EFTA01488654.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCTI For the Period 4/1/10 to 4/31110 Estimated Estimated Quin* Pnce Value Cost Gain/Loss Swaps INTEREST RATE SWAP 1.000 1.00 (460,27622) N/A 14,050,000 USD NOTIONAL 2/15/2040 REC: FLOATING RATE USD 3 MONTH LIBOR DEAL 254307367 4.45653% PAY FIXED. S 30/360 N/O Client SWPBDE-HD-9 INTEREST RATE SWAP 1.000 1.00 46,039.19 N/A 125,000,000 USD NOTIONAL 04/30/2012 PAY: FLOATING RATE USD 3 MONTH LIBOR DEAL 257872357 1.7525% REC FIXED, S 30/360 N/0 Client SVVPBDE-SU-9 LONG TOTAL RETURN SWAP 20.000.000 15.25 304,945.96 N/A 8,021,050 USD NOTIONAL GOLDMAN SACHS GRP INC MAT APRIL 28 2011 DEAL 5499085 N/O Client SVVPBDE-RE-6 SXSE DIVIDEND SWAP 89.206.000 0.07 6,472.93 N/A FIXED STRIKE EUR 112.10 NUMBER OF BASKET 89,206 MAT DEC 16 2011 DEAL 4444220 N/O Client SVVPBDE-PR-9 EUR Account W23560001 Page 21 of 43 Page 22 of 49 Confidential Treatment Requested by JPMorgan JPM-SDNY-00010338 Chase CONFIDENTIAL SDNY_GM_00279536 EFTA01488654