EFTA01489465

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT For the Period 5/1/10 to 5/31/10 Sett ement Date Type Quantity Description Coat Amount Miscellaneous Debits 5 27 Free Delivery INTEREST RATE SWAP 125,000,000 USD NOTIONAL 05/06/2012 PAY: FLOATING RATE USD 3 MONTH LIBOR DEAL 260160350 1.73% REC FIXED, S 30/360 SWAP UNWIND - REF t 260160350 TRADE DATE 05125/10 (1.000) Total Miscellaneous Debits $0.00 TRADE ACTIVITY Note: S indicates Short Term Realized Gaintoss C indicates Currency Gaintoss Settled transaction was initiated in prior statement period and settled in current statement period Trade Settlement Date Date Type Descnption Gluon* Per Unt Amount Proceeds Tax Cost Realized Gain/Loss Settled Sales/Maturities/Redemptions 4/28 5/3 Sale APOLLO INVESTMENT CORP 12.32005 234,0130.95 BROKERAGE 950.00 TAX 8/OR SEC 3.96 J.P. MORGAN SECURITIES INC. TRADE DATE 04/28/10 (19,000.000) 12.27 233,126.99 (235,600.00) (2,473.01) S* 4/29 5/5 Sale KANSAS CITY SOUTHERN INDUSTRIES INC (2,000.000) 40.005 80,010.64 (78,000.00) 2,010.64 5. @ 40.056 80,112.00 BROKERAGE 100.00 TAX 8./OR SEC 1.36 J.P. MORGAN SECURITIES INC. TRADE DATE 04/29/10 Page 27 of 56 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 11560 SDNY_GM_00280758 EFTA01489465