J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 9/1/10 to 9/30/10
Cost
Estimated Estimated
Quantity Price Value Ad
C eadf Gain/Loss Accruals
Swaps
SX6E DIVIDEND SWAP 50.000.000 12.44 621,981.35 N/A
FIXED STRIKE EUR 100.00
NUMBER OF BASKET 50,000
MAT DEC 21 2012 DEAL 4458593
N/0 Client
SINPBDE-WW-0 EUR
Total Swaps ($380,711.00) $0.00 $0.00
Structured Investments
JPM CORN DLY LIQUIDITY NT 07125/13 2,500,000.000 124.97 3,124,250.00 2,512,500.00 611,750.00
LNKD TO DJUBCN3T
07/22/10
46124A-WK-9
JPM PUT SPREAD WARRANT W ZO 12/03/10 5,006.000 1,732.00 86,703.92 137,665.00 (50,961.08)
STRIKE LEVEL -56.00/BUSHEL. $27.50
INITIAL LEVEL -08/13/10 WZO:734.25
48121C-32-0
MS MARKET PLUS SPX 01/27/12 5,000,000.000 104.35 5,217,250.00 5,000,000.00 217,250.00
(70% CONTIN BARRIER-6.5%CPN
,UNCAPPED)
INITIAL LEVEL-07/14/10 SPX:1094.91
617482-MQ-4
Total Structured Investments 7,505,006.000 $8,428,203.92 57,650,165.00 5778,038.92
Account Page 19 of 39
Page 23 of 52
Confidential Treatment Requested by JPMorgan JPM-SDNY-00013926
Chase
CONFIDENTIAL SDNY_GM_00283124
EFTA01491651