J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 7/1/10 to 7/31/10 Other Assets Summary Asset Categories Beginning Estimated Value Ending Estimated Value Change In Value Current Allocation Swaps (6,731,159.99) (5,419,379.65) 1,311,780.34 10% 13% Structured Investments 0.00 7,626,500.00 7,626,500.00 Other 0.00 10,000,000.00 10,000,000.00 Total Value (56,731,159.99) $12,207,120.35 518,038,280.34 23% Market Value/Cost Current Period Value Estimated Value Tax Cost Estimated Gain/Loss 12,207,120.35 17,512,500.00 114,000.00 Asset Categories Other AMC'S Structured Investmenrs Page 16 of 43 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00012581 SDNY_GM_00281779 EFTA01490435