J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 9/1/10 to 9/30/10
Other Assets Detail
Cost
Estimated Adjusted Estimated
Quantity Price Value Original Gain/Loss Accruals
Swaps
LONG TOTAL RETURN SWAP 30.000.000 14.87 (445.006.83) N/A
4,775,970.00 USD NOTIONAL
GOLDMAN SACHS GRP INC
MAT APR 29 2011 DEAL 5508980
WO Client
SVVPEIDE-TJ-3
LONG TOTAL RETURN SWAP 20,000.000 16.13 (322,640.85) N/A
3,208,420 USD NOTIONAL
GOLDMAN SACHS GRP INC
MAT APRIL 28 2011 DEAL 5499085
NV Client
SWPBDE-WG-5
SX6E DIVIDEND SWAP 89.206.000 2.50 222.89832 N/A
FIXED STRIKE EUR 112.10
NUMBER OF BASKET 89,206
MAT DEC 16 2011 DEAL 4444220
WO Client
SWPBDE-PR-9 EUR
SX6E DIVIDEND SWAP 88,261.000 5.18 (456,943.89) N/A
FIXED STRIKE EUR 113.30
NUMBER OF BASKET 88,261
MAT DEC 21 2012 DEAL 4444219
WO Client
SWPBDE-PS-7 EUR
Account
Page 22 of 52
Confidential Treatment Requested by JPMorgan JPM-SDNY-00013981
Chase
CONFIDENTIAL SDNY_GM_00283179
EFTA01491700