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 Swaps (8,731,159.99) (5,419,379.85) 1,311,780.34 Structured Investments 0.00 7,1328500.00 7,828,500.00 Other 0.00 10,000,000.00 10,000,000.00 Total Value (56,731,15SM ) 512,207,120.35 $18,938,280.34 Market Value/Cost Current Period Value Estimated Value Tax Cost Estimated Gain/Loss 12,207,120.35 17,512,500.00 114,000.00 Current Asset Categories Allocation 10% 13% 23% Other AMC'S Structured Investmenrs Page le of 43 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00013125 SDNY GM_00282323 EFTA01490963