J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT
For the Period 5/1/10 to 5/31/10
Market Unrealized
Quarnt, Price Value Premium Gain/Loss
Other
P 1 RECEIVER SWAPTION CALL 1.00 NIA
10.000.000 INTEREST RATE SWAP
STRIKE 4.25% S 30/360 VS 3ML
EXP DATE 0926/2010 DEAL 5163369
Underlying Asset Price = $0.00
OTCBDC-TE-Y
Total Other (5.004.000) ($1.849A17.20) ($1.800.000.00) (549.417.20)
Account W23560001 Page 15 of 58
Page 19 of 65
Confidential Treatment Requested by JPMorgan JPM-SDNY-00010878
Chase
CONFIDENTIAL SDNY_GM_00280076
EFTA01489055