EFTA01489387.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Trade Settlement Per Unit Rested Date Date Type Description Quantity Amount Proceeds Tax Cost GaIn/Loss Settled Sales/Maturities/Redemptions 528 528 Expired Option 1 PAYER SWAPTION CALL (1 SOO, (155.000.00) (155.000.00) S 10,000,000 INTEREST RATE SWAP STRIKE 4.35% S 30/380 VS. 3ML EXP DATE 05128/2010 DEAL 5163388 EXPIRATION OF PURCHASED OTC CALL Total Settled Sales/Maturities/Redemptions $17,439,823.52 ($17.169.700.00) 5677.462.77 S ($364.00090) C Trade Settlement Per Unit Date Date Type Descnption Quantity Amount Market Cost Settled Securities Purchased 427 5/3 Purchase APOLLO INVESTMENT CORP 19,000.000 12.40 (235.800.00) • 12.40 J.P. MORGAN SECURITIES INC. TRADE DATE 04/27/10 4/28 5/4 Purchase KANSAS CITY SOUTHERN INDUSTRIES INC 2.000.000 39.00 (78,000.00) • 3900 J.P. MORGAN SECURITIES INC. TRADE DATE 04/28/10 4/28 94 Purchase SYNOVUS FINANCIAL CORP 100000.000 2.75 (275,000.00) • /a 2.75 J.P. MORGAN SECURITIES INC. TRADE DATE 04/28/10 429 54 WOW Option XPD PUT OPTION (10,000.000) 14.00 140,000.00 • USD CALL OPTION STRIKE 525 EXPIRES 08/02/2010 WRITTEN OTC PUT TRADE DATE 04/29/10 Page 30 of 54 Confidential Treatment Requested by JPMorgan JPM-SDNY-00011387 Chase CONFIDENTIAL SDNY_GM_00280585 EFTA01489387