J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 6/1/10 to 6/30/10
Other Assets Summary
Beginning Ending Change Current
Asset Categories Estimated Value Estimated Value In Value Allocation
Swaps (4,569,518.13) (6,731,159.99) (2,181,841.86)
Current
Market Value/Cost Penod Value
Estimated Value (6,731,159.99)
Other Assets Detail
Cost
Estimated Adjusted Estimated
Quaintly Price Value —Minna Gain/Loss Accruals
Swaps
CLP SWAP CLP NOTL 1.000 1.00 (48.084.73) NIA
13000,000,000 MD 3/21112
TO 3/17/10, START D 3/21/11
PAY FLOAT CLP OIS ANN ACT/360
4.15% REC FIX, DEAL #253571031
WO Client
SWPBDA-ZQ-8
Account Page 18 of 54
Page 22 of 70
Confidential Treatment Requested by JPMorgan JPM-SDNY-00012517
Chase
CONFIDENTIAL SDNY_GM_00281715
EFTA01490372