EFTA01490970.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 7/1/10 to 7/31/10 INFLOWS & OUTFLOWS Se6' emet: Quantity Per Unit Date Ty Pe Description Cog Amount Amount 7 '6 Receipt of Assets INTEREST RATE SWAP 1.000 10,000,000 USD NOTIONAL 7116/2040 REC: FLOATING RATE USD 3 MONTH UBOR DEAL 5168074 4.35% PAY FIXED, S 30/360 NEW SWAP 05168074 RESULTING FROM PHYSICAL SETTLEMENT OF SWAPTION DEAL 05166836 JPMORGAN CHASE BANK TRADE DATE 07/14/10 7/16 Interest Income JPM CHASE CAPITAL XXIX 800,000.000 0.423 338,722.40 6.7% PFD © 0.423403 PER SHARE AS OF 07/02/10 7/16 Accrued Interest Paid PETROLEOS DE VENEZUELA S 2,500,000.000 0011 (26,541.67) 4.9% OCT 28 2014 DID 10/28/2009 HELD BY EUROCLEAR ISIN:XS0480548442 SEDOL:B5882G7 7,16 Option Assignment 1RECEIVER SWAPT1ON CALL 1.000 4.35 10,000.000 INTEREST RATE SWAP 561,500.00 STRIKE 4.35% S 30/360 VS 3ML EXP DATE 07/14/2010 DEAL 5166838 WRITTEN OTC CALL ASSIGNED TRADE DATE 07/14/10 7,23 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT 457,000,000.000 (10.000,000.00) BUY 1NR SELL USD 9,736,869.85 CONTRACT RATE : 45.700000000 TRADE 6421/10 VALUE 7/23/10 Page 23 of 43 Confidential Treatment Requested by JPMorgan JPM-SDNY-00013132 Chase CONFIDENTIAL SDNY GM_00282330 EFTA01490970