11 PAY FLOAT CLP OIS ANN ACT/360 4.15% REC FIX, DEAL #254489072 N/O Client SWPBDE-JB-1 1.000 1.00 (54.941 54) N/A LONG TOTAL RETURN SWAP 4,775,970.00 USD NOTIONAL GOLDMAN SACHS GRP INC MAT APR 29 2011 DEAL 5508960 N/O Client SVVPBDE-TJ-3 30,000.000 28.15 (844,533.99) N/A LONG TOTAL RETURN SWAP 3,208,420 USD NOTIONAL GOLDMAN SACHS GRP INC MAT APRIL 28 2011 DEAL 5499085 N/0 Client SVVPBOE-WG-5 20.000.000 29.39 (587,792.03) N/A SX6E DIVIDEND SWAP FIXED STRIKE EUR 112.10 NUMBER OF BASKET 89,206 MAT DEC 16 2011 DEAL 4444220 N/0 Client SWPBDE-PR-9 EUR 89,206.000 19.34 (1,724,907.83) N/A Page 18 of 52 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 11783 SDNY_GM_00280981 EFTA01489668

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Phone4444220
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Phone5499085
Phone5508960

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J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT Other Assets Detail For the Period 7/1/10 to 7/31/10 Quantity Price Cost Estimated Adjusted Estimated Gaintoss Accruals Value Original Swaps INTEREST RATE SWAP 10,000,000 USD NOTIONAL 7/162040 REC: FLOATING RATE USD 3 MONTH LIBOR DEAL 5168074 4.35% PAY FIXED, S 30/360 N/O Client SWPBDF-HL-8 1.000 1.00 (1.240.985 44) N!A INTEREST RATE SWAP 10,000,000 USD NOTIONAL 07/28/2040 REC: FLOATING RATE USD 3 MONTH LIBOR DEAL 5168723

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J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 8/1/10 to/IP Portfolio Activity Detail - U S Dollar INFLOWS & OUTFLOWS Settlement Date Type Description Quantity Per Unit Cost Amount Amount 8(2 Corporate Interest FORD MOTOR CREDIT CO 7 3/8% FEB 1 2011 0101/30/2001 8(2 Interest Income DEPOSIT SWEEP INTEREST FOR JULY @ 03% RATE ON NET AVG COLLECTED BALANCE OF $20,291055.07 AS OF 08101110 815 Misc. Disbursement LONG TOTAL RETURN SWAP 4,775,970.00 USD NOTIONAL

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J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 5/1110 to 5/31/10 Portfolio Activity Detail - U S Dollar INFLOWS & OUTFLOWS Settlement Date Type Description O Cott Per Unit Amount Amount 5/3 Interest Income DEPOSIT SWEEP INTEREST FOR APR.. .03% RATE ON NET AVG COLLECTED BALANCE OF $31,396,909.44 AS OF 05/01/10 5/4 Receipt of Assets LONG TOTAL RETURN SWAP 4,775,970.00 USD NOTIONAL GOLDMAN SACHS GRP INC MAT APR 29 2011 DEAL 5508960 JPMORGAN CHASE BANK

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J.P.Morgan INFLOWS & OUTFLOWS FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Se!!' emet: Date Tyoe Description Quantity — 0Wt Per Unit Amount Amount 0 5/14 Sun! P X SPOT CURRENCY TRANSACTION BUY GBP SELL USD EXCHANGE RATE 1.489500000 DEAL 05/06/10 VALUE 05/10/10 -BUY 114,800.000 170.994.60 5,000,000.000 0.018 (170,994 60) 87,500.00 Corporate littoral CIT GROUP INC 7% MAY 01 2016 DTD 11/04/2009 AS OF 05/10/10 Receipt of Assets LONG TOTAL RETURN

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J.P.Morgan INFLOWS & OUTFLOWS FINANCIAL TRUST COMPANY INC ACCT. For the Period 7/1/10 to 7/31/10 Se!!. emet: Date Ty Pe Descoplion Quantity Per Unit Amount Cost Amount Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT 457,000,000.000 (10.000.000 00) BUY INR SELL USD 9.736.869.85 CONTRACT RATE : 45.700000000 TRADE 6/21/10 VALUE 7/23/10 7 23 Spot FX SPOT CURRENCY TRANSACTION - SELL (457.000.000.000) 9.682.203 38 BUY USD SELL INR (9.736.869.85) EXCHANGE RATE 47,2000

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J.P.Morgan FINANCIAL TRUST COMPANY INC ACCTI For the Period 4/1/10 to 4/31110 Quin* Pnce Estimated Value Estimated Cost Gain/Loss Swaps INTEREST RATE SWAP 14,050,000 USD NOTIONAL 2/15/2040 REC: FLOATING RATE USD 3 MONTH LIBOR DEAL 254307367 4.45653% PAY FIXED. S 30/360 N/O Client SWPBDE-HD-9 1.000 1.00 (460,27622) N/A INTEREST RATE SWAP 125,000,000 USD NOTIONAL 04/30/2012 PAY: FLOATING RATE USD 3 MONTH LIBOR DEAL 257872357 1.7525% REC FIXED, S 30/360 N/0 Client SVVPBD

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