J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. 24200686 For the Period 10/1110 to 10/31/10 Options Summary Asset Categories Beginning Ending Change Current Market Value Market Value In Value Allocation Equity (97,850.00) (140,850.00) (43,200.00) Market Value/Cost Current Penod Value Market Value Premium Unrealized Gain/Loss (36,901.81) (140,850.00) (103,948.19) Options Detail Quantity Account Price Market Value Premium Unrealized Gain/Loss Equity SPDR S&P 500 ETF TR (450 000) 3.13 (140,85000) (103948.19) (38901.81) CALL OPTION NOV 10 © 117 Margin Underlying Asset Price • $118.53 78462F-9A-W SPY Account 24200686 Page 5 of 10 Page 48 of 53 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00014064 SDNY_GM_00283262 EFTA01491771