EFTA01489627.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACC For the Period 6/1/101.I. Trade Settlement Per Unit Realized Date Date Type Dascripdon Quantity Amount Proceeds Tax Cost Gain/Loss Settled Sates/Maturities/Redemptions 6/10 6:15 Sale CENTERPOINT ENERGY INC (4,500.000) 13.018 58,578.97 (58,050.00) 528.97 S CP 13.06777 58,804.97 BROKERAGE 225.00 TAX 8JOR SEC 1.00 J.P. MORGAN SECURITIES INC. TRADE DATE 06/10/10 6:14 6:16 Option Buyback 1 RECEIVER SWAPTION CALL 1.000 521.500 00 (521,500.00) 125,000.00 (396,500.00) S 10,000,000 INTEREST RATE SWAP STRIKE 4.35% S 30/380 VS 3ML EXP DATE 06/14/2010 DEAL 5162475 BUY BACK OTC CALL SWAPTION UNWIND - REF #5162475 TRADE DATE 06/14/10 5/24 6/16 Option Buyback 1 RECEIVER SWAPTON CALL 1.000 882,000.00 (882,000.00) 80,000.00 (802,000.00) S' 10,000,000 INTEREST RATE SWAP STRIKE 4.35% S 30/360 VS 3ML EXP DATE 05/24/2010 DEAL 5163005 BUY BACK OTC CALL SWAPT1ON UNWIND - REF #5163005 TRADE DATE 05/24/10 AS OF 05/26/10 6/15 6/18 Sale LINCOLN NATIONAL CORP (3,500.000) 27.676 96,866.35 (95,375.00) 1,491.35 S a 27.72657 97,043.00 BROKERAGE 175.00 TAX 8/OR SEC 1.65 J.P. MORGAN SECURITIES INC. TRADE DATE 06/15/10 &IS 6/18 Expired Option XAU PUT OPTION 5,000.000 85,000.00 85,000.00 S USD CALL OPTION STRIKE 1,115.00 EXPIRES 6/17/2010 10 01,085 EXPIRATION OF WRITTEN OTC PUT Page 26 of 52 Confidential Treatment Requested by JPMorgan JPM-SDNY-00011739 Chase CONFIDENTIAL SDNY_GM_00280937 EFTA01489627