EFTA Document EFTA01491370

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 8/1/10 to 8/31/10 Trade Settlement Date Date Type Description Per Unit Rested Quantity Amount Proceeds Tax Cost Gain/Loss Settled Sales/Maturities/Redemptions 13i17 &20 Sale AMERICAN CAMPUS COMMINUTES INC (2.000.000) 27.60 55,199.06 (54,000.00) 1,199.06 S 27.65 55,300.00 BROKERAGE 100.00 TAX 8/OR SEC .94 J.P. MORGAN SECURITIES INC. TRADE DATE 08/17/10 8/18 8/23 Sale PENNANTPARK INVESTMENT CORP (4,000.000) 10.09 40,359.31 (40,600.00) (240.69) S (a 10.14 40,560.00 BROKERAGE 200.00 TAX 8/OR SEC .69 J.P. MORGAN SECURITIES INC. TRADE DATE 08/18/10 8/24 8/26 Option Buybadc 1 RECEIVER SWAPTION CALL 10,000,000 INTEREST RATE SWAP STRIKE 4.35% S 30/360 VS 3ML EXP DATE 06/31/2010 DEAL 5167546 BUY BACK OTC CALL SWAPTION UNVV1ND - REF # 5167546 TRADE DATE 0824/10 1.000 2,285,000.00 (2,285,000.00) 1,103,500.00 (1,181,500.00) S Total Settled Sales/Maturities/Redemptions 58.902.465.88 (510.233.200.00) (51.330.734.12) S Account W23560001 Page 30 of 42 Page 34 of 56 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00013581 SDNY_GM_00282779 EFTA01491370