EFTA01491675.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 9/1/10 to 9/30/10 Portfolio Activity Detail TRADE ACTIVITY Trade Settlement Per Unit Realized Date Date Type Description Quantity Amount Proceeds Tax Cost Gain/Loss Settled Sales/Maturities/RedemptIons 9/27 9/28 Sale SPDR S&P 500 ETF TR (450.000) 236.936 106.621.19 (106.621.19) CALL OPTION NOV 10 117 AS OF 09/28/10 SUB-ACCOUNT: MGN 9/27 9/28 Short Sale SPDR S&P 500 ETF TR (450.000) 230.996 103,948.19 (103,948.19) CALL OPTION NOV 10 4) 117 AS OF 09/28/10 SUB-ACCOUNT: MGN Total Settled Sales/Maturities/Redemptions $210,669.30 ($210,569.35) 50.00 Trade Settlement Per Unit Realized Date Date Type Description Quantity Amount Market Cost Tax Cost Gain/Loss Settled Securities Purchased 9127 9/28 Purchase SPDR S&P 500 ETF TR 450.000 236.936 (106,621.19) CALL OPTION NOV 10 © 117 CANCEL SALE AS OF 09/28/10 SUB-ACCOUNT: MGN Account Page 7 of 9 Page 50 of 52 Confidential Treatment Requested by JPMorgan JPM-SDNY-00013954 Chase CONFIDENTIAL SDNY_GM_00283152 EFTA01491675