J.P.Morgan FINANCIAL TRUST COMPANY INC ACC For the Period 5/1/10 to 5/31/10 Estimated Trade Settlement Per Unit Realized Date Date Type Description Quantity Amount Proceeds Tax Coat Gain/Loss Pending Sales, Maturities, Redemptions 5/28 6/2 Option Buyback 1 RECEIVER SWAPT1ON CALL 10,000,000 INTEREST RATE SWAP STRIKE 4.25% S 30/380 VS 3ML EXP DATE 05128/2010 DEAL 5183369 1.000 (380,000.00) 113,000.00 (287,000.00) S Estimated Trade Settlement Per Unit Date Date Type Descripdon Quantity Amount Market Cost Pending Securities Purchased 5/28 6/2 Wide Option 1 RECEIVER SWAPT1ON CALL (1.000) 545,000.00 10,000,000 INTEREST RATE SWAP STRIKE 4.25% S 30/360 VS 3ML EXP DATE 08/13/2010 DEAL 5186005 Account 58 Page 43 of 65 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00011510 SDNY_GM_00280708 EFTA01489436