J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. Other Assets Detail For the Period 9/1/10 to 9/30/10 Quantity Price Cost Estimated Adjusted Estimated Gain/Loss Accruals Value Original Swaps LONG TOTAL RETURN SWAP 4,775,970.00 USD NOTIONAL GOLDMAN SACHS GRP INC MAT APR 29 2011 DEAL 5508980 WO Client SVVPEIDE-TJ-3 30.000.000 14.87 (445.006.83) N/A LONG TOTAL RETURN SWAP 3,208,420 USD NOTIONAL GOLDMAN SACHS GRP INC MAT APRIL 28 2011 DEAL 5499085 NV Client SWPBDE-WG-5 20,000.000 16.13 (322,640.85) N/A SX6E DIVIDEND SWAP FIXED STRIKE EUR 112.10 NUMBER OF BASKET 89,206 MAT DEC 16 2011 DEAL 4444220 WO Client SWPBDE-PR-9 EUR 89.206.000 2.50 222.89832 N/A SX6E DIVIDEND SWAP FIXED STRIKE EUR 113.30 NUMBER OF BASKET 88,261 MAT DEC 21 2012 DEAL 4444219 WO Client SWPBDE-PS-7 EUR 5.18 (456,943.89) N/A 88,261.000 Account Page 22 of 52 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 13925 SDNY_GM_00283123 EFTA01491650