EFTA01490219.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT For the Period WI/I0 to 6/30/10 INFLOWS & OUTFLOWS Settlement Quantity Per Unit Date Type Description Cost Amount Amount 630 Interest Income TO ADJUST INTEREST PREVIOUSLY PAID (3 91) ON CASH BALANCES BASED ON THE FOLLOWING TRANSACTION ACTIVITY ORIGINAL ADJUSTED TRANSACTION TRAN DATE VALUE DATE AMOUNT 6/15/10 5/26/10 88,000.00 6/16/10 5/26/10 882,000.COD AS OF 06/01/10 Total Inflows 8 Outflows $232,607.77 TRADE ACTIVITY Note. S indicates Short Term Realized Gain/Loss C indicates Cadency 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 Gain/Loss Settled Sales/Maturities/Redemptions 5/28 6/2 Option Buyback 1RECEIVER SWAPTION CALL 1.000 380O00.00 (380.000.00) 113,000 00 (267.000.00) S• 10.0O0.000 INTEREST RATE SWAP STRIKE 4.25% S 30/360 VS 3ML EXP DATE 05/28/2010 DEAL 5163369 BUY BACK OTC CALL SWAPTION UNWIND - REF 45163369 TRADE DATE 05/28/10 Page 23 of 52 Confidential Treatment Requested by JPMorgan JPM-SDNY-00012360 Chase CONFIDENTIAL SDNY_GM_00281558 EFTA01490219