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 JPY PUT USD CALL FX EUROPEAN STYLE OPTION MAY 11, 2011 e 93.5 XJPYPA-SQ-Z 935,000,000.000 0.03 247,531.39 470.000.00 (222.468.61) Total Foreign Exchange Other WTI CALL OPTION USD PUT OPTION STRIKE 90.00 EXPIRES 12/15/2010 100,000 BARRELS OTCBDC-GW.X (15,250,000.000) 10.000 29,627.55 ($850,078.29) 296275.45 (852,500.01) 400,000.00 ($090,378.28) (103,724.55) WTI CALL OPTION USD PUT OPTION STRIKE 100.00 EXPIRES 05/17/2011 100,000 BARRELS OTCBDC-GWY 10.000 34,096.78 340,967.79 450.000 00 (109.032 21) WTI PUT OPTION USD CALL OPTION STRIKE 65.50 EXPIRES 121192010 100,000 BARRELS OTCBDP-EX-K (10.000) 30,297.17 (302,971.66) (400,000.00) 97,028.34 Account Page 13 of 54 Page 17 of 70 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00012512 SDNY_GM_00281710 EFTA01490367