J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 4/1/10 to 4/30/10 Quantity Pnce Market Value Premium Unrealized Gain/Loss Foreign Exchange PLN PUT EUR CALL FX EUROPEAN STYLE OPTION APR 20, 2011 @3.9 CONT. KU 02 4.49 XPLNPA•AD•Z EUR (29,250,000,000) 1 38 (402,892 89) (324.085.73) (78.807.13) Total Foreign Exchange Other XAU PUT OPTION USD CALL OPTION STRIKE 1,115.00 EXPIRES 6/1712010 KI Q 1,085 Underlying Asset Price = 51.179.60 OTCBDP•EW-G (5,000.000) 7.08 ($266,100.78) (35.293 59) (S70,486.02) (85 000 00) ($194,636.99) 49,706,41 P XPD PUT OPTION USD CALL OPTION STRIKE 525 EXPIRES 06/02/2010 Underlying Asset Price = 1553.75 OTCBDP•EWT (10,000.000) (140,000.00) 140,000.00 1 RECEIVER SWAPTION CALL 10.000,000 INTEREST RATE SWAP STRIKE 4.35% S 30/360 VS. 3ML EXP DATE 06/30/2010 DEAL 5161946 (1.000) 1.00 (269,804.62) (136,000.00) (133,804.62) Underlying Asset Price = $0.00 OTCBDC-TB-B Account W23560001 Page 15 of 43 Page 16 of 49 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00010332 SDNY_GM_00279530 EFTA01488648