EFTA01491537.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 8/1/10 t011. Cost Estimated Adjusted Estimated Quantity Price Value Original Gain/Loss Accruals Swaps LONG TOTAL RETURN SWAP 20.000.000 23.30 (465,948.24) N/A SX6E DIVIDEND SWAP 89.206.000 4.66 (415,866.09) N/A SX6E DIVIDEND SWAP 88.261.000 18.25 (1,610.595.66) N/A SX6E DIVIDEND SWAP 50.000.000 1.77 (88,729.11) N/A Total Swaps ($3,242.296.34) $0.00 60.00 Page 17 of 39 Confidential Treatment Requested by JPMorgan JPM-SDNY-000 13780 Chase CONFIDENTIAL SDNY_GM_00282978 EFTA01491537