J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 11/1/10 to
Cost
Estimated Adjusted Estimated
Quantity Price Value Original Gain/Loss Accruals
Swaps
SXSE DIVIDEND SWAP 88,261.000 14.24 (1.257,104.24) N/A
SUE DIVIDEND SWAP 50.000.000 2.57 128.639.72 N/A
Total Swaps ($1,286,875.34) 50.00 $0.00
Structured Investments
JPri1 CORN OLY LIQUIDITY NT 07/25(13 2,500,000.000 133.82 3,345,500.00 2,512,500.00 833,000.00
JPM MARKET PLUS PFE 04(24(12 3.000.000 000 94.06 2.821.800 00 3.000.000 00 (178,200 00)
Account Page 18 of 41
Page 22 of 57
Confidential Treatment Requested by JPMorgan JPM-SDNY-00014211
Chase
CONFIDENTIAL SDNY_GM_00283409
EFTA01491893