J.PMorgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 3/1/10 to 3131/10
Note P indicates position adjusted for Pending Trade Activity
Options Detail
Market Unrealized
Quantity Price Value Premium Gain. Loss
Other
P 1 RECEIVER SWAPTI0N CALL 1 000) )136.000 00) 136,000 00
10.000.000 INTEREST RATE SWAP
STRIKE 4 35% S 39360 VS 3ML
EXP DATE 0690.2010 DEAL 5161946
Underlying Asset Price = $0.00
0TCBDC-TEI•B
Account Page 12 of 24
Page 13 of 31
Confidential Treatment Requested by JPMorgan JPM-SDNY-00010213
Chase
CONFIDENTIAL SDNY_GM_00279411
EFTA01488536