EFTA01491892.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 11/1/10 to 11/30/10 Other Assets Detail Cost Estimated Adjusted Estimated Quantity Price Value Original Gain/Loss Accruals Swaps LONG TOTAL RETURN SWAP 30.000.000 2.81 (84.290.50) N/A 4,775,970.00 USD NOTIONAL GOLDMAN SACHS GRP INC MAT APR 29 2011 DEAL 5508980 WO Client SVVPBDE-TJ-3 LONG TOTAL RETURN SWAP 20,000.000 4.06 (81,116.46) N/A 3,208,420 USD NOTIONAL GOLDMAN SACHS GRP INC MAT APRIL 28 2011 DEAL 5499085 NV Client SWPBDE-WG-5 LONG TOTAL RETURN SWAP 71,000.000 2.39 (169,989.07) N/A 3,008 270 00 USD NOTIONAL BP MAT NOV 16 2011 DEAL 5958346 MO Client SWPBDG-UX-5 SX6E DIVIDEND SWAP 89,208.000 1.98 176,985.21 N/A FIXED STRIKE EUR 112.10 NUMBER OF BASKET 89,208 MAT DEC 16 2011 DEAL 4444220 WO Client SWPBDE-PR-9 EUR Account Page 17 of 41 Page 21 of 57 Confidential Treatment Requested by JPMorgan JPM-SDNY-00014210 Chase CONFIDENTIAL SDNY_GM_00283408 EFTA01491892