J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1110 to 5131/10 Estimated Trade Settlement Per Unit Date Date Type Description Quantity Amount Market Cost Pending Securities Purchased 5/28 6/2 Write Option 1 RECEIVER SWAPTION 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 5166005 Page 37 of 54 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 10962 SDNY_GM_00280160 EFTA01489125