EFTA01491438.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 8/1/10 to 8/31/10 Other Assets Summary Beginning Ending Change Current Asset Categories Asset Categories Estimated Value Estimated Value In Value Allocation Swaps (5,419,379.65) (3,242,295.34) 2,177,084.31 Other Asters Structured Investments 7,626,500.00 7,693,069.64 66,569.64 12% Other 10,000,000.00 10,000,000.00 0.00 15% Total Value $12,207,120.35 $14,450,774.30 $2,243,653.95 27% _ Other Current Market Value/Cost Period Value Estimated Value 14.450.774.30 Tax Cost 17.650.165.00 Structured Investments Estimated Gain/Loss 42,904.84 Other Assets Detail Cost Estimated Ad'usted Estimated Quantity Pnce Value riginal GaiNLoss Accruals Swaps LONG TOTAL RETURN SWAP 30 000 000 22.04 (661.158.24) NIA 4,775,970.00 USD NOTIONAL GOLDMAN SACHS GRP INC MAT APR 29 2011 DEAL 5508960 WO Client SVVPBDE-TJ-3 Page 16 of 39 Confidential Treatment Requested by JPMorgan JPM-SDNY-00013659 Chase CONFIDENTIAL SDNY_GM_00282857 EFTA01491438