EFTA01491284.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 8/1/10 to 8/31/10 Other Assets Summary Beginning Ending Change Current Asset Categories Asset Categories Estimated Value Estimated Value In Value Allocation Swaps (5,419,379.65) (3,242,295.34) 2,177,084.31 Other Afters Structured Investments 7,626,500.00 7,693,069.64 66,569.64 12% Other 10,000,003.00 10,000,000.00 0.00 15% Total Value $12,207,120.35 $14,450,774.30 $2,243,653.95 27% Current Market Value/Cost Period Value Estimated Value 14.450.774.30 Tax Cost 17.650.165.00 Structured _- Investments Estimated Gain/Loss 42,904.84 Other Assets Detail Cost Estimated Ad'usted Estimated Quantity Price Value riginal Gain/Loss Accruals Swaps LONG TOTAL RETURN SWAP 30 000 000 22.04 (661.158.24) N/A 4,775,970.00 USD NOTIONAL GOLDMAN SACHS GRP INC MAT APR 29 2011 DEAL 5508960 N/0 Client SVVPBDE-TJ-3 Page 16 of 39 Confidential Treatment Requested by JPMorgan JPM-SDNY-00013481 Chase CONFIDENTIAL SDNY_GM_00282679 EFTA01491284