J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 11/1/10 to 11/30/10
Cost
Estimated Adjusted Estimated
Quantity Price Value Original Gain/Loss Accruals
Swaps
SX6E DIVIDEND SWAP 88,261.000 14.24 (1.257,104.24) N/A
FIXED STRIKE EUR 113.30
NUMBER OF BASKET 88,261
MAT DEC 21 2012 DEAL 4444219
WO Client
SWPBDE-PS-7 EUR
SX6E DIVIDEND SWAP 50,000.000 2.57 128.639.72 N/A
FIXED STRIKE EUR 100.00
NUMBER OF BASKET 50,000
MAT DEC 21 2012 DEAL 4458593
N/O Client
S1NP8DE-WW-0 EUR
Total Swaps (51,286,875.34) $0.00 $0.00
Structured Investments
JPM CORN DLY LIQUIDITY NT 07(26/13 2.503000.000 13182 1345,500.00 2,512,500.00 833.000.00
LNKD TO DJUBCN3T
07/22/10
48124A-WK-9
JPM MARKET PLUS PFE 04124/12 3.000.000 000 94.06 2.821.800 00 3.000.000 00 (178,200.00)
75% CONTIN BARRIER-12.296CPN
,UNCAPPED
INITIAL LEVEL-10/19/10 PFE: 17.39
48124A-76-4
Account Page 18 of 41
Page 22 of 57
Confidential Treatment Requested by JPMorgan JPM-SDNY-00014149
Chase
CONFIDENTIAL SDNY_GM_00283347
EFTA01491844