EFTA01490928.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 7/1/10 to 7/31/10 INFLOWS & OUTFLOWS Se!" eme6' Quantity Per Unit Date Type Description Cos( Amount Amount ; 6 Interest Income TO REVERSE ENTRY OF 07/02/2010 800,000.000 0.419 (335 000 00) JPM CHASE CAPITAL XXIX 6.7% PFD 0.41875 PER SHARE AS OF 07/02/10 Receipt of Assets INTEREST RATE SWAP 1.000 10.000.000 USD NOTIONAL 7/16/2040 REC: FLOATING RATE USD 3 MONTH LIBOR DEAL 5168074 4.35% PAY FIXED, S 30/360 NEW SWAP 95168074 RESULTING FROM PHYSICAL SETTLEMENT OF SWAPTION DEAL #5166838 JPMORGAN CHASE BANK TRADE DATE 07/14/10 7/16 Interest Income JPM CHASE CAPITAL XXIX 800,000.000 0.423 338,722.40 6.7% PFD 0.423403 PER SHARE AS OF 07/02/10 7/16 Accrued Interest Paid PETROLEOS DE VENEZUELA S 2,500,000.000 0.011 (28,541.87) 4.9% OCT 28 2014 DTD 1W282009 HEW BY EUROCLEAR ISIN:XS0460548442 SEDOL:B5B82G7 7/16 Option Assignment 1 RECEIVER SWAPTION CALL 1.000 4.35 10,000,000 INTEREST RATE SWAP 561,500.00 STRIKE 4.35% S 30/360 VS 3ML EXP DATE 07/142010 DEAL 5166838 WRITTEN OTC CALL ASSIGNED TRADE DATE 07/14/10 Page 23 of 43 Confidential Treatment Requested by JPMorgan JPM-SDNY-000 13088 Chase CONFIDENTIAL SDNY_GM_00282286 EFTA01490928