J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 4/1/10 tn.
Other Assets Summary
Beginning Ending Change Current
Asset Categories Estimated Value Estimated Value In Value Allocation
Swaps 85,059.52 (328 464 35) (413,523.87)
Other Assets Detail
Estimated Estimated
Quantity Price Value Cost GairuLoss
Swaps
CLP SWAP - CLP NOTL 1.000 1.00 (77.057.27) N/A
13,000,000.000 MD 3/21112
TD 3/17/10, START 0 3/21/11
PAY FLOAT CLP OIS ANN ACT/350
4.15% REC FIX, DEAL 1253571031
N/O Clime
SINPIEWA-ZO-8
CLP SWAP - CLP NOTL 1.000 1.00 (85,999.12) WA
13,000,000.000 MD 3/29/12
1D 3/25/10, START 0 329/11
PAY FLOAT CLP OIS ANN ACT/360
4.15% REC FIX, DEAL 1254489072
WO Client
SVVPBDE-JB-1
Account Page 20 of 43
Page 21 of 49
Confidential Treatment Requested by JPMorgan JPM-SDNY-000 10285
Chase
CONFIDENTIAL SDNY_GM_00279483
EFTA01488606