EFTA01488653.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT For the Period 4/1/10 to 4/30/10 Other Assets Summary Beginning Ending Change Current Asset Categories Estimated Value Estimated Value In Value Allocation Swaps 85,059.52 (328 464 35) (413,523.87) Other Assets Detail Estimated Estimated Quantity Price Value Cost GairuLoss Swaps CLP SWAP - CLP NOTL 1.000 1.00 (77.057.27) NIA 13,000,000.000 MD 3/21112 TD 3/17/10, START D 3/21/11 PAY FLOAT CLP OIS ANN ACT/350 4.15% REC FIX, DEAL 0253571031 N/O Client SVVPBDA-Z0-8 CLP SWAP - CLP NOTL 1.000 1.00 (85,999.12) N/A 13,000,000.000 MD 3/29/12 ID 325/10, START D 329/11 PAY FLOAT CLP OIS ANN ACT/380 4.15% REC FIX, DEAL 0254489072 WO Client SVVPBDE-JEI-1 Account W23560001 Page 20 of 43 Page 21 of 49 Confidential Treatment Requested by JPMorgan JPM-SDNY-00010337 Chase CONFIDENTIAL SDNY_GM_00279535 EFTA01488653