EFTA01491359.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 eal 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 SINPBDE-WW-0 EUR Total Swaps ($3,242,296.34) $0.00 $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 48124A-WK-9 JPM PUT SPREAD WARRANT W ZO 12/03110 5,006.000 1,994.00 99,819.64 137,665.00 (37,845.38) STRIKE LEVEL -56.00/BUSHEL. $27.50 INITIAL LEVEL 48/13/10 W ZO: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-M0-4 Total Structured Investments 7,606,006.000 57,693,069.64 57,660,166.00 542,904.64 Th Acco re .18 of42 Page 22 of 56 Confidential Treatment Requested by JPMorgan JPM-SDNY-00013569 Chase CONFIDENTIAL SDNY_GM_00282767 EFTA01491359