J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT For the Period 5/1/10 to 5/31/10 INFLOWS & OUTFLOWS Set meat Date Tyoe Description Quantity Cog Per Unit Amount Amount Free Del er v INTEREST RATE SWAP 125.000.000 USD NOTIONAL 04/30/2012 PAY: FLOATING RATE USD 3 MONTH LIBOR DEAL 257872357 1.7525% REC FIXED, S 30/360 SWAP UNWIND - REF # 257872357 TRADE DATE 05/25/10 (1.000) 5/27 Free Delivery INTEREST RATE SWAP 125,000,000 USD NOTIONAL 05/08/2012 PAY: FLOATING RATE USD 3 MONTH LIBOR DEAL 260160350 1.73% REC FIXED, S 30/360 SWAP UNWIND - REF # 260160350 TRADE DATE 05/25/10 (1.000) 5/27 Misc. Receipt INTEREST RATE SWAP 125,000.000 USD NOTIONAL 04/30/2012 PAY: FLOATING RATE USD 3 MONTH LIBOR DEAL 257872357 1.7525% REC FIXED, S =360 SWAP UNWIND - REF #257872357 - TOTAL CASHFLOW IS PRINCIPAL 273,000.00 5/27 Misc. Receipt INTEREST RATE SWAP 125.000.000 USD NOTIONAL 05/06/2012 PAY: FLOATING RATE USD 3 MONTH UBOR DEAL 260160350 1.73% REC FIXED, S 30/360 SWAP UNWIND - REF # 260160350 - TOTAL CASHFLOW IS PRINCIPAL 227,000.00 Total Inflows & Outflows (3904,276.14) Acc r Page 30 of 65 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 11497 SDNY_GM_00280695 EFTA01489430