J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 12/1/10 to 12/31/10 Other Assets Summary Asset Categories Beginning Ending Change Cuirent Asset Categories Estimated Value Estimated Value In Value Allocation Swaps Structured Investments (1,286,875.34) 537,062.07 1,823,957.41 6,172306.00 9,933,900.00 3.761,594.00 14% Total Value $4,885,430.66 510,470,982.07 $5,585,551.41 15% Market Value/Cost Current Period Value Estimated Value 10,470,982.07 Tax Cost 8,512,500.00 Estimated Gain/Loss 1,421,400.00 Orme Asset Swaps StruClige0 Inveslmenrs Account Page 16 of 34 Page 20 of 47 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00014325 SDNY_GM_00283523 EFTA01491954