EFTA01489424.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1110 to Cost Estimated Adjusted Estimated Quantity Price Value Original Gain/Loss Accruals Swaps CLP SWAP - CLP NOTL 1.000 1.00 (24.818 46) 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 14.70 (440,875.77) 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 15.94 (318,729.47) 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 89,208.000 15.40 (1,373,941.37) N/A FIXED STRIKE EUR 112.10 NUMBER OF BASKET 89.208 MAT DEC 16 2011 DEAL 4444220 N/O Client SWPBDE-PR-9 EUR Account re 19 of 58 Page 23 of 65 Confidential Treatment Requested by JPMorgan JPM-SDNY-00011490 Chase CONFIDENTIAL SDNY_GM_00280688 EFTA01489424