J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 6/1/10 to 1
Other Assets Summary
Beginning Ending Change Current
Asset Categories Estimated Value Estimated Value In Value Allocation
Swaps 0.00 (6,731,159.99) (8,731,159.99)
Current
Market Value/Cost Penod Value
Estimated Value (8,731,159.99)
Other Assets Detail
Cost
Estimated Adjusted Estimated
Quantity Price Value Onmnal Gain/Loss Accruals
Swaps
CLP SWAP - CLP NOTL 1.000 1.00 (48.084.73) N/A
13,000,000,000 MD 3121/12
TO 3/17/10, START D 3121/11
PAY FLOAT CLP OIS ANN ACT/380
4.15% REC FIX, DEAL 0253571031
WO Client
SWPBDA-ZQ-8
Page 17 of 52
Confidential Treatment Requested by JPMorgan JPM-SDNY-00011990
Chase
CONFIDENTIAL SDNY_GM_00281188
EFTA01489864