EFTA01489386.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 INFLOWS & OUTFLOWS Setuement Quantity Per Unit Date Type Description Cog Amount Amount 5 2.0 Misc. Receipt INTEREST RATE SWAP 5,215.67 14,050,000 USD NOTIONAL 2/15/2040 REC: FLOATING RATE USD 3 MONTH LIBOR DEAL 254307387 4.45853% PAY FIXED, S 30/380 IR SWAP NET PAYMENT FIXED .0.00 + 5,215.87 LIBOR AS OF 05/17/10 5/20 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT (15,998,998.500) 171,121.80 BUY USD SELL JPY (178,849.97) CONTRACT RATE : 93.494900000 TRADE 4/14/10 VALUE 5/20/10 5/20 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT (17,850,000.000) 191244.82 BUY USD SELL JPY (199,318.85) CONTRACT RATE : 93.335900000 TRADE 4/14/10 VALUE 5/20/10 5/20 Accrued Interest Received U S A NOTES 15,000,000.000 0.012 180,145.03 4 5/8% FES 15 2040 DTD 02/18/2010 5:26 Option Assignment MACERICH CO 220.000 40.00 CALL OPTION MAY 10 e 40 43,339.25 COVERED CALL ASSIGNED TRADE DATE 05121/10 5/26 Accrued Interest Paid FORD MOTOR CREDIT CO LLC 5,000,000.000 0.011 (55070.00) FLOATING RATE NOTE JUN 15 2011 DM 03/15/2007 Page 24 of 54 Confidential Treatment Requested by JPMorgan JPM-SDNY-00011381 Chase CONFIDENTIAL SDNY_GM_00280579 EFTA01489386