J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
Cost
Estimated Adjusted Estimated
Quantity Price Value Original Gain/Loss Accruals
Swaps
SX6E DIVIDEND SWAP 89.208.000 8.83 (787,847.40) N/A
FIXED STRIKE EUR 112.10
NUMBER OF BASKET 89,206
MAT DEC 16 2011 DEAL 4444220
WO Client
SVVPBDE-PR-9 EUR
SX6E DIVIDEND SWAP 88.281.000 18.41 (1.625,047.49) N/A
FIXED STRIKE EUR 113.30
NUMBER OF BASKET 88,281
MAT DEC 21 2012 DEAL 4444219
WO Client
SWPBDE-PS-7 EUR
SX6E DIVIDEND SWAP 50.000.000 tea (82,22319) N/A
FIXED STRIKE EUR 100.00
NUMBER OF BASKET 50,000
MAT DEC 21 2012 DEAL 4458593
N/0 Client
SVVPBDE-WN-0 EUR
Total Swaps (55,419,379.651 $0.00 $0.00
Structured Investments
JPM CORN OLY LIQUIDITY NT 07/26/13 2,500,000.000 103.37 2.584,250 00 2,512,500.00 71,750.00
LNKD TO DJUBCN3T
07/22/10
48124A-WK-)
Page 18 of 43
Confidential Treatment Requested by JPMorgan JPM-SDNY-00013083
Chase
CONFIDENTIAL SDNY GM_00282281
EFTA01490923