J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 6/1/10 to 1 Other Assets Summary Asset Categories Estimated Value Estimated Value Beginning Ending Change Current In Value Allocation Swaps 0.00 (6,731,159.99) (8,731,159.99) Market Value/Cost Current Penod Value Estimated Value (8,731,159.99) Other Assets Detail Cost Estimated Adjusted Estimated Quantity Price Value Onmnal Gain/Loss Accruals Swaps CLP SWAP - CLP NOTL 13,000,000,000 MD 3121/12 TO 3/17/10, START D 3121/11 PAY FLOAT CLP OIS ANN ACT/380 4.15% REC FIX, DEAL 0253571031 WO Client SWPBDA-ZQ-8 1.000 1.00 (48.084.73) N/A Page 17 of 52 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00011990 SDNY_GM_00281188 EFTA01489864