J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
Other Assets Detail
Cost
Estimated Adjusted Estimated
Quantity Price Value Original Gaintoss Accruals
Swaps
INTEREST RATE SWAP 1.000 1.00 (1.240.985 44) N!A
10,000,000 USD NOTIONAL 7/162040
REC: FLOATING RATE USD
3 MONTH LIBOR DEAL 5168074
4.35% PAY FIXED, S 30/360
N/0 Client
SWPBDF-HL-8
INTEREST RATE SWAP 1.000 1.00 (1,229,496.58) N/A
10,000,000 USD NOTIONAL 07/28/2040
REC: FLOATING RATE USD
3 MONTH LIBOR DEAL 5168723
4.35% PAY FIXED, S 30/360
N/O Client
SWPI3DF-JP-7
LONG TOTAL RETURN SWAP 30,000.000 8.70 (261,123.14) N/A
4,775,970.00 USD NOTIONAL
GOLDMAN SACHS GRP INC
MAT APR 29 2011 DEAL 5508960
N/0 Client
SWPBDE-TJ-3
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
WO Client
SVVPBDE-WG-5
Page 17 of 43
Confidential Treatment Requested by JPMorgan JPM-SDNY-00012758
Chase
CONFIDENTIAL SDNY_GM_00281956
EFTA01490608