J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 6/1/10 to 6/30/10 Options Summary Asset Categories Beginning Market Value Ending Market Value Change Current In Value Allocation Foreign Exchange 0.00 (950,878.29) (950,878.29) Other 0.00 (3,371,845.74) (3,371,845.74) Total Value $0.00 ($4,322,724.03) ($4,322,724.03) Market Value/Cost Current Period Value Market Value Premium Unrealized Gain/Loss Note. P indicates position adjusted for Pending Trade Activity. Options Detail (4,322.724.03) (3.171.500 (11)_ (1,151,223.80) Market Quantify Price Value Premium Unrealized Gain/Loss Foreign Exchange AUD CALL USD PUT FX EUROPEAN STYLE OPTION SEP 21, 2010 it .8825 XAUDCA.DY-Z AUD 10,000,000.000 0.88 88.217 12 220.337 49 (132.120 37) Page 11 of 52 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 12140 SDNY_GM_00281338 EFTA01490006