EFTA01489115.pdf

J.PMorgan FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 5/1/10 to 5/31/10 INFLOWS & OUTFLOWS Settlement Quantity Per Unit Date TYPe Description Cost Amount Amount 5/20 Misc. Receipt INTEREST RATE SWAP 5,215.67 14,050,000 USD NOTIONAL V15/2040 REC: FLOATING RATE USD 3 MONTH LIBOR DEAL 254307367 4.45653% PAY FIXED, S 30/360 IR SWAP NET PAYMENT FIXED -0.00.5,215.67 LIBOR AS OF 05/17/10 5/20 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT (15,998,998.500) 171,121.60 BUY USD SELL JPY (178,649.97) CONTRACT RATE : 93.494900000 TRADE 4/14/10 VALUE 5/20/10 5/20 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT (17,850,000.000) 191,244.62 BUY USD SELL JPY (199,318.85) CONTRACT RATE : 93.335900000 TRADE 4/14/10 VALUE 5/20/10 5/20 Accrued Interest Received U S A NOTES 15,000,000.000 0.012 180,145.03 4 5/8% FEB 15 2040 DTD 02/16/2010 5/26 Option Assignment MACERICH CO 220.000 40.00 CALL OPTION MAY 10 40 43.339.25 COVERED CALL ASSIGNED TRADE DATE 05/21/10 5/26 Accrued Interest Paid FORD MOTOR CREDIT CO LLC 5,000,000.000 0.011 (55,070.00) FLOATING RATE NOTE JUN 15 2011 DTD 03/15/2007 Page 24 of 54 Confidential Treatment Requested by JPMorgan JPM-SDNY-00010949 Chase CONFIDENTIAL SDNY_GM_00280147 EFTA01489115