EFTA01489562.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 Sales/Maturities/Redemptions 5O4 6/15 Option Buyback TO REVERSE ENTRY OF 06126/2010 (1.000) 88,000.00 88,000.00 (80,000.00) 8,000.00 S. 1 RECEIVER SWAPTION CALL 10,000,000 INTEREST RATE SWAP STRIKE 4.35% S 301360 VS 3ML EXP DATE 05/24/2010 DEAL 5163005 BUY BACK OTC CALL SWAP UNWIND- REF 0 5163005 TRADE DATE 05/24/10 AS OF 05/26/10 6/10 6/15 Sale CENTERPOINT ENERGY INC (4,500.000) 13.018 58,578.97 (58,050.00) 528.97 S 0 13.06777 58,804.97 BROKERAGE 225.00 TAX S/OR SEC 1.00 J.P. MORGAN SECURITIES INC. TRADE DATE 06/10/10 6/14 6/16 Option Buyback 1 RECEIVER SWAPTION CALL 1.000 521.500 00 (521,500.00) 125,000.00 (396.500.00) S 10,000,000 INTEREST RATE SWAP STRIKE 4.35% S 30/360 VS 3ML EXP DATE 06/14/2010 DEAL 5162475 BUY BACK OTC CALL SWAPTION UNWND - REF #5162475 TRADE DATE 06/14/10 5/24 6/16 Option Buyback 1RECEIVER SWAPTION CALL 1.000 882,000.00 (882,000.00) 80,000.00 (802,000.00) S' 10,000,000 INTEREST RATE SWAP STRIKE 4.35% S 30/360 VS 3ML EXP DATE 05/24/2010 DEAL 5163005 BUY BACK OTC CALL SWAPTION UNWND - REF 05163035 TRADE DATE 05/24/10 AS OF 05)26/10 Accoun Page 27 of 54 Page 31 of 70 Confidential Treatment Requested by JPMorgan JPM-SDNY-00011674 Chase CONFIDENTIAL SDNY_GM_00280872 EFTA01489562