EFTA01489709.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 6/1/10 to Options Summary Beginning Ending Change Current Asset Categories Market Value Market Value In Value Allocation Foreign Exchange 0.00 (950,878.29) (950,878.29) Other 0.00 (3,371,845.74) (3,371,845.74) Total Value $0.00 ($4,322,724.03) ($4,322,724.03) Current Market Value/Cost Period Value Market Value (4,322.724.03) Premium (3,171.500 (11)_ Unrealized Gain/Loss (1,151,223.80) Note. P indicates position adjusted for Pending Trade Activity. Options Detail Market Unrealized Quart* Price Value Premium Gain/Loss Foreign Exchange AUD CALL USD PUT 10,000,000.000 0.88 88.217 12 220.337 49 (132.120 37) FX EUROPEAN STYLE OPTION SEP 21, 2010 it .8825 XAUDCA.DY-Z AUD Page 11 of 52 Confidential Treatment Requested by JPMorgan JPM-SDNY-00011828 Chase CONFIDENTIAL SDNY_GM_00281026 EFTA01489709