J.P. Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Trade Settlement Date Date Type Description Per UM Realized Quantity Amount Proceeds Tax Coat GaINLoss Settled Sales/Maturities/Redemptions 5/28 5/28 Expired Option 1 PAYER SWAPTION CALL 10,000,000 INTEREST RATE SWAP STRIKE 4.35% S 30/360 VS. 3ML EXP DATE 05/28/2010 DEAL 5163368 EXPIRATION OF PURCHASED OTC CALL (1.000) (155,000.00) ss coo oo, s Total Settled Sales/Maturities/Redemptions S17,439,823.52 ($17,169.700.00) Trade Date Settlement Date Type Description Quantity Per Unit Amount Market Cost Settled Securities Purchased 19.000.000 12.40 (235.600.00) • 4/27 5/3 Purchase APOLLO INVESTMENT CORP (a 12.40 J.P. MORGAN SECURMES INC. TRADE DATE 04/27/10 4128 5/4 Purchase KANSAS CITY SOUTHERN INDUSTRIES INC (0 39.00 J.P. MORGAN SECURITIES INC. TRADE DATE 04/28/10 2,000.000 39.00 (78,000.00) • 4/28 5/4 Purchase SYNOVUS FINANCIAL CORP (a 2.75 J.P. MORGAN SECURITIES INC. TRADE DATE 04/28/10 100,000.000 2/5 (275,000.00) • 4/29 5/4 Write Option XPD PUT OPTION USD CALL OPTION STRIKE 525 EXPIRES 06/02/2010 WRITTEN OTC PUT TRADE DATE 04/29/10 (10,000.000) 14.00 140,000.00 • $677.462.77 S ($364.000.00) C Page 30 of 54 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00010955 SDNY_GM_00280153 EFTA01489120