J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 9/1/10 to 9/30/10 Other Assets Summary Asset Categories Swaps (3,242,295.34) (380,711.90) 2,881,583.44 Structured Investments 7,693,069.64 8,428,203.92 735,134.28 12% Other 10,000,000.00 0.00 (10,000.000.00) Total Value $14,450,774.30 $8,047,492.02 ($6,403,282.28) 12% Estimated Value Estimated Value Beginning Ending Change Current Asset Categories In Value Allocation Market Value/Cost Current Period Value Estimated Value 8.047.492.02 Tax Cost 7,650,165.00 Estimated Gain/Loss 778.038.92 Other Ant. Account Page 17 of 39 Page 21 of 52 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00013980 SDNY_GM_00283178 EFTA01491699