EFTA01489064.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 INFLOWS & OUTFLOWS SetCemeat Quantity Per Unit Date Ty Pe Description Cog Amount Amount Receipt of Assets USE DIVIDEND SWAP 50,000.000 FIXED STRIKE EUR 100.00 NUMBER OF BASKET 50,000 MAT DEC 21 2012 DEAL 4458693 JPMORGAN CHASE BANK TRADE DATE 05113/10 5/20 Free Delivery INTEREST RATE SWAP (1.000) 14.050,000 USD NOTIONAL 2/15/2040 REC: FLOATING RATE USD 3 MONTH LIBOR DEAL 254307367 4.45653% PAY FIXED, S 30/360 SWAP UNWIND -REF 0254307367 JPMORGAN CHASE BANK TRADE DATE 05118/10 5/20 Misc. Disbursement INTEREST RATE SWAP (938,158.14) 14.050,000 USD NOTIONAL 2/15/2040 REC: FLOATING RATE USD 3 MONTH LIBOR DEAL 254307367 4.45653% PAY FIXED, S 30/360 SWAP UNWIND -REF 0254307367 -UNWIND PRINCIPAL Misc. Disbursement INTEREST RATE SWAP (91,841.86) 14,050,000 USD NOTIONAL 2/15/2040 REC: FLOATING RATE USD 3 MONTH LIBOR DEAL 254307367 4.45653% PAY FIXED, S 30/360 SWAP UNWIND -REF 0254307367 -UNWIND ACCRUED Account W23560001 Page 24 of 58 Page 28 of 65 Confidential Treatment Requested by JPMorgan JPM-SDNY-000 10887 Chase CONFIDENTIAL SDNY_GM_00280085 EFTA01489064