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 JUL I 5, 2010 X1.32 XEURCI3LN-Z EUR (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-00011422 SDNY_GM_00280620 EFTA01489396