J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 8/1/10 to 8/31/10 Quantity Pike Market Value Premium Unrealized Gain/Loss Other WTI CALL OPTION USD PUT OPTION STRIKE 90.00 EXPIRES 12/15/2010 100,000 BARRELS OTCBDC-GVI.LX 10.000 12,874.21 128,742.05 400.000.00 (271,257.95) WTI CALL OPTION USD PUT OPTION STRIKE 100.00 EXPIRES 05/17/2011 100,000 BARRELS OTCBDC-GW-Y 10.000 24,745.13 19,279.81 247,451.28 450,000.00 (202,548.74) WTI PUT OPTION USD CALL OPTION STRIKE 85.50 EXPIRES 12/15/2010 100,000 BARRELS OTCBDP-EX-K (10.000) (192,798.13) (400,000.00) 207,201.87 WTI PUT OPTION USD CALL OPTION STRIKE 63.00 EXPIRES 05/17/2011 100,000 BARRELS OTCBDP-EX-I. (10.000) 33,882.05 (336,620.48) (450,000.00) 113279.54 Total Other ($153.225.28) 50.00 ($153.225.28) Account age 13 of 42 Page 17 of 56 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00013564 SDNY_GM_00282762 EFTA01491354