J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. Other Assets Detail For the Period 10/1/10 to 10/31/10 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 1.39 41842.91 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 0.51 10,141.82 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 3.44 306,591.34 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 3.33 (293,557.06) N/A 88,261.000 Account Page 20 of 39 Page 24 of 53 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 14039 SDNY_GM_00283237 EFTA01491749