EFTA01489134.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1110 to 5131/10 Portfolio Activity Detail - Pound Sterling INFLOWS & OUTFLOWS Per UM Settlement Amount USD Amount USD Currency Date Type Description Quantity Local Value Local Value GairOLoss USD 5110 Spot FX SPOT CURRENCY TRANSACTION - BUY (170.994 600) 170,994.60 BUY GBP SELL USD 114,800.00 EXCHANGE RATE 1.489500000 DEAL 05/06/10 VALUE 05/10/10 TRADE ACTIVITY - Pound Sterling Note: C indicates Currency Gain!Loss Per Unit Trade Settlement Amount USD Proceeds USD Tax Cost USD Realized Date Date Type DetiCrIptIOn Quantity Local Value Local Value Local Value Gain/Loss USD Settled Sales/Maturities/Redemptlons 5/6 5/10 Option Buyback NOK CALL GBP PUT 63,280,000.000 0.003 (171,872.88) 163,465.02 (8,407.87) C FX EUROPEAN STYLE OPTION (114,800.00) 105,700.00 JUL 26, 2010 9.04 KNOCK-IN AT 8.775 REPURCHASE OF WRITTEN FX OPTION TRADE DATE 05/06110 Page 47 of 54 Confidential Treatment Requested by JPMorgan JPM-SDNY-00010972 Chase CONFIDENTIAL SDNY_GM_00280170 EFTA01489134