J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 8/1/10 to 8/31/10
Other Assets Summary
Beginning Ending Change Current Asset Categories
Asset Categories Estimated Value Estimated Value In Value Allocation
Swaps (5,419,379.65) (3,242,295.34) 2,177,084.31 Other
Asters
Structured Investments 7,626,500.00 7,693,069.64 66,569.64 12%
Other 10,000,000.00 10,000,000.00 0.00 15%
Total Value $12,207,120.35 $14,450,774.30 $2,243,653.95 27%
_
Other
Current
Market Value/Cost Period Value
Estimated Value 14.450.774.30
Tax Cost 17.650.165.00 Structured
Investments
Estimated Gain/Loss 42,904.84
Other Assets Detail
Cost
Estimated Ad'usted Estimated
Quantity Pnce Value riginal GaiNLoss Accruals
Swaps
LONG TOTAL RETURN SWAP 30 000 000 22.04 (661.158.24) NIA
4,775,970.00 USD NOTIONAL
GOLDMAN SACHS GRP INC
MAT APR 29 2011 DEAL 5508960
WO Client
SVVPBDE-TJ-3
Page 16 of 39
Confidential Treatment Requested by JPMorgan JPM-SDNY-00013659
Chase
CONFIDENTIAL SDNY_GM_00282857
EFTA01491438