J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 9/1/10 to 9/30/10 Options Detail Quantity Price Market Value Premium Unrealized Gain/Loss Foreign Exchange HUF PUT EUR CALL (1,487,500,000.000) (18.857.18) (84.099.98) 47,242.82 FX EUROPEAN STYLE OPTION NOV 10, 2010 §297.5 XHUFPA-AT-Z EUR JPY CALL USD PUT (935,000.000.000) 0.13 (1,188,854.50) (470,000.00) (718,654.50) FX EUROPEAN STYLE OPTION MAY 11, 2011 §93.5 XJPYCA-NE-Z JPY PUT USD CALL 935,000,000.000 0.01 51,629.47 470,000.00 (418,370.53) FX EUROPEAN STYLE OPTION MAY11, 2011 §93.5 XJPYPA-SCI-Z Total Foreign Exchange (1.487 500.000 000 ) ($1,161.882.19) ($64,099.98) ($1,087,782.21) Other DJUSCN3T CALL 012110N 5C0.000 000 ) 0 04 (103,161.77) (125,750.00) 22,588.23 USD PUT OPTION STRIKE 70.5053 EXPIRES 12/21/2010 PART OF COLLAR REF 6018672 OTCE0C-7.X.F Account W23560001 Page 12 of 39 Page 16 of 52 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00013919 SDNY_GM_00283117 EFTA01491646