J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 8/1/10 to 8/31/10
Cost
Estimated Adjusted Estimated
Quantity Price Value Original Gain/Loss Accruals
Swaps
LONG TOTAL RETURN SWAP 20.000.000 23.30 (465,946.24) N/A
SX6E DIVIDEND SWAP 89.206.000 4.66 (415,866.09) N/A
SX6E DIVIDEND SWAP 88.261.000 18.25 (1,610.595.66) N/A
SX5E DIVIDEND SWAP 50.000.000 1.77 (86,729.11) N/A
Total Swaps ($3,242.296.34) $0.00 $0.00
Page 17 of 39
Confidential Treatment Requested by JPMorgan JPM-SDNY-000 13522
Chase
CONFIDENTIAL SDNY_GM_00282720
EFTA01491317