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) 090 114,400.00 "1- ilji. Options Foreign Exchange (265,100.78) 183,625.70 448,726.48 1% ' j.) 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 Gain Loss Foreign Exchange EUR CALL USO PUT FX EUROPEAN STYLE OPTION JUL15, 2010 411.32 XEURCS-LN-Z EUR (10,000,000.000) 0.32 i32:1 0 83 , (158 239 46) 126 028 63 Page 11 of 54 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 10760 SDNY_GM_00279958 EFTA01488961