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) 0.00 114,400.00 Iell ill Options Foreign Exchange (265,100.78) 183,625.70 448,726.48 1% f) 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) 150.932.97 Note P indicates position adjusted for Pending Trade Activity. Options Detail Market Ouantky Price Value Premium Unrealized Gain Loss Foreign Exchange EUR CALL USD PUT FX EUROPEAN STYLE OPTION JULIE, 2010 0132 XEURCS-LN-Z FUR (10,000.000.000) 0.32 (32.210.83) (158239.46) 126.028 63 Page 11 of 54 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 10706 SDNY_GM_00279904 EFTA01488924