J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT NM For the Period 5/1/10 o Portfolio Activity Detail - Pound Sterling INFLOWS & OUTFLOWS Settlement Date Type Description Quantity Amount USD Local Value Foreign Exchange - Inflows 170,994.60 114500 00 5/10 Spot FX SPOT CURRENCY TRANSACTION BUY GBP SELL USD EXCHANGE RATE 1.489500000 DEAL 05106/10 VALUE OS(10/10 -BUY (170,994800 TRADE ACTIVITY - Pound Sterling Note: C indicates Currency Gairaoss Currency Gain/Loss USD Per Unit Trade Settlement Amount USD Proceeds USD Tax Cost USD Realized Date Date Type Description Quantity Local Value Local Value Local Value Gairr Loss USD Settled SalesiMaturitiesiRedemptions 5:10 Option Buyback NOK CALL GBP PUT 63.280.000 000 0.003 (171 872 89) 163 A65 02 (8.407 87) C FX EUROPEAN STYLE OPTION (114.800 00) 105300 00 JUL 28.2010 O9.04 KNOCK-IN AT 8.775 REPURCHASE OF WRITTEN FX OPTION TRADE DATE 05/06/10 Page 49 of 56 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00011582 SDNY_GM_00280780 EFTA01489479