J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 7/1/10 to 7/31/10 Options Summary Asset Categories Beginning Market Value Ending Market Value Change Current In Value Allocation Foreign Exchange (950,878.29) (496,423.32) 454,454.97 Other (3,371,845.74) (2,018,054.19) 1,353,791.55 Total Value ($4,322,724.03) ($2,514,477.51) $1,808,246.52 Market Value/Cost Current Period Value Market Value (2,514,477.51) Premium (1,648,500.01) Unrealized Gain/Loss (865.977.50) Options Detail Ouardity Price Market Value Premium Unrealized Gantoss Foreign Exchange AUD CALL USD PUT FX EUROPEAN STYLE OPTION SEP 21, 2010 0.8825 XAUDCA-DY-Z AUD 10,000,000.000 3.01 300.561 89 (39.386 60) 220.337 49 (35.254.00) 80.224 40 AUD CALL USD PUT FX EUROPEAN STYLE OPTION SEP 21, 2010 fa .94 XAUDCA-DZ-Z AUD (10,000,000.000) 0.39 (4,132.60) Page 11 of 43 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00012576 SDNY_GM_00281774 EFTA01490430