62.92 $3,288.73 Cost Cost Equity Cash & Fixed Income 105.356 00 699,308 57 Total 5804.664.57 J.P.Morgan Unrealized Gain/Loss (51.873.42) Accournage 3 of 15 Consolidated Statement Page 63 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00045982 SDNY_GM_00315180 EFT

STRIKE 4.35% S 301360 VS. 3ML EXP DATE 06/30/2010 DEAL 5161946 OTCBDC-TB-B Total Other (4.000) (53,371,846.74) (53,119,000.00) (5262,846.74) Accournage 15 of 54 Page 19 of 70 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 11662 SDNY_GM_00280860 EFTA01489550