J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 5/1/10 to 5/31/10
INFLOWS & OUTFLOWS
Set meat Quantity Per Unit
Date Tyoe Description Cog Amount Amount
Free Del er v INTEREST RATE SWAP (1.000)
125.000.000 USD NOTIONAL 04/30/2012
PAY: FLOATING RATE USD
3 MONTH LIBOR DEAL 257872357
1.7525% REC FIXED, S 30/360
SWAP UNWIND - REF # 257872357
TRADE DATE 05/25/10
5/27 Free Delivery MEREST RATE SWAP (1.000)
125,000,000 USD NOTIONAL 05/08/2012
PAY: FLOATING RATE USD
3 MONTH LIBOR DEAL 260160350
1.73% REC FIXED, S 30/360
SWAP UNWIND - REF # 260160350
TRADE DATE 05/25/10
5/27 Misc. Receipt INTEREST RATE SWAP 273,000.00
125,000.000 USD NOTIONAL 04/30/2012
PAY: FLOATING RATE USD
3 MONTH LIBOR DEAL 257872357
1.7525% REC FIXED, S =360
SWAP UNWIND - REF #257872357
- TOTAL CASHFLOW IS PRINCIPAL
5/27 Misc. Receipt INTEREST RATE SWAP 227,000.00
125.000.000 USD NOTIONAL 05/06/2012
PAY: FLOATING RATE USD
3 MONTH UEIOR DEAL 260160350
1.73% REC FIXED, S 30/360
SWAP UNWIND - REF # 260160350
- TOTAL CASHFLOW IS PRINCIPAL
Total Inflows & Outflows (3904,278.14)
Page 25 of 54
Confidential Treatment Requested by JPMorgan JPM-SDNY-00010392
Chase
CONFIDENTIAL SDNY_GM_00279590
EFTA01488696