EFTA01489715.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT For the Period 6/1/10 to 6/30/10 Other Assets Summary Beginning Ending Change Current Asset Categories Estimated Value Estimated Value In Value Allocation Swaps 0.00 (6,731,159.99) (8,731,159.99) Current Market Value/Cost Penod Value Estimated Value (6,731,159.99) Other Assets Detail Cost Estimated Adjusted Estimated Quaintly Price Value Original Gain/Loss Accrua Is Swaps CLP SWAP - CLP NOTL 1.000 1.00 (48.084.73) N/A 13,000,000,000 MD 3121112 TO 3/17/10, START D 3121/11 PAY FLOAT CLP OIS ANN ACT/360 4.15% REC FIX, DEAL 9253571031 WO Client SWPBDA-ZQ-8 Page 17 of 52 Confidential Treatment Requested by JPMorgan JPM-SDNY-00011834 Chase CONFIDENTIAL SDNY_GM_00281032 EFTA01489715