J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 5/1110 to 5/31/10
Estimated
Trade Settlement Per Unit
Date Date Type Description Quantity Amount Market Cost
Pending Securities Purchased
5/28 6/2 Write Option 1 RECEIVER SWAPTION CALL (1.000) 545,00000
10,000,000 INTEREST RATE SWAP
STRIKE 4.25% S 30/360 VS 3ML
EXP DATE 06/13(2010 DEAL 5166005
Page 37 of 54
Confidential Treatment Requested by JPMorgan JPM-SDNY-000 11124
Chase
CONFIDENTIAL SDNY_GM_00280322
EFTA01489237