EFTA01491605.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 8/1/10 to 8/31/10 Cost Estimated Estimated Quantity Price Value Ad C eadf Gain/Loss Accruals Swaps SX6E DIVIDEND SWAP 50.000.000 1.77 (88,729.11) N/A FIXED STRIKE EUR 100.00 NUMBER OF BASKET 50,000 MAT DEC 21 2012 DEAL 4458593 N/0 Client SINP8DE-WW-0 EUR Total Swaps (83,242,296.34) 80.00 $0.00 Structured Investments JPM CORN DLY LIQUIDITY NT 07125/13 2,500,000.000 111.26 2,781,500.00 2,512,500.00 269,000.00 LNKD TO DJUBCN3T 07/22/10 46124A-WK-9 JPM PUT SPREAD WARRANT W ZO 12/03/10 5,006.000 1,994.00 99,819.64 137,665.00 (37,845.38) STRIKE LEVEL -$6.00/BUSHEL. $27.50 INITIAL LEVEL -08/13/10 WZO:734.25 48121C-32-0 MS MARKET PLUS SPX 01/27/12 5,000,000.000 96.24 4,811,750.00 5,000,000.00 (188,250.00) (70% CONTIN BARRIER-6.5%CPN ,UNCAPPED) INITIAL LEVEL-07/14/10 SPX:1094.91 617482-H1Q-4 Total Structured Investments 7,606,006.000 57,693,069.64 57,650,165.00 542,904.64 Account Page 18 of 42 Page 22 of 56 Confidential Treatment Requested by JPMorgan JPM-SDNY-00013867 Chase CONFIDENTIAL SDNY_GM_00283065 EFTA01491605