EFTA01491955.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 12/1/10 to 12/31/10 Other Assets Detail Cost Estimated Adjusted Estimated Quantity Price Value Original Gain/Loss Accruals Swaps LONG TOTAL RETURN SWAP 30,000.000 8.76 262310.73 N/A 4375.970.00 USD NOTIONAL GOLDMAN SACHS GRP INC MAT APR 29 2011 DEAL 5506960 N/O Client SWPBDE-TJ-3 LONG TOTAL RETURN SWAP 20,000.000 7.51 150,194.82 N/A 3.208.420 USD NOTIONAL GOLDMAN SACHS GRP INC MAT APRIL 28 2011 DEAL 5499085 N/O Client SWPBDE-WG5 LONG TOTAL RETURN SWAP 71.000800 1.75 124,176.52 N/A 3,008.270.00 USD NOTIONAL 8P MAT NOV 16 2011 DEAL 5958346 N/O Client SWPBDG-UX-5 Total Swaps 6637.062.07 $0.00 50.00 Account Page 17 of 34 Page 21 of 47 Confidential Treatment Requested by JPMorgan JPM-SDNY-00014326 Chase CONFIDENTIAL SDNY_GM_00283524 EFTA01491955