EFTA01489110.pdf

J.PMorgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5131/10 Cost Estimated /ML.ssled Estimated Quantity Price Value ayinal Gain/Loss Acme's Swaps CLP SWAP • CLP NOTL 1.000 1.00 (24,818.48) N/A 13,000,000,000 MD 3/29/12 TD 3/25/10, START D 3/29/11 PAY FLOAT CLP OIS ANN ACT/360 4.15% REC FIX, DEAL #254489072 N/O Omit SINPBDE-JB-1 LONG TOTAL RETURN SWAP 30,000.000 14.70 (440,875.77) N/A 4,775,970.00 USD NOTIONAL GOLDMAN SACHS GRP INC MAT APR 29 2011 DEAL 5508960 N/O Client SWPBDEJJ-3 LONG TOTAL RETURN SWAP 20,000.000 15.94 (318,729.47) N/A 3,208,420 USD NOTIONAL GOLDMAN SACHS GRP INC MAT APRIL 28 2011 DEAL 5499085 N/O Client SWPBDE-WG-5 SX6E DIVIDEND SWAP 89,206.000 15.40 (1,373,941.37) FIXED STRIKE EUR 112.10 NUMBER OF BASKET 89,206 MAT DEC 16 2011 DEAL 4444220 N/O Chant SWPEIDE-PR-9 EUR Page 18 of 54 Confidential Treatment Requested by JPMorgan JPM-SDNY-000 10943 Chase CONFIDENTIAL SDNY_GM_00280141 EFTA01489110