J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 7/1/10 to 7/31/10 Quantity Price Market Value Premium Unrealized Gain/Loss other WTI PUT OPTION USD CALL OPTION STRIKE 65.50 EXPIRES 12/15/2010 100,000 BARRELS OTCBDP-EX-K (10.000) 18.460 24 (184,802.39) (400,000.00) 215,397.61 WTI PUT OPTION USD CALL OPTION STRIKE 63.00 EXPIRES 05/17/2011 100,000 BARRELS OTCBDP-EX-L (10.000) 30,561.33 (305,613.34) (450,000.00) 144,386.66 1 RECEIVER SWAPTION CALL 10,000,000 INTEREST RATE SWAP STRIKE 4.25% S 30)360 VS 3ML EXP DATE 08/13/2010 DEAL 5186005 OTCBDC-GWK (1.000) 1.00 (1,024,079.28) (545,000.00) (479,079.28) 1 RECEIVER SWAPTON CALL 10,000,000 INTEREST RATE SWAP STRIKE 4.35% S 30/360 VS 3ML EXP DATE 08/31/2010 DEAL 5167546 OTCBDC•GZ•U (1.000) 100 (1,196,234.06) (1,103,500.00) (92,734.06) Total Other (2.000) (52.018,054.19) ($1,849,600.00) ($389,1564.18) Page 13 of 43 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00012622 SDNY_GM_00281820 EFTA01490475