J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 8/1/10 to 8/31/10 Options Detail QueMily Price Market Value Premium Unrealized Gain/Loss Foreign Exchange AUD CALL USD PUT FX EUROPEAN STYLE OPTION SEP 21, 2010 e.8825 XAUDCA-DY-Z AUD 10,000,000.000 1.48 147,742.34 220,337.49 (72.595 15) AUD CALL USD PUT FX EUROPEAN STYLE OPTION SEP 21, 2010 @.94 XAUDCA-DZ-Z AUD (10,000,000.000) 0.02 (2,398.32) (3525400) 32,855.88 AUD PUT USD CALL FX EUROPEAN STYLE OPTION SEP 21, 2010 v.86 RIC 0.83 XAUDPA-FV-Z AUD (10,000,000.000) 0.31 (31,198.38) (185,083.50) 153,887.12 JPY CALL USD PUT FX EUROPEAN STYLE OPTION MAY 11, 2011 693.5 XJPYCA-NE-Z (935,000,000.000) 0.12 (1,152,015.40) (470.000.00) (682.015.40) JPY PUT USD CALL FX EUROPEAN STYLE OPTION MAY11, 2011 693.5 XJPYPA-SO-Z 935,1300.000.000 0.01 79,187.21 470,000.00 (390,832.79) Total Foreign Exchange (10.000.000.000) (4958.700.55) (30.01) (8968,700.64) Account Page 12 of 42 Page 16 of 56 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00013563 SDNY_GM_00282761 EFTA01491353