EFTA01491797.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 10/1/10 to 10/31/10 Other Assets Detail Cost Estimated Adjusted Estimated Quantity Price Value Original Gain/Loss Accruals Swaps LONG TOTAL RETURN SWAP 30.000.000 1.39 41842.91 N/A 4,775,970.00 USD NOTIONAL GOLDMAN SACHS GRP INC MAT APR 29 2011 DEAL 5508980 WO Client SVVPEIDE-TJ-3 LONG TOTAL RETURN SWAP 20,000.000 0.51 10,141.82 N/A 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 3.44 306,591.34 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 3.33 (293,557.06) 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 age 20 of 39 Page 24 of 53 Confidential Treatment Requested by JPMorgan JPM-SDNY-00014095 Chase CONFIDENTIAL SDNY_GM_00283293 EFTA01491797