J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 9/1/10 to 9/30/10 Cost Estimated Adjusted Estimated Quantity Price Value Original Gain/Loss Accruals Swaps SX6E DIVIDEND SWAP 50.000.000 12.44 621.981.35 N/A FIXED STRIKE EUR 100.00 NUMBER OF BASKET 50,000 MAT DEC 21 2012 DEAL 4458593 /4/O Client SWP8DEAMN-O EUR Total Swaps ($380,711.90) 10.00 $0.00 Structured Investments JPM CORN DLY LIQUIDITY NT 07/26/13 2,500,000.000 124.97 3,124,250.00 2,512,500.00 611,750.00 LNKD TO DJUBCN3T 07/22110 48124A-WK•9 JPM PUT SPREAD WARRANT W 2012/03/10 5.006.000 1,732.00 STRIKE LEVEL -$8.00MUSHEL, 527.50 INITIAL LEVEL -08/13/10 W ZO:734.25 48121C-32-0 86,703.92 137,685.00 (50.961.08) MS MARKET PLUS SPX 01/27/12 5,000,000.000 104.35 5,217,250.00 5,000,000.00 217,250.00 (70% CONTIN BARRIER-6.5%CPN ,UNCAPPED) INITIAL LEVEL-07/14110 SPX:1094.91 617482-M0-4 Total Structured Investments 7,606,006.000 $8.428.203.92 $7.650.165.00 6778,038.62 Account W23560001 Page 19 of 39 Page 23 of 52 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00013982 SDNY_GM_00283180 EFTA01491701