EFTA01491442.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 8/1/10 to 8/31/10 INFLOWS & OUTFLOWS Setuement Quantity Per Unit Date Type Description Cost Amount Amount Option Assignment 1RECEIVER SWAPTION CALL 1.000 4.25 10,000,000 INTEREST RATE SWAP 546000.00 STRIKE 4.25% S 30/360 VS 3ML EXP DATE 08/13/2010 DEAL 5166005 WRITTEN OTC CALL ASSIGNED TRADE DATE 08/13/10 8/19 Free Delivery INTEREST RATE SWAP (1.000) 10,000,000 USD NOTIONAL 07282040 REC: FLOATING RATE USD 3 MONTH LIBOR DEAL 5168723 4.35% PAY FIXED. S 301360 SWAP UNWIND - REF 0 5168723 TRADE DATE 08/16/10 AS OF 06/18/10 8/19 Free Delivery INTEREST RATE SWAP (1.000) 10800.000 USD NOTIONAL 08/17/2040 REC: FLOATING RATE USD 3M LIBOR DEAL 5170412 4.25% PAY FIXED, SA 30/360 SWAP UNWIND - REF 0 5170412 TRADE DATE ow ait0 AS OF 08/18110 8/19 Misc. Disbursement INTEREST RATE SWAP (2,085.614.58) 10,000,000 USD NOTIONAL 07/28/2040 REC: FLOATING RATE USD 3 MONTH UBOR DEAL 5168723 4.35% PAY FIXED. S 30/360 SWAP UNWIND - REF 0 5168723 - UNWIND PRINCIPAL AS OF 08/18n0 Page 21 of 39 Confidential Treatment Requested by JPMorgan JPM-SDNY-000 13664 Chase CONFIDENTIAL SDNY_GM_00282862 EFTA01491442