EFTA01489879.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 6/1/10 to 6/30/10 Estimated Trade Settlement Per Unit Realized Date Date Type Description Quantity Amman Proceeds Tax Coat Gain/Loss Pending Sales, Maturities, Redemptions 6/30 7/2 Option Buyback 1 RECEIVER SWAPTION CALL 1.000 (1,140,500.00) 136,000.00 (1.004,500.00) S 10,000,000 INTEREST RATE SWAP STRIKE 4.35% S 30/360 VS. 3ML EXP DATE 06/3012010 DEAL 5161946 Estimated Trade Settlement Per Unit Date Date Type Description Quantity Amount Market Cost Pending Securities Purchased 6/28 7/1 Purchase FELCOR LODGING LP 1,000,000.000 105.25 (1,052.500.00) 10% OCT 01 2014 DTD 10/012009 6/30 7/2 Write Option 1 RECEIVER SWAPTION CALL (1.000) 1,103,500.00 10,000,000 INTEREST RATE SWAP STRIKE 4.35% S 30/360 VS 3ML EXP DATE 08131/2010 DEAL 5167546 Total Pending Securities Purchased $61,000.00 Page 32 of 52 Confidential Treatment Requested by JPMorgan JPM-SDNY-00012005 Chase CONFIDENTIAL SDNY_GM_00281203 EFTA01489879