J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 9/1/10 to 9/30/10 Quantity Pnce Market Value Premium Unrealized Gain/Loss Other DJUBCN3T PUT OPTION USD CALL OPTION STRIKE 70.0530 EXPIRES 12/2112010 PART OF COLLAR REF 6018672 OTCEOP-71-F 2.503.000 000 0.05 132,457.93 125.750.00 6,707.93 WTI CALL OPTION USD PUT OPTION STRIKE 90.00 EXPIRES 12/15/2010 100,000 BARRELS OTCBDC-GW-X 10.000 15,162.51 151,625.11 400,000.00 (248,374.89) WTI CALL OPTION USD PUT OPTION STRIKE 100.00 EXPIRES OS/1712011 100,000 BARRELS OTCBDC-GVV-Y 10.000 30295.03 302,950.25 450,000.00 (147,049.75) WTI PUT OPTION USD CALL OPTION STRIKE 65.50 EXPIRES 12/15/2010 100,000 BARRELS OTCBDP-EX-K (10.000) 5,243.46 (52,434.61) (400,000.00) 347,565.39 Account Page 13 of 39 Page 17 of 52 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 13976 SDNY_GM_00283174 EFTA01491695