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sd-10-EFTA01490700Dept. of Justice

EFTA Document EFTA01490700

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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 LONG TOTAL RETURN SWAP 20,000.000 9.63 (192,655.81) N/A 3,208,420 USD NOTIONAL GOLDMAN SACHS GRP INC MAT APRIL 28 2011 DEAL 5499085 N/0 Client SWPBDE-WG-5 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 444422O N/O Client SWPBD

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Dept. of Justice
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sd-10-EFTA01490700
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