J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 8/1/10 to 8/31/10 Other Assets Summary Asset Categories Beginning Estimated Value Ending Estimated Value Change In Value Current Allocation Swaps (5,419,379.65) (3,242,295.34) 2,177,084.31 Structured Investments 7,626,500.00 7,693,069.64 66,569.64 12% Other 10,000,000.00 10,000,000.00 0.00 15% Total Value $12,207,120.35 $14,450,774.30 $2,243,653.95 27% Market Value/Cost Current Period Value Estimated Value Tax Cost Estimated Gain/Loss 14.450.774.30 17.650.165.00 42,904.64 Asset Categories Other Asters Structured Investmenrs Account Page 16 of 42 Page 20 of 56 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00013865 SDNY_GM_00283063 EFTA01491603