J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 4/1/10 to 4/30/10
Market Unrealized
Quantity Price Value Premium Gain/Loss
Other
I RECEIVER SWAPTION CALL (1.000) 1.00 (239,762.78) (125,000.00) (114,762.78)
10,000,000 INTEREST RATE SWAP
STRIKE 4.35% S 30/360 VS 3ML
EXP DATE 06/14/2010 DEAL 5162475
Underlying Asset Price = $ax
OTCBDC-TC•N
Total Other (6644,860.99) (8488000.00) ($88,880.99)
Account Page 16 of 43
Page 17 of 49
Confidential Treatment Requested by JPMorgan JPM-SDNY-00010281
Chase
CONFIDENTIAL SDNY_GM_00279479
EFTA01488602