J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT For the Period 7/1/10 to 7/31/10 Quantity Price Estimated Value Cost Adjusted Estimated Original Gain/Loss Accruals Structured Investments MS MARKET PLUS SPX 01/27/12 5,000,000.000 100.85 5.042,250 00 5,000,000.00 42,250.00 (70% CONTIN BARRIER-6.5%CPN ,UNCAPPE0) INITIAL LEVEL-07/14/10 SPX:1094.91 617482-MO-4 Total Structured Investments 7400,000.000 37.626.600.00 37,612,600.00 $114,000.00 Other JPM HARRAHS 14M CLN 09/20/11 10,000,000 000 100.00 10.000,000 00 10.000,000 00 INITIAL RATE 7.0% CPN 7/7/10 WHERE MAX RATE IS 7.0% PER ANNUM DD 7/7110 4662A0-2C-4 Page 19 of 43 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 13260 SDNY_GM_00282458 EFTA01491093