J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. ON= For the Period 8/1/10 to 8/31/10 Tax Cost Estimated Market Adjusted Unrealized Annual Income Quantity Price Value Original Gain/Loss Accrued Interest Yield Non-US Fixed Income 5,000,000.000 62.25 3.112,500.00 3.216,750.00 (104.250.00) 245.000.00 16.22% 83.705.00 Page 10 of 39 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00013813 SDNY_GM_00283011 EFTA01491562