EFTA01490802.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 7/1/10 to 7/31/10 INFLOWS & OUTFLOWS Setuement Quantity Per Unit Date Type Description Cog Amount Amount 7 28 Option Assignment 1 RECEIVER SWAPT1ON CALL 1.000 4.35 10,000,000 INTEREST RATE SWAP 909,000.00 STRIKE 4.350% S 30/360 VS 3ML EXP DATE 07/26/2010 DEAL 5164964 WRITTEN OTC CALL ASSIGNED TRADE DATE 07/26/10 7/29 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT 32,472,500.000 (5,000,000.00) BUY NOK SELL USD 5,328,602.02 CONTRACT RATE : 6.494500000 TRADE 6/25/10 VALUE 7/29/10 7/Z) Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT (32,47Z500.000) 5,220,239.53 BUY USD SELL NOK (5,328,602.02) CONTRACT RATE : 6.220500000 TRADE 7/23/10 VALUE 7/29/10 7/29 Spot FX SPOT CURRENCY TRANSACTION - BUY 326,400.000 (44,838.24) BUY SEK SELL USD 44,838.24 EXCHANGE RATE 7.279500000 DEAL 07/28/10 VALUE 07/29/10 Total Inflows & Outflows $60,732.66 Page 25 of 43 Confidential Treatment Requested by JPMorgan JPM-SDNY-00012958 Chase CONFIDENTIAL SDNY_GM_00282156 EFTA01490802