EFTA01489418.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT For the Period 5/1/10 to 5/31/10 Market Unrealized Quantity Pnce Value Premium Gain/Loss Foreign Exchange EUR PUT USD CALL 8.032.128 510 146 599,412.40 495,000.00 104.412 39 FX EUROPEAN STYLE OPTION MAY 13, 2011 @1.245 XEURPB-HW-Z GBP PUT USD CALL 6,932,409.000 8.04 557,446.77 495,000.00 62,445.77 FX EUROPEAN STYLE OPTION MAY 13.2011 @ 1.4425 XGBPPA-LM-Z JPY CALL USD PUT (935,000,000.000) 0.07 (638,286.62) (470,000.00) (168,286.17) FX EUROPEAN STYLE OPTION MAY 11, 2011 @93.5 XJPYCA-NE-Z JPY PUT USD CALL 935,000,000.000 0.04 369,587.27 470,000.00 (100,413.20) FX EUROPEAN STYLE OPTION MAY 11, 2011 • 93.5 XJPYPASO-2 Total Foreign Exchange (10,000,000.000) $183,825.70 ($18,724.50) 5200,350.17 Other XAU PUT OPTION (5,000.000) 1.14 (5,701.58) (85,000.00) 79,298.42 USD CALL OPTION STRIKE 1,115.00 EXPIRES 6/17/2010 KI @ 1.085 Underlying Asset Pnce = 81206.13 OTCBDP-EMI-G Account Page Page 17 of 65 Confidential Treatment Requested by JPMorgan JPN1-SDNY-000 11484 Chase CONFIDENTIAL SDNY_GM_00280682 EFTA01489418