J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 5/1/10 to 5/31/10
Cost
Estimated Adjusted Estimated
Quantity Price Value Original Gain/Loss Accruals
Swaps
SXSE DIVIDEND SWAP 88.261.000 23.04 (2.033,692.23) N/A
FIXED STRIKE EUR 113.30
NUMBER OF BASKET 88,261
MAT DEC 21 2012 DEAL 4444219
IW0 Client
SWPBDE-PS-7 EUR
SX6E DIVIDEND SWAP 50.000.000 7.19 (359,397.09) N/A
FIXED STRIKE EUR 100.00
NUMBER OF BASKET 50,000
MAT DEC 21 2012 DEAL 4458593
N/0 Client
S1NREIDE-WW-0 EUR
Total Swaps ($4.669018.13) 0.00 $0.00
Page 19 of 54
Confidential Treatment Requested by JPMorgan JPM-SDNY-000 10822
Chase
CONFIDENTIAL SDNY_GM_00280020
EFTA01489012