EFTA01489109.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Other Assets Summary Beginning Ending Change Current Asset Categories Estimated Value Estimated Value In Value Allocation Swaps (328.464 35) (4.589.518.13) (4241.053.78) Current Market Value/Cost Period Value Market Value (4500.518.13) Other Assets Detail Cost Estimated Adjusted Estimated Quantity Price Value Original Gain/Loss Accruals Snaps CLP SWAP - CLP NOTL 1.000 1.00 (18.063 74) N/A 13.000.000.000 MD 3 21)12 TD 3117110, START D 3/21/11 PAY FLOAT CLP OIS ANN ACTf360 4.15% REC FIX, DEAL #253571031 WO Client SWPBDMZO.8 Page 17 of 54 Confidential Treatment Requested by JPMorgan JPM-SDNY-000 10942 Chase CONFIDENTIAL SDNY_GM_00280140 EFTA01489109