J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 5/1/10 to 5/31/10
Other Assets Summary
Beginning Ending Change Current
Asset Categories Estimated Value Estimated Value In Value Allocation
Swaps (328.464 35) (4.589.518.13) (4241.053.78)
Current
Market Value/Cost Period Value
Market Value (4500.518.13)
Other Assets Detail
Cost
Estimated Adjusted Estimated
Quantity Price Value Original Gain/Loss Accruals
Snaps
CLP SWAP - CLP NOTL 1.000 1.00 (18.063 74) N/A
13.000.000.000 MD 3 21)12
TD 3117110, START D 3/21/11
PAY FLOAT CLP OIS ANN ACTf360
4.15% REC FIX, DEAL #253571031
WO Client
SWPBDMZO.8
Page 17 of 54
Confidential Treatment Requested by JPMorgan JPM-SDNY-000 10942
Chase
CONFIDENTIAL SDNY_GM_00280140
EFTA01489109