J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 811/10 to 8131/10 Quantity Price Market Value Premium Unrealized Gain/Loss Foreign Exchange AUD PUT USD CALL (10,000,000.000) 0.31 (31.196.38) (185,083.50) 153.887.12 FX EUROPEAN STYLE OPTION SEP 21, 2010 4).86 100 0.83 XAUDPA.FV-Z AUD JPY CALL USD PUT (935,000.000.000) 0.12 (1,152,015.40) (470,000.00) (682,015.40) FX EUROPEAN STYLE OPTION MAY 11, 2011 @ 93.5 XJPYCA-NE-Z JPY PUT USD CALL 935,000,000.000 0.01 79,167.21 470,000.00 (390,832.79) FX EUROPEAN STYLE OPTION MAY 11, 2011 • 93.5 XJPYPA.SQ-Z Total Foreign Exchange (10,000.000.000) ($968,700.66) (80.01) ($968,700.64) Other ViTi CALL OPTION 10.000 12,874.21 128,742.05 400,000.00 (271,257.95) USD PUT OPTION STRIKE 90.00 EXPIRES 12/1512010 100,000 BARRELS OTCBDC-OW-X WTI CALL OPTION 10.000 24,745.13 247,451.26 450,000.00 (202,548.74) USD PUT OPTION STRIKE 100.00 EXPIRES 05/17/2011 100,000 BARRELS 0TCBDC-GVII.Y Page 12 of 39 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00013357 SONY GM_00282555 EFTA01491179