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% ' 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 Gain(Loss (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 Gaialoss Foreign Exchange EUR CALL USO PUT FX EUROPEAN STYLE OPTION JUL15, 2010 411.32 XEURCS-LN-Z EUR (10,000,000.000) 0.32 i32 210 2,2. (158,239 46) 126 028 63 Page 11 of 54 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 11044 SDNY_GM_00280242 EFTA01489182