EFTA01490379.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 6/1/10 to 6/30/10 TRADE ACTIVITY Note. S indicates Short Term Realized Gain/Loss C indicates Currency Gain/Loss Settled transaction was initiated in prior statement period and settled in current statement period Trade Settlement Per Unit Realized Date Date Type Description Quantity Amount Proceeds Tax Cost GaIntoss Settled Sales/Maturities/Redemptions 5 28 6/2 Option Buyback 1 RECEIVER SWAP710N CALL 1.000 sawoo.00 (380,000.00) 113,000.00 (257,000.00) S' 10.000.000 INTEREST RATE SWAP STRIKE 4.25% S 30/360 VS 3ML EXP DATE 05/28/2010 DEAL 5163369 BUY BACK OTC CALL SWAPTION UNWND - REF 85163369 TRADE DATE 05/28/10 6/3 6/7 Sell Option EUR PUT USD CALL (8,032,128.510) 0.077 619,000.00 (495,000.00) 124,000.00 C FX EUROPEAN STYLE OPTION MAY 13, 2011 Q 1.245 RESALE OF PURCHASED FX OPTION TRADE DATE 06/03/10 6/3 6/7 Option Buyback EUR CALL USD PUT 8,032,128.510 0.055 (442,750.00) 495,000.00 52,250.00 C FX EUROPEAN STYLE OPTION MAY 13, 2011 Q 1.245 KI Q1.38 REPURCHASE OF WRITTEN FX OPTION TRADE DATE 06/03/10 6:3 6/7 Option Buyback EUR CALL USD PUT 6,932,409.000 0.076 (529,250.00) 495,000.00 (3425040) C FX EUROPEAN STYLE OPTION MAY 13, 2011 Q 1.4425 K1O1.63 REPURCHASE OF WRITTEN FX OPTION TRADE DATE 06/03/10 Accoun tge25054 Page 29 of 70 Confidential Treatment Requested by JPMorgan JPM-SDNY-00012524 Chase CONFIDENTIAL SDNY_GM_00281722 EFTA01490379