EFTA01489815.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 (8,731,159.99) Other Assets Detail Cost Estimated Adjusted Estimated Quaintly Price Value Original Gain/Loss Accruals Swaps CLP SWAP - CLP NOTL 1.000 1.00 (48.084 73) NIA 13,000,000,000 MD 3121/12 TO 3/17/10, START D 3121/11 PAY FLOAT CLP OIS ANN ACT/380 4.15% REC FIX, DEAL #253571031 WO Client SWPBDA-ZQ-8 Page 17 of 52 Confidential Treatment Requested by JPMorgan JPM-SDNY-000 11938 Chase CONFIDENTIAL SDNY_GM_00281136 EFTA01489815