J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Quantity Pnce Market Value Premium Unrealized Gain/Loss Foreign Exchange EUR PUT USD CALL FX EUROPEAN STYLE OPTION MAY 13, 2011 Q 1 245 XEURPB-HW-Z 8.032.128 510 146 599,412.40 495,000.00 104.412 39 GBP PUT USD CALL FX EUROPEAN STYLE OPTION MAY 13.2011 @ 1.4425 XGBPPA-LM-Z 6,932,409.000 8.04 557,446.77 495,000.00 62,445.77 JPY CALL USD PUT FX EUROPEAN STYLE OPTION MAY 11, 2011 @93.5 XJPYCA-NE-Z (935,000,000.000) 0.07 (638,286.62) (470,000.00) (168,286.17) JPY PUT USD CALL FX EUROPEAN STYLE OPTION MAY 11, 2011 • 93.5 XJPYPASO-2 935,000,000.000 0.04 369,587.27 470,000.00 (100,413.20) Total Foreign Exchange Other XAU PUT OPTION USD CALL OPTION STRIKE 1,115.00 EXPIRES 6/17/2010 KI @ 1.085 Underlying Asset Pnce = 81206.13 OTCBDP-EW-G (10,000,000.000) (5,000.000) 1.14 $183,825.70 (5,701.58) ($18,724.50) (85,000.00) 5200,350.17 79,298.42 Account Page 13 of 58 Page 17 of 65 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00010876 SDNY_GM_00280074 EFTA01489053