J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 3/1/10 to 3131/10
Estimated
Trade Settlement Per Unit
Date Date Type Description Quantity Amount Market Cost
Pending Securities Purchased
3131 4/6 Write Option 1RECEIVER SWAPTION CALL (1.000) 136.000.00
10.000000 INTEREST RATE SWAP
STRIKE 4.35% S 30/360 VS. 3ML
EXP DATE 06,30/2010 DEAL 5161946
Total Pending Securities Purchased (519,844,000.00)
Account Page 20 of 24
Page 21 of 31
Confidential Treatment Requested by JPMorgan JPM-SDNY-00010253
Chase
CONFIDENTIAL SDNY_GM_00279451
EFTA01488576