J.P. Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 5/1/10 to 5/31/10
Trade Settlement Per UM Realized
Date Date Type Description Quantity Amount Proceeds Tax Coat GaINLoss
Settled Sales/Maturities/Redemptions
5/28 5/28 Expired Option 1PAYER SWAPTION CALL (1.000) (155,000.00) ss coo oo, s
10,000,000 INTEREST RATE SWAP
STRIKE 4.35% S 30/360 VS. 3ML
EXP DATE 05/28/2010 DEAL 5163368
EXPIRATION OF PURCHASED OTC CALL
Total Settled Sales/Maturities/Redemptions S17,439,823.52 ($17,169.700.00) $677.462.77 S
($364.000.00) C
Trade Settlement Per Unit
Date Date Type Description Quantity Amount Market Cost
Settled Securities Purchased
4/27 5/3 Purchase APOLLO INVESTMENT CORP 19.000.000 12.40 (235.600.00) •
(a 12.40
J.P. MORGAN SECURMES INC.
TRADE DATE 04/27/10
4128 5/4 Purchase KANSAS CITY SOUTHERN INDUSTRIES INC 2,000.000 39.00 (78,000.00) •
(0 39.00
J.P. MORGAN SECURITIES INC.
TRADE DATE 04/28/10
4/28 5/4 Purchase SYNOVUS FINANCIAL CORP 100,000.000 2/5 (275,000.00) •
(a 2.75
J.P. MORGAN SECURITIES INC.
TRADE DATE 04/28/10
4/29 5/4 Write Option XPD PUT OPTION (10,000.000) 14.00 140,000.00 •
USD CALL OPTION STRIKE 525
EXPIRES 06/02/2010
WRITTEN OTC PUT
TRADE DATE 04/29/10
Page 30 of 54
Confidential Treatment Requested by JPMorgan JPM-SDNY-00010955
Chase
CONFIDENTIAL SDNY_GM_00280153
EFTA01489120