J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 8/1/10 to 8/31/10 Options Summary Asset Categories Beginning Market Value Ending Market Value Change Current In Value Allocation Foreign Exchange (496,423.32) (958,700.55) (482,277.23) Other (2,018,054.19) (153,225.28) 1,884,828.91 Total Value ($2,514,477.51) ($1,111,92523) $1,402,551.68 Market Value/Cost Current Period Value Market Value (1,111,925.83) Premium (0.01) Unrealized Gain/Loss (1,111,925.82) Options Detail Quantity Price Market Value Premium Unrealized Gain.toss Foreign Exchange AUD CALL USD PUT 10,000,000.000 1.48 147.742 34 220.337 49 (72,595.15) FX EUROPEAN STYLE OPTION SEP 21, 2010 0.8825 XAUDCA-DY-Z AUD AUD CALL USD PUT (10,000,000.000) 0.02 (2,398 32) (35.254.00) 32.855.68 EX EUROPEAN STYLE OPTION SEP 21, 2010 @.94 XAUDCA-DZ-Z AUD Page 11 of 39 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00013516 SDNY_GM_00282714 EFTA01491312