J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. Other Assets Detail For the Period 7/1/10 to 7/31/10 Quantity Price Cost Estimated Adjusted Estimated Gaintoss Accruals Value Original Swaps INTEREST RATE SWAP 10,000,000 USD NOTIONAL 7/162040 REC: FLOATING RATE USD 3 MONTH LIBOR DEAL 5168074 4.35% PAY FIXED, S 30/360 N/0 Client SWPBDF-HL-8 1.000 1.00 (1.240.985 44) N!A INTEREST RATE SWAP 10,000,000 USD NOTIONAL 07/28/2040 REC: FLOATING RATE USD 3 MONTH LIBOR DEAL 5168723 4.35% PAY FIXED, S 30/360 N/O Client SWPI3DF-JP-7 1.000 1.00 (1,229,496.58) N/A LONG TOTAL RETURN SWAP 4,775,970.00 USD NOTIONAL GOLDMAN SACHS GRP INC MAT APR 29 2011 DEAL 5508960 N/0 Client SWPBDE-TJ-3 30,000.000 8.70 (261,123.14) N/A LONG TOTAL RETURN SWAP 3,208,420 USD NOTIONAL GOLDMAN SACHS GRP INC MAT APRIL 28 2011 DEAL 5499085 WO Client SVVPBDE-WG-5 20,000.000 9.63 (192,655.81) N/A Page 17 of 43 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 13258 SDNY_GM_00282456 EFTA01491091