J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT.'''. For the Period 5/1/10 t Quantity Pr ,ce Market Value Premium Unrealized Gain/Loss Foreign Exchange JPY PUT USD CALL 935,000,000.000 0.04 369 587 27 470,000 00 (100.413.20) FX EUROPEAN STYLE OPTION MAY II, 2011 093.5 XJPYPA-SO-Z Total Foreign Exchange (10,000,000.000) $183,625.70 ($.16.724.50) $200.350.17 Other XAU PUT OPTION (5.000.000) 1.14 15,701 58) 85 ODD SD) 79,296 12 USD CALL OPTION STRIKE 1,115.00 EXPIRES 6/1712010 KI 1,085 Underlying Asset Price = 51206.13 OTCBDP-EVV-G 1 RECEIVER SWAPTION CALL (1.000) 1.00 (656,612.57) (909,000.00) 252,387.43 10,000.000 INTEREST RATE SWAP STRIKE 4.350% S 30/360 VS 3ML EXP DATE 07(26/2010 DEAL 5164984 Underlying Asset Price = $0.00 OTCBDC-GV•H P 1 RECEIVER SWAPTION CALL (1.000) (545000.00) 545,000.00 10O00,000 INTEREST RATE SWAP STRIKE 4.25% S 30/360 VS 3ML EXP DATE 08/13/2010 DEAL 5166005 Underlying Asset Price = 50.00 OTCBDC-GW-K Page 13 of 54 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00010762 SDNY_GM_00279960 EFTA01488963