EFTA01489963.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 6/1/10 to 6/30/10 Cost Estimated Adjusted Estimated Quantity Price Value Original Gain/Loss Accruals Swaps CLP SWAP - CLP NOTL 1.000 1.00 (54.941 54) N/A 13,000,000,000 MD 3/29/12 TD 3125/10, START D 3/29/11 PAY FLOAT CLP OIS ANN ACT/360 4.15% REC FIX, DEAL #254489072 N/O Client SWPBDE-JB-1 LONG TOTAL RETURN SWAP 30,000.000 28.15 (844,533.99) N/A 4,775,970.00 USD NOTIONAL GOLDMAN SACHS GRP INC MAT APR 29 2011 DEAL 5508960 N/O Client SVVPBDE-TJ-3 LONG TOTAL RETURN SWAP 20.000.000 29.39 (587,792.03) N/A 3,208,420 USD NOTIONAL GOLDMAN SACHS GRP INC MAT APRIL 28 2011 DEAL 5499085 N/0 Client SVVPBOE-WG-5 SX6E DIVIDEND SWAP 89,206.000 19.34 (1,724,907.83) N/A FIXED STRIKE EUR 112.10 NUMBER OF BASKET 89,206 MAT DEC 16 2011 DEAL 4444220 N/0 Client SWPBDE-PR-9 EUR Page 18 of 52 Confidential Treatment Requested by JPMorgan JPM-SDNY-00012095 Chase CONFIDENTIAL SDNY_GM_00281293 EFTA01489963