J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Options Summary Asset Categories Beginning Market Value Ending Market Value Change In Value Current Allocation Asset Categories Equity (114,400.00) 090 114,400.00 ell , ill Options Foreign Exchange (265,100.78) 183,625.70 448,726.48 1% ' j. Other (544,860.99) (1,849,417.20) (1,304,556.21) Total Value ($924,361.77) ($1,665,791.50) ($741,429.73) 1% Market Value/Cost Current Period Value Market Value Premium Unrealized Gainless (1,665,791.50) (1,816,724.50) 150.93297 Note P indicates position adjusted for Pending Trade Activity. Options Detail market Quantity Price Value Premium Unrealized Gain Loss Foreign Exchange EUR CALL USD PUT FX EUROPEAN STYLE OPTION JUL 15, 2010 01.32 XEURCE-LN-Z EUR (10,000,000.000) 0.32 i32:1 0 83 , (158 239 46) 126 028 63 Page 11 of 56 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 10488 SDNY_GM_00279686 EFTA01488766