J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Quantity Price Market Value Premium Unrealized Gain/Loss Foreign Exchange EUR CALL USD PUT FX EUROPEAN STYLE OPTION MAY 13, 2011 @ 1.4425 IC Q 163 XEURCB-LT-Z (6,932,409.000) 6.61 (458,137.66) (495,000.00) 36.862.34 EUR CALL USD PUT FX EUROPEAN STYLE OPTION MAY 13, 2011 0 1.245 KJ a 1.38 XEURCB-LU-Z (8,032,128.510) 5.77 (463,522.04) (495,000.00) 31477.96 EUR PUT USD CALL FX EUROPEAN STYLE OPTION JUL 15, 2010 01.28 XEURPB-HD-Z EUR 10,000,000.000 5.56 555,750.61 276,597.42 279,153.19 EUR PUT USD CALL FX EUROPEAN STYLE OPTION JUL 15.2010 Q 1 24 XEURPB-HE-Z EUR (10,000,000.000) 3.06 (306,413.20) (135,082.46) 495,000.00 (171.330.74) 104.412 39 EUR PUT USD CALL FX EUROPEAN STYLE OPTION MAY 13, 2011 @1.245 XEURPB-HW-Z 8,032,128.510 7.46 599,412.40 GBP PUT USD CAU- FX EUROPEAN STYLE OPTION MAY 13, 2011 @ 1.4425 XGBPPA-LM-Z 6,932,409.000 8.04 557,445.77 495.000.00 62,445.77 JPY CALL USD PUT FX EUROPEAN STYLE OPTION (935,000,000.000) 0.07 (638,286.62) (470,000.00) (168,286.17) MAY 11, 2011 93.5 XJPYCA-NE-Z Page 12 of 54 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 10707 SDNY_GM_00279905 EFTA01488925