J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 5/1110 to 5131/10
Estimated
Trade Settlement Per Unit
Date Date Type Description Quantity Amount Market Cost
Pending Securities Purchased
5/28 6/2 Write Option 1RECEIVER SWAPTION 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 5166005
Page 37 of 54
Confidential Treatment Requested by JPMorgan JPM-SDNY-00010962
Chase
CONFIDENTIAL SDNY_GM_00280160
EFTA01489125