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
SINPEIDE-WW-0 EUR
Total Swaps ($4.666,618.13) $0.00 $0.00
Accounaage 20 of 58
Page 24 of 65
Confidential Treatment Requested by JPMorgan JPM-SDNY-00011491
Chase
CONFIDENTIAL SDNY_GM_00280689
EFTA01489425