J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 811110 to 8/31/10 Options Summary Asset Categories Beginning Market Value Ending Market Value Change Current In Value Allocation Foreign Exchange (496,423.32) (958,700.55) (462,277.23) Other (2,018,054.19) (153,225.28) 1,884,828.91 Total Value ($2,514,477.51) ($1,111,925.83) $1,402,551.88 Market Value/Cost Current Period Value Market Value (1,111,925.83) Premium (0.01) Unrealized Gain/Loss (1.111,925.82) Options Detail Quantity Price Market Value Premium Unrealized Gain./Loss Foreign Exchange AUD CALL USD PUT 10,000,000.000 1.48 147.742 34 220.337 49 (72,595.15) FX EUROPEAN STYLE OPTION SEP 21, 2010 0.8825 XAUDCA-DY-Z AUD AUD CALL USD PUT (10,000,000.000) 0.02 (2,398 32) (35.254.00) 32,855.68 FX EUROPEAN STYLE OPTION SEP 21, 2010 @.94 XAUDCA-DZ-Z AUD Page 11 of 39 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00013774 SDNY GM_00282972 EFTA01491532