J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 6/1/10 to 6/30/10 Other Assets Summary Asset Categories Beginning Ending Change Current Estimated Value Estimated Value In Value Allocation Swaps 0.00 (6,731,159.99) (8,731,159.99) Market Value/Cost Current Penod Value Estimated Value (8,731,159.99) Other Assets Detail Cost Estimated Adjusted Estimated Quaintly Price Value Original Gain/Loss Accruals Swaps CLP SWAP - CLP NOTL 1.000 1.00 (48.084 73) NIA 13,000,000,000 MD 3121/12 TO 3/17/10, START D 3121/11 PAY FLOAT CLP OIS ANN ACT/380 4.15% REC FIX, DEAL #253571031 WO Client SWPBDA-ZQ-8 Page 17 of 52 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 12042 SDNY_GM_00281240 EFTA01489913