J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 7/1/10 to 7/31/10 Options Detail OwMay Price Market Value Premium Unrealized Gain/Loss Foreign Exchange AUD CALL USD PUT FX EUROPEAN STYLE OPTION SEP 21, 2010 e.8825 XAUDCA-DY-Z AUD 10,000,000.000 3.01 300.581.89 220,337.49 80,224.40 AUD CALL USD PUT FX EUROPEAN STYLE OPTION SEP 21, 2010 e.94 XAUDCA-DZ-Z AUD (10,000,000.000) 0.39 (39,388.80) (35,254.00) (4,132.00) AUD PUT USD CALL FX EUROPEAN STYLE OPTION SEP 21, 2010 42 .86 RIC 0.83 XAUDPA-FV-Z AUD (10,000,000.000) 0.89 (39.088.05) (185,083.50) 115,997.45 JPY CALL USD PUT FX EUROPEAN STYLE OPTION MAY 11, 2011 693.5 XJPYCA-NE-Z (935,000,000.000) 0.09 0 02 (831,929.30) (470.000.00) (361,929.30) JPY PUT USD CALL FX EUROPEAN STYLE OPTION MAY 11, 2011 •93.5 XJPYPA-SO-Z 935,000,000.000 143,418.74 470,000.00 (328583.28) Total Foreign Exchange (10.000.000.000) 19496.423.32) (90.01) (3496.423.31) Account Page 12 of 44 Page 16 of 57 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 12847 SDNY_GM_00282045 EFTA01490693