J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT. W23930001
For the Period 7/1/10 to 7/31/10
Cost
Estimated Adjusted Estimated
Quantity Price Value Original Gain/Loss AmniaIs
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 4444220
N/O Client
SWPBDE-PR-9 EUR
SX6E DIVIDEND SWAP 88,261.000 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
Account W23560001 Page 19 of 44
Page 23 of 57
Confidential Treatment Requested by JPMorgan JPM-SDNY-00013310
Chase
CONFIDENTIAL SDNY_GM_00282508
EFTA01491135