J.PMorgan
FINANCIAL TRUST COMPANY INC ACCT-
For the Period 3/1/10 to 3131/10
Other Assets Summary
Beginning Ending Change Current Asset Categories
Asset Categories Estimated Value Estimated Value In Value Allocation
Swaps 0.00 85.059.52 85.059.52 1% (C.) Other
Assets
Other Assets Detail
Estimated Estimated
Quantity Price Value Cost Gain/Loss
Swaps
CLP SWAP - CLP NOTL 1.000 1.00 (4,819.17) N/A
13,000,000,000 MD 3/21/12
TD 3/17/10, START D 3/21/11
PAY FLOAT CLP OIS ANN ACT/360
4.15% REC FIX, DEAL #253571031
N/O Client
SWPBDA-ZQ-8
CLP SWAP - CLP NOTL 1.000 1.00 (18,948.37) N/A
13,000,000.000 MD 3/29/12
TD 3/25/10, START D 3/29/11
PAY FLOAT CLP OIS ANN ACT/360
4.15% REC FIX. DEAL #254489072
N/O Client
SVVPBDE-JB-1
Account W23560001 Page 14 of 24
Page 15 of 31
Confidential Treatment Requested by JPMorgan JPM-SDNY-00010247
Chase
CONFIDENTIAL SDNY_GM_00279445
EFTA01488570