J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 4/1/10 to 4/30/10 Market Quantity Price Value Premium Unrealized Gain/Loss Other I RECEIVER SWAPTION CALL 10,000,000 INTEREST RATE SWAP STRIKE 4.35% S 30/360 VS 3ML EXP DATE 06/14/2010 DEAL 5162475 Underlying Asset Price = $ax OTCBDC-TC•N (1.000) 1.00 (239,762.78) (125,000.00) (114,762.78) Total Other (6644,860.99) (8488000.00) ($88,880.99) Account Page 16 of 43 Page 17 of 49 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00010333 SDNY_GM_00279531 EFTA01488649