J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT For the Period 5/1/10 to 5/31/10 Market Quarnt, Price Value Premium Unrealized Gain/Loss Other P 1 RECEIVER SWAPTION CALL 1.00 NIA 10.000.000 INTEREST RATE SWAP STRIKE 4.25% S 30/360 VS 3ML EXP DATE 0926/2010 DEAL 5163369 Underlying Asset Price = $0.00 OTCBDC-TE-Y Total Other (5.004.000) ($1.849A17.20) ($1.800.000.00) (549.417.20) Account W23560001 Page 15 of 58 Page 19 of 65 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00010878 SDNY_GM_00280076 EFTA01489055