EFTA Document EFTA01491438

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 8/1/10 to 8/31/10 Other Assets Summary Asset Categories Beginning Estimated Value Ending Estimated Value Change In Value Swaps (5,419,379.65) (3,242,295.34) 2,177,084.31 Structured Investments 7,626,500.00 7,693,069.64 66,569.64 Other 10,000,000.00 10,000,000.00 0.00 Total Value $12,207,120.35 $14,450,774.30 $2,243,653.95 Market Value/Cost Current Period Value Estimated Value 14.450.774.30 Tax Cost 17.650.165.00 Estimated Gain/Loss 42,904.84 Other Assets Detail Current Allocation 12% 15% 27% Asset Categories Other Asters Structured _ Investments Other Cost Estimated Ad'usted Estimated Quantity Pnce Value riginal GaiNLoss Accruals Swaps LONG TOTAL RETURN SWAP 30 000 000 22.04 (661.158.24) NIA 4,775,970.00 USD NOTIONAL GOLDMAN SACHS GRP INC MAT APR 29 2011 DEAL 5508960 WO Client SVVPBDE-TJ-3 Page 16 of 39 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 13659 SDNY_GM_00282857 EFTA01491438