EFTA01491608

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 8/1/10 to 8/31/10 INFLOWS & OUTFLOWS SetCemeat Quantity Per Unit Date Ty Pe Description Cost Amount Amount Receipt of Assets INTEREST RATE SWAP 1.000 10000,000 USD NOTIONAL 08/17/2040 REC: FLOATING RATE USD 3M LIBOR DEAL 5170412 4.25% PAY FIXED, SA 30/380 NEW SWAPS 5170412 RESULTING FROM PHYSICAL SETTLEMENT OF SWAPTION DEALS 5166005 TRADE DATE 08/13/10 8,17 Option Assignment I RECEIVER SWAPTION CALL 1.000 4.25 10,000,000 INTEREST RATE SWAP 545,000.00 STRIKE 4.25% S 30/360 VS 3ML EXP DATE 08/13/2010 DEAL 5166005 WRITTEN OTC CALL ASSIGNED TRADE DATE 08/13/10 8/19 Free Delivery INTEREST RATE SWAP (1.000) 10,000,000 USD NOTIONAL 07/28/2040 REC: FLOATING RATE USD 3 MONTH LIBOR DEAL 5168723 4.35% PAY FIXED, S 301360 SWAP UNWIND - REF a 5168723 TRADE DATE 08/16/10 AS OF 08/18/10 Account aye 22 of 42 Page 26 of 56 Confidential Treatment Requested by JPMorgan JPM-SDNY-000 13871 Chase CONFIDENTIAL SDNY_GM_00283069 EFTA01491608