EFTA01491358.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 8/1/10 to 8/3U10 Other Assets Detail Cost Estimated Adjusted Estimated Quantity Price Value Original Gain/Loss Accruals Swaps LONG TOTAL RETURN SWAP 30.000.000 22.04 (661.158 24) 4,775,970.00 USD NOTIONAL GOLDMAN SACHS GRP INC MAT APR 29 2011 DEAL 5508960 WO Client SVVPEIDE-TJ-3 LONG TOTAL RETURN SWAP 20,000.000 23.30 (465,946.24) 3,208,420 USD NOTIONAL GOLDMAN SACHS GRP INC MAT APRIL 28 2011 DEAL 5499085 NV Client SWPBDE-WG-5 SX6E DIVIDEND SWAP 89.206.000 4.66 (415,866.09) N/A FIXED STRIKE EUR 112.10 NUMBER OF BASKET 89,206 MAT DEC 16 2011 DEAL 4444220 WO Client SWPBDE-PR-9 EUR SX6E DIVIDEND SWAP 88,261.000 18.25 (1,610,595.66) N/A FIXED STRIKE EUR 113.30 NUMBER OF BASKET 88,261 MAT DEC 21 2012 DEAL 4444219 WO Client SWPBDE-PS-7 EUR Account W23560001 Page 17 of 42 Page 21 of 56 Confidential Treatment Requested by JPMorgan JPM-SDNY-00013568 Chase CONFIDENTIAL SDNY_GM_00282766 EFTA01491358