EFTA01488775.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Settlement Quantity Date Type Description Coat Amount Contributions 5/20 Misc. Receipt INTEREST RATE SWAP 5,215.67 14,050,000 USD NOTIONAL 2/15/2040 REC: FLOATING RATE USD 3 MONTH UBOR DEAL 254307367 4.45653% PAY FIXED, S 30/360 IR SWAP NET PAYMENT FIXED -0.00 + 5,215.67 LIBOR AS OF 05/17/10 5/27 Misc. Receipt INTEREST RATE SWAP 273,000.00 125,000,000 USD NOTIONAL 04/30/2012 PAY: FLOATING RATE USD 3 MONTH UBOR DEAL 257872357 1.7525% REC FIXED, S 30/360 SWAP UNWIND - REF 0257872357 - TOTAL CASHFLOW IS PRINCIPAL 5/27 Misc. Receipt INTEREST RATE SWAP 227,000.00 125,000,000 USD NOTIONAL 05/08/2012 PAY: FLOATING RATE USD 3 MONTH UBOR DEAL 260160350 1.73% REC FIXED, S 30/360 SWAP UNWIND- REF 0260160350 - TOTAL CASHFLOW IS PRINCIPAL Total Contributions S505,215.67 Foreign Exchange - Inflows 5/7 Spot FX SPOT CURRENCY TRANSACTION - SELL (13,000.000) 16 668 60 BUY USD SELL EUR (16,724.50) EXCHANGE RATE 1.282200000 DEAL 05/05/10 VALUE 05107/10 Page 22 of 56 Confidential Treatment Requested by JPMorgan JPM-SDNY-00010499 Chase CONFIDENTIAL SDNY_GM_00279697 EFTA01488775