EFTA01488780.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Sett ement Quantity Date Type Description Coat Amount Miscellaneous Debits 5 27 Free Delivery INTEREST RATE SWAP (1.000) 125,000,000 USD NOTIONAL 05/06/2012 PAY: FLOATING RATE USD 3 MONTH LIBOR DEAL 260160350 1.73% REC FIXED, S 30/360 SWAP UNWIND - REF t 260160350 TRADE DATE 05/2910 Total Miscellaneous Debits $0.00 TRADE ACTIVITY Note: S indicates Short Term Realized Gaintoss C indicates Currency Gaintoss Settled transaction was initiated in prior statement period and settled in current statement period Trade Settlement Per Unt Realized Date Date Type Descnption (Wen* Amount Proceeds Tax Cost Gain/Loss Settled Sales/Maturities/Redemptions 4/28 5/3 Sale APOLLO INVESTMENT CORP (19,000.000) 12.27 233,126.99 (235,600.00) (2,473.01) S* 12.32005 234.080.95 BROKERAGE 950.00 TAX 8/OR SEC 3.96 J.P. MORGAN SECURITIES INC. TRADE DATE 04/28/10 4/29 5/5 Sale KANSAS CITY SOUTHERN INDUSTRIES INC (2,000.000) 40.005 80,010.64 (78,000.00) 2,010.64 Se @ 40.056 80,112.00 BROKERAGE 100.00 TAX 8./OR SEC 1.36 J.P. MORGAN SECURITIES INC. TRADE DATE 04/29/10 Page 27 of 56 Confidential Treatment Requested by JPMorgan JPM-SDNY-00010504 Chase CONFIDENTIAL SDNY_GM_00279702 EFTA01488780