J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 8/1/10 to 8/31/10 Account Summary Asset Allocation Equity 17.035,657.20 10,771,820.00 (6263,837.20) 701,200.00 16% FIXOCI Intorno Cash 8 Short Term 21,359,070.38 19,002,203.14 (2,356,867.24) 660,750.60 28% Fliosi Income 19,481,882.00 19,173,090.00 (306.792.00) 1259,000.00 29% Options (2,514,477.51) (1,111,925.83) 1,402,551.68 Egu,ry Other Foreign Assets Exchange Contracts 12207 (366,017.66) 120.35 14 (124,966.59) 450 774 30 2 243653.95 241,031.07 27% • Market Value 587,203,234.78 $62,160,976.02 (S6.042269.74) $2,620,960.60 100% Cams Short Tom Accruals 539,106.43 339 093 61 (200,012.82) Market Value with Accruals 587,742,341.19 $62,600,068.63 (56.242.272.66) Other Assets Beginning Ending Change Estimated Current Asset Allocation Market Value Market Value in Value Annual Income Allocation Portfolio Activity Current Period Value Year4o•Date Value Beginning Market Value 67303,234.76 0.00 Conlnbutions 0.01 76,538,333.97 Withdrawals & Fees (6,333,695.61) (8,540,037.59) Securities Transferred Out (3.00) (305.010.00) Net Contributions/Withdrawals ($6,333,696.60) $07,6932118.38 Income 8 Distributions (89,212.07) (112,864.23) Change In Investment Value 1,380,65013 (5,419,447.13) Ending Market Value 882,180,978.02 $82,160,976.02 Accruals 339,093.61 339,093.61 Market Value with Accruals $02.600.068.63 162,600,068.63 Account Page 2 of 42 Page 6 of 56 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 13851 SDNY_GM_00283049 EFTA01491591