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 05/08/2012 PAY: FLOATING RATE USD 3 MONTH LIBOR DEAL 260160350 1.73% REC FIXED, S 30/360 SWAP UNWIND - REF t 260160350 TRADE DATE 05/25/10 (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 Quantity 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 10448 SDNY_GM_00279646 EFTA01488732