EFTA01489417.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Note P indicates position adjusted for Pending Trade Activity. Options Detail Market Unrealized Quantity Price Value Premium Gain/Loss Foreign Exchange EUR CALL USD PUT (10000.000 000) 0.32 (32,210.83) (158.239.46) 126.028.63 FX EUROPEAN STYLE OPTION JUL 15, 2010 51.32 XEURCB-LN-Z EUR EUR CALL USD PUT (6,932,409 000) 6.61 (458,137.66) (495,000.00) 36,862.34 FX EUROPEAN STYLE OPTION MAY 13, 2011 5 1.4425 KI 4) 1.63 XEURCB-LT-2 EUR CALL USD PUT (8.032.128 510) 5.77 (463,522.04) (495,000.00) 31,477.98 FX EUROPEAN STYLE OPTION MAY 13. 2011 1.245 XI 1.38 XEURCB-LU-Z EUR PUT USD CALL 10,000,000.000 5.58 555,750.61 276,597.42 279,153.19 FX EUROPEAN STYLE OPTION JUL 15, 2010 @ 1.28 XEURPB-HD-Z EUR EUR PUT USD CALL (10,000,000.000) 3.06 (306,413.20) (135.082.46) (171.33974) FX EUROPEAN STYLE OPTION JUL 15. 2010 01.24 XEURPB-HE-Z EUR Account Page 12 of 58 Page 16 of 65 Confidential Treatment Requested by JPMorgan JPM-SDNY-00011483 Chase CONFIDENTIAL SDNY_GM_00280681 EFTA01489417