EFTA01489919

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 6/1/10 to 6/30/10 INFLOWS & OUTFLOWS Settlement Date Type Description Quantity Cog Per Unit Amount Amount Interest Income TO ADJUST INTEREST PREVIOUSLY PAID ON CASH BALANCES BASED ON THE FOLLOWING TRANSACTION ACTIVITY ORIGINAL ADJUSTED TRANSACTION TRAN DATE VALUE DATE AMOUNT 6115/10 5/26/10 etooaco 6/16/10 5/26/10 882,000.00D AS OF 06/01/10 (3.91) Total Inflows 8 Outflows 3232807.77 TRADE ACTIVITY Note: S indicates Short Term Realized GainiLoss C indicates Currency Gan Loss Settled transaction was initiated in prior statement period and settled in current statement period Trade Settlement Date Date Type Description Per Unit Realized Quantity Amount Proceeds Tax Cost GaintLoss Settled Sales/Maturttles/Ftederviptions 5/28 6/2 Option Buyback 1 RECEIVER SWAPTION CALL 1.000 380 000.00 (380,000 00) 113,000 00 (267.000.00) S' 10,000,000 INTEREST RATE SWAP STRIKE 4.25% S 30/360 VS 3ML EXP DATE 05/282010 DEAL 5163369 BUY BACK OTC CALL SWAPTION UNWIND - REF 85163369 TRADE DATE 05/28/10 Page 23 of 52 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 12048 SDNY_GM_00281246 EFTA01489919