EFTA Document EFTA01491478

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 8/1/10 to 8/31/10 INFLOWS & OUTFLOWS Setuement Date Type Description Quantity Cos( Per Unit Amount Amount Option Assignment 1 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 1.000 546000.00 4.25 8/19 Free Delivery INTEREST RATE SWAP 10,000,000 USD NOTIONAL 07282040 REC: FLOATING RATE USD 3 MONTH LIBOR DEAL 5168723 4.35% PAY FIXED. S 301360 SWAP UNWIND - REF 0 5168723 TRADE DATE 08/16/10 AS OF 06/18/10 (1.000) 8/19 Free Delivery INTEREST RATE SWAP 10800.000 USD NOTIONAL 08/17/2040 REC: FLOATING RATE USD 3M LIBOR DEAL 5170412 4.25% PAY FIXED, SA 30/360 SWAP UNWIND - REF 0 5170412 TRADE DATE 08/16/10 AS OF 08/18110 (1.000) 8/19 Misc. Disbursement INTEREST RATE SWAP 10,000,000 USD NOTIONAL 07/28/2040 REC: FLOATING RATE USD 3 MONTH UBOR DEAL 5168723 4.35% PAY FIXED. S 30/360 SWAP UNWIND - REF 0 5168723 - UNWIND PRINCIPAL AS OF 06/1EV10 (2,085.614.58) Page 21 of 39 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 13704 SDNY_GM_00282902 EFTA01491478