J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 5/1/10 to 5/31/10
Estimated
Trade Settlement Per Unit Realized
Date Date Type Description Quantity Amount Proceeds Tax Coat Gain/Loss
Pending Sales, Maturities, Redemptions
5/28 6/2 Option Buyback 1 RECEIVER SWAPTION CALL 1.000 (380,000.00) 113,000.00 (287,000.00) S
10,000,000 INTEREST RATE SWAP
STRIKE 4.25% S 30/380 VS 3ML
EXP DATE 05128/2010 DEAL 5183369
Estimated
Trade Settlement Per Unit
Date Date Type Descripdon Quantity Amount Market Cost
Pending Securities Purchased
5/28 6/2 Wide Option 1RECEIVER SWAPT1ON CALL (1.000) 545,000.00
10,000,000 INTEREST RATE SWAP
STRIKE 4.25% S 30/360 VS 3ML
EXP DATE 08/13/2010 DEAL 5186005
Page 38 of 56
Confidential Treatment Requested by JPMorgan JPM-SDNY-00010515
Chase
CONFIDENTIAL SDNY_GM_00279713
EFTA01488789