EFTA01490700.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 7/1/10 to 7/31/10 Cost Estimated Adjusted Estimated Quantity Price Value Original Gain/Loss Accruals Swaps LONG TOTAL RETURN SWAP 20,000.000 9.63 (192,655.81) N/A 3,208,420 USD NOTIONAL GOLDMAN SACHS GRP INC MAT APRIL 28 2011 DEAL 5499085 N/0 Client SWPBDE-WG-5 SX6E DIVIDEND SWAP 89.206.000 8.83 (787,847.40) N/A FIXED STRIKE EUR 112.10 NUMBER OF BASKET 89,206 MAT DEC 16 2011 DEAL 444422O N/O Client SWPBDE-PR-9 EUR SX6E DIVIDEND SWAP 88,281.000 18.41 (1,625.047.49) N/A FIXED STRIKE EUR 113.30 NUMBER OF BASKET 88,261 MAT DEC 21 2012 DEAL 4444219 N/O Client SWPBDE-PS-7 EUR SX6E DIVIDEND SWAP 50.000.000 1.64 (82,223.79) N/A FIXED STRIKE EUR 100.00 NUMBER OF BASKET 50,000 MAT DEC 21 2012 DEAL 4458593 WO Client SWPBDE-WW-0 EUR Total Swaps ($5A19,379.65) $0.00 $0.00 Th Accoi age 19 if 44 Page 23 of 57 Confidential Treatment Requested by JPMorgan JPM-SDNY-00012854 Chase CONFIDENTIAL SDNY_GM_00282052 EFTA01490700