J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT For the Period 5/1/10 to 5/31/10 Cost Estimated Adjusted Estimated Quantity Price Value Original Gain/Loss Accruals Swaps SXSE DIVIDEND SWAP 88.261.000 23.04 (2.033,692.23) N/A FIXED STRIKE EUR 113.30 NUMBER OF BASKET 88,261 MAT DEC 21 2012 DEAL 4444219 IW0 Client SWPBDE-PS-7 EUR SX6E DIVIDEND SWAP 50.000.000 7.19 (359,397.09) N/A FIXED STRIKE EUR 100.00 NUMBER OF BASKET 50,000 MAT DEC 21 2012 DEAL 4458593 N/0 Client S1NREIDE-WW-0 EUR Total Swaps ($4.669018.13) 0.00 $0.00 Page 19 of 54 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00010386 SDNY_GM_00279584 EFTA01488691