J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1110 to 5131/10 Options Summary Asset Categories Beginning Market Value Ending Market Value Change In Value Current Asset Categories Allocation Equity Foreign Exchange Other (114.400.00) (265.100 78) (544,860 99) 0.00 183.625 70 (1849.417 20) 114.400 00 448726 48 (1.304.556 21) (Ippon', 1% Total Value ($924,361.77) ($1,665,791.50) ($741,429.73) 1% Market Value/Cost Current Period Value Market Value (1.665.791.50 ) Premium (1.816.724.50) Unrealized GainiLoss 150,932.97 Note: P indicates position adjusted for Pending Trade Activity. Options Detail Market Quantity Price Value Premium Unrealized GainiLoss Foreign Exchange EUR CALL USD PUT FX EUROPEAN STYLE OPTION JUL 15. 2010 @1.32 XEURCB-LN-Z EUR (10,000,000.000) 0.32 (32.210.83) (158,239.46) 126028.63 Page 11 of 54 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 10936 SDNY_GM_00280134 EFTA01489107