EFTA01490437

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 7/1/10 to 7/31/10 Cost Estimated Adjusted Estimated Quantity Price Value Original Gain/Loss Accruals Swaps SX6E DIVIDEND SWAP 89.206.000 8.83 (787,847.40) N/A FIXED STRIKE EUR 112.10 NUMBER OF BASKET 89,206 MAT DEC 16 2011 DEAL 4444220 WO Client SVVPBDE-PR-9 EUR SX6E DIVIDEND SWAP 88.261.000 18.41 (1.625,047.49) N/A FIXED STRIKE EUR 113.30 NUMBER OF BASKET 88,261 MAT DEC 21 2012 DEAL 4444219 WO Client SWPBDE-PS-7 EUR SX6E DIVIDEND SWAP 50.000.000 1.64 (82,223.79) N/A FIXED STRIKE EUR 100.00 NUMBER OF BASKET 50,000 MAT DEC 21 2012 DEAL 4458593 /4/0 Client SVVPBDE-WN-0 EUR Total Swaps (S5.419,379.65) $0.00 $0.00 Structured Investments JP M CORN OLY LIQUIDITY NT 07/26/13 2,500,000.000 103.37 2.584,250 00 2,512,500.00 71,750.00 LNKD TO DJUBCN3T 07/22/10 48124A-WK-) Page 18 of 43 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00012583 SDNY_GM_00281781 EFTA01490437