J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 6/1/10 to 6/30/10 Note P indicates positron adjusted for Pending Trade Activity. Options Detail Quantity Price Market Value Premium Unrealized Gaintoss Foreign Exchange AUD CALL USD PUT FX EUROPEAN STYLE OPTION SEP 21, 2010 ..8825 XAUDCA-OY-Z AUD 10.000.000.000 0.88 88,217.12 220337 49 (132.120.37) AUD CALL USD PUT FX EUROPEAN STYLE OPTION SEP 21, 2010 0.94 XAUDCA-DZ-Z AUD (10,000,000.000) 0.14 (14,483.92) (35.254.00) 20,770.08 AUD PUT USD CALL FX EUROPEAN STYLE OPTION SEP 21, 2010 0.86 KI 0.83 XAUDPA-FV-Z AUD (10,000,000.000) 3.94 (393,530.57) (185,083.50) (208,447.07) CAD PUT USD CALL FX EUROPEAN STYLE OPTION JUL 23. 2010 01.05 XCADPA-DM-Z (5,250,000.000) 1.94 (101,805.05) (52,500.00) (49,305.05) JPY CALL USD PUT FX EUROPEAN STYLE OPTION MAY 11, 2011 093.5 XJPYCA-NE-Z (936,000.000.030) 0.08 (776,807.26) (470,000.00) (306,807.26) Account Page 12 of 54 Page 16 of 70 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00012511 SDNY_GM_00281709 EFTA01490366