EFTA01489973.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 6/1/10 to 6/30/10 Trade Settlement Per Unit Realized Date Date Type Description Quantity Amount Proceeds Tax Cost Gain/Loss Settled Sates/Maturities/Redemptions 6/21 604 Sale METALS USA HOLDINGS CORP (2,000.000) 15.492 30,984.47 (42,000.00) (11,015.53) S © 15.5425 31,065.00 BROKERAGE 100.00 TAX 8JOR SEC .53 J.P. MORGAN SECURITIES INC. TRADE DATE 06/21/10 6/23 6.•28 Sale PPL CORP (7,500.000) 24.486 183,641.89 (180,000 00) 3.641 89 S 6 24.536 184,020.00 BROKERAGE 375.00 TAX 8JOR SEC 3.11 J.P. MORGAN SECURITIES INC. TRADE DATE 06123110 Total Settled Sales/Maturities/Redemptions $161.764.62 ($1.405.387.50) (S1.370.622.88) S 5127.000.00 C Trade Settlement Per Unit Date Date Type Description Quantity Amount Market Cost Settled Securities Purchased 5.28 62 Write Option 1 RECEIVER SWAPTION CALL (1.000) 545,000.00 545.000 00 ' 10,000,000 INTEREST RATE SWAP STRIKE 4.25% S 30/360 VS 3ML EXP DATE 08/13/2010 DEAL 5166005 WRITTEN OTC CALL NEW SWAPTION DEAL 05106005 TRADE DATE 05/28/10 6/3 6/8 Purchase NF GLOBAL HOLDINGS LTD 12,000.000 7.10 (85,200.00) • 7.10 J.P. MORGAN SECURITIES INC. TRADE DATE 06/03/10 Page 28 of 52 Confidential Treatment Requested by JPMorgan JPM-SDNY-00012105 Chase CONFIDENTIAL SDNY_GM_00281303 EFTA01489973