EFTA Document EFTA01491363

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 8/1/10 to 8/31/10 INFLOWS & OUTFLOWS SetCemeat Date Ty Pe Description Quantity Cost Per Unit Amount Amount Receipt of Assets 8,17 Option Assignment INTEREST RATE SWAP 10000,000 USD NOTIONAL 08/17/2040 REC: FLOATING RATE USD 3M LIBOR DEAL 5170412 4.25% PAY FIXED, SA 30/380 NEW SWAPS 5170412 RESULTING FROM PHYSICAL SETTLEMENT OF SWAPTION DEALS 5166005 TRADE DATE 08/13/10 1.000 I RECEIVER SWAPTION CALL 10,000,000 INTEREST RATE SWAP STRIKE 4.25% S 30/360 VS 3ML EXP DATE 08/13/2010 DEAL 5166005 WRITTEN OTC CALL ASSIGNED TRADE DATE 08/13/10 8/19 Free Delivery INTEREST RATE SWAP 10,000,000 USD NOTIONAL 07/28/2040 REC: FLOATING RATE USD 3 MONTH LIBOR DEAL 5168723 4.35% PAY FIXED, S 301360 SWAP UNWIND - REF a 5168723 TRADE DATE 08/16/10 AS OF 08/18/10 1.000 545,000.00 (1.000) 4.25 Account Page 22 of 42 Page 26 of 56 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 13573 SDNY_GM_00282771 EFTA01491363