EFTA01489549

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 6/1/10 to 6/30/10 Quantity Pnce Market Value Premium Unrealized Gain/Loss other WTI PUT OPTION USD CALL OPTION STRIKE 63.00 EXPIRES 05/17/2011 100,000 BARRELS OTCBDP•EX4. (10.000) 40.589 91 (405.899.06) (450,000.00) 44,100 94 1 RECEIVER SWAPTION CALL 10,000,000 INTEREST RATE SWAP STRIKE 4.350% S 30/360 VS 3ML EXP DATE 07/26/2010 DEAL 5164984 OTCBDC•GV•H (1000) 1.00 (1,157,608.49) (909,000.00) (248,608.49) 1 RECEIVER SWAPTION CALL 10,000,000 INTEREST RATE SWAP STRIKE 4.25% S 30/360 VS 3ML EXP DATE 08/13/2010 DEAL 5186005 OTCBDC-GWK (1.000) 1.00 (974,551.64) (545,000.00) (561,500.00) (429,551.64) 1 RECEIVER SWAPTION CALL 10,000,000 INTEREST RATE SWAP STRIKE 4.35% S 30/360 VS 3ML EXP DATE 07/14/2010 DEAL 5166638 OTCBDC-GX-M (1.000) 1.00 (1,168.058.13) (606,558.13) P 1 RECEIVER SWAPTION CALL 10.000,000 INTEREST RATE SWAP STRIKE 4.35% S 30/360 VS 3ML EXP DATE 08/31/2010 DEAL 5167546 OTCBDC-GZ-U (1.000) (1,103,500.00) 1,103,500.00 Account Page 14 of 54 Page 18 of 70 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00011661 SDNY_GM_00280859 EFTA01489549