J.PMorgan FINANCIAL TRUST COMPANY INC ACCTFor the Period 3/1/10 to 3131/10 Other Assets Summary Asset Categories Estimated Value Swaps Other Assets Detail Beginning Ending Change Current Asset Categories Estimated Value In Value Allocation 0.00 85.059.52 85.059.52 1% (C.) Other Assets Estimated Quantity Price Value Cost Estimated Gain/Loss Swaps CLP SWAP - CLP NOTL 13,000,000,000 MD 3/21/12 TD 3/17/10, START D 3/21/11 PAY FLOAT CLP OIS ANN ACT/360 4.15% REC FIX, DEAL #253571031 N/O Client SWPBDA-ZQ-8 1.000 1.00 CLP SWAP - CLP NOTL 13,000,000.000 MD 3/29/12 TD 3/25/10, START D 3/29/11 PAY FLOAT CLP OIS ANN ACT/360 4.15% REC FIX. DEAL #254489072 N/O Client SVVPBDE-JB-1 1.000 1.00 (4,819.17) N/A (18,948.37) N/A Account W23560001 Page 14 of 24 Page 15 of 31 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 10247 SDNY_GM_00279445 EFTA01488570