EFTA01489423.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Other Assets Summary Beginning Ending Change Current Asset Categories Estimated Value Estimated Value In Value Allocation Swaps (328 464 35) (4,569518.13) (4,241,053.78) Current Market Value/Cost Penod Value Estimated Value (4569518.13) Other Assets Detail Cost Estimated Adjusted Estimated Quantity Price Value —Minna Gain/Loss Accruals Swaps CLP SWAP - CLP NOTL 1.000 1.00 (18.063 74) N/A 13,000,000,000 MD 3121/12 TO 3/17/10, START D 3121/11 PAY FLOAT CLP OIS ANN ACT/360 4.15% REC FIX, DEAL 6253571031 WO Client SWPBDA-ZQ-8 Account Page 18 of 58 Page 22 of 65 Confidential Treatment Requested by JPMorgan JPM-SDNY-000 11489 Chase CONFIDENTIAL SDNY_GM_00280687 EFTA01489423