J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 4/1/10 to
Estimated Estimated
Quin* Pnce Value Cost Gain/Loss
Swaps
INTEREST RATE SWAP 1.000 1.00 (460,27622) N/A
14,050,000 USD NOTIONAL 2/15/2040
REC: FLOATING RATE USD
3 MONTH LIBOR DEAL 254307367
4.45653% PAY FIXED. S 30/360
N/O Client
SWPBDE-HD-9
INTEREST RATE SWAP 1.000 1.00 46,039.19 N/A
125,000,000 USD NOTIONAL 04/30/2012
PAY: FLOATING RATE USD
3 MONTH LIBOR DEAL 257872357
1.7525% REC FIXED, S 30/360
N/0 Client
SVVPBDE-SU-9
LONG TOTAL RETURN SWAP 20.000.000 15.25 304,945.96 N/A
8,021,050 USD NOTIONAL
GOLDMAN SACHS GRP INC
MAT APRIL 28 2011 DEAL 5499085
N/O Client
SVVPBDE-RE-6
SXSE DIVIDEND SWAP 89.206.000 0.07 6,472.93 N/A
FIXED STRIKE EUR 112.10
NUMBER OF BASKET 89,206
MAT DEC 16 2011 DEAL 4444220
N/O Client
SVVPBDE-PR-9 EUR
Account Page 21 of 43
Page 22 of 49
Confidential Treatment Requested by JPMorgan JPM-SDNY-000 10286
Chase
CONFIDENTIAL SDNY_GM_00279484
EFTA01488607