J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 6/1/10 to 6/30/10 Quantity Price Market Value Premium Unrealized Gain/Loss Foreign Exchange AUD CALL USD PUT (t0,000,000.000) 0.14 (14,483.92) (35.254.00) 20,770.08 FX EUROPEAN STYLE OPTION SEP 21, 2010 0.94 XAUDCA-OZ-Z AUD AUD PUT USD CALL (10,000,000.000) 3.94 (393,530.57) (185,063.50) (208,447.07) FX EUROPEAN STYLE OPTION SEP 21, 2010 @.86 IO Q 0.83 XAUDPA-FV-Z AUD CAD PUT USD CALL (5,250,000.000) 1.94 (101,805.05) (52,500.00) (49,305.05) FX EUROPEAN STYLE OPTION JUL 23. 2010 Q 1.05 XCADPA-DM-Z JPY CALL USD PUT (935.000.000.000) 0.08 (776,807.26) (470,000.00) (306806.42) FX EUROPEAN STYLE OPTION MAY 11, 2011 093.5 XJPYCA•NE•Z JPY PUT USD CALL 935,000,000.000 0.03 247,531.39 470,000.00 (222,469.03) FX EUROPEAN STYLE OPTION MAY 11, 2011 093.5 XJPYPA-SO-Z Total Foreign Exchange (15250.000.000) (8950,878.28) ($52,500.01) ($898,377.86) Page 12 of 52 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00012401 SDNY GM_00281599 EFTA01490259