EFTA Document EFTA01491284

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. W23560001 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 10,000,003.00 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 Tax Cost Estimated Gain/Loss Other Assets Detail 14.450.774.30 17.650.165.00 42,904.84 Current Allocation 12% 15% 27% Asset Categories Other Afters Structured _- Investments Cost Estimated Ad'usted Estimated Quantity Price Value riginal Gain/Loss Accruals Swaps LONG TOTAL RETURN SWAP 30 000 000 22.04 (661.158.24) 4,775,970.00 USD NOTIONAL GOLDMAN SACHS GRP INC MAT APR 29 2011 DEAL 5508960 N/0 Client SVVPBDE-TJ-3 N/A Page 16 of 39 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00013481 SDNY_GM_00282679 EFTA01491284