J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT
For the Period 6/1/10111W
Cost
Estimated Adjusted Estimated
Quantity Price Value Original Gain/Loss Accruals
Swaps
SX6E DIVIDEND SWAP 88,261.000 30.81 (2,719,221.12) N/A
FIXED STRIKE EUR 113.30
NUMBER OF BASKET 88,261
MAT DEC 21 2012 DEAL 4444219
WO Client
SWPBDE-PS-7 EUR
SX6E DIVIDEND SWAP 50,000.000 15.03 (751,678.75) N/A
FIXED STRIKE EUR 100.00
NUMBER OF BASKET 50,000
MAT DEC 21 2012 DEAL 4458593
N/0 Client
S1NPEIDE-WW-0 EUR
Total Swaps (=lL731,169.99) $0.00 $0.00
Page 19 of 52
Confidential Treatment Requested by JPMorgan JPM-SDNY-00012460
Chase
CONFIDENTIAL SDNY_GM_00281658
EFTA01490317