EFTA01489568

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT For the Period 6/1/10 to 6/30/10 Trade Settlement Date Date Type Descnption Per Unit Quantity Amount Market Cost Settled Securities Purchased 6 25 6 30 Purchase FELCOR LODGING LP 2,000,000.000 105.30 (2,105,000.00) 10% OCT 01 2014 DM 10/01/2009 105.25 JP MORGAN SECURITIES INC (BIDL) TRADE DATE 06/25/10 Total Settled Securities Purchased ($2.392,050.00) Estimated Trade Settlement Per Unit Realized Date Date Type Desalpdon Quantity Amount Proceeds Tax Cost Gain/Loss Pending Sales, Maturities, Redemptions 6/30 7/2 Option Buybadc 1 RECEIVER SWAPTION CALL 10,000,000 INTEREST RATE SWAP STRIKE 4.35% S 30/360 VS. 3ML EXP DATE 06/30/2010 DEAL 5161946 1000 (1,140,500.00) 136000.00 (1.004.500.00) S Estimated Trade Settlement Per Unit Date Date Type Description Quantity Amount Market Cost Pending Securities Purchased 628 7 I Purchase FELCOR LODGING LP 1.000,000 000 105.25 (1.052.500 00) 10% OCT 01 2014 DTD 10/01/2009 Account W23560001 Page 33 of 54 Page 37 of 70 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 11680 SDNY_GM_00280878 EFTA01489568