EFTA01489316.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 931/10 Trade Settlement Per Unit Date Date Type Descnption Quantity Amount Market Coat Settled Securities Purchased 5/11 5/27 1Mite Option TO REVERSE ENTRY OF 06/1312010 95,000,000.000 0.005 (470.000.00) JPY CALL USD PUT FX EUROPEAN STYLE OPTION MAY 11, 2011 693.50 CTS KI © 81.50 WRITTEN FX OPTION CALL 95,000,000.00 JPY PUT 10,000600.00 USD TRADE DATE 05/11/10 AS OF 05/13/10 511 5/27 Wdte Option JPY CALL USD PUT (935,000,000.000) 0.001 470,000.00 FX EUROPEAN STYLE OPTION MAY 11, 2011 693.5 WRITTEN FX OPTION CALL 935,000,000.00 JPY PUT 10,000,000.00 USD TRADE DATE 05/11/10 AS OF 05/13/10 Total Settled Securities Purchased (311,026,947.60) Estimated Trade Settlement Per Unit Realized Date Date Type Desorption Quantity Amount Proceeds Tax Cost Gain.Loss Pending Sales, Maturities, Redemptions 5/28 6/2 Option Buyback 1 RECEIVER SWAPT1ON CALL 1.000 (380.000 00) 113,000 00 (267.000 00) S 10600,000 INTEREST RATE SWAP STRIKE 4.25% S 30/360 VS 3ML EXP DATE 05/28/2010 DEAL 5163369 Page 36 of 54 Confidential Treatment Requested by JPMorgan JPM-SDNY-00011231 Chase CONFIDENTIAL SDNY_GM_00280429 EFTA01489316