J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 5/1110 to 5/31/10 Options Summary Asset Categories Beginning Market Value Ending Market Value Change In Value Current Allocation Asset Categories Equity (114,400.00) 0.00 114,400.00 ell ill " Options Foreign Exchange (265,100.78) 183,825.70 448,726.48 1% Other (544,860.99) (1,849,417.20) (1,304,556.21) Total Value ($924,361.77) ($1.665.791.50) ($741,429.73) 1% Market Value/Cost Current Period Value Market Value Premium Unrealized Gainless (1,665,791.50) (1.816,724.50) 150.93297 Note P indicates position adjusted for Pending Trade Activity. Options Detail Market Quantity Price Value Premium Unrealized Gainloss Foreign Exchange EUR CALL USO PUT FX EUROPEAN STYLE OPTION JUL15, 2010 41 1 32 XEURCS-LN-Z EUR (10,000,000.000) 0.32 (32.210.83) (158239.46) 126.028 63 Page 11 of 54 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00010544 SDNY_GM_00279742 EFTA01488813