EFTA01490286

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 6/1/10 to 6/30/10 Portfolio Activity Detail - Euro INFLOWS & OUTFLOWS Settlement Date Type Per Unit Amount USD Amount USD Currency Description Quantity Local Value Local Value Gain/Loss USD 6/7 Spot FX SPOT CURRENCY TRANSACTION - SELL BUY USD SELL EUR EXCHANGE RATE 1.224200000 DEAL 06/03/10 VALUE 0607/10 TRADE ACTIVITY - Euro Note C indicates Cogency Gain/Loss Trade Settlement Date Date Type Description Quantity Per Unit Amount USD Proceeds USD Tax Cost USD Realized GainfLoss USD Local Value Local Value Local Value Settled Sales/Maturities/Redemptions 6/3 6/7 Option Buyback EUR CALL USD PUT FX EUROPEAN STYLE OPTION JUL 15, 2010 0 1 32 REPURCHASE OF WRITTEN FX OPTION TRADE DATE 06/03/10 10,000,000.000 0.002 (24,409.00) (20,000.00) 158,239.46 123,000.00 133,830.46 C 6/3 6/7 Sel Option EUR PUT USD CALL FX EUROPEAN STYLE OPTION JUL 15, 2010 @ 1.28 RESALE OF PURCHASED FX OPTION TRADE DATE 0603/10 (10,000,000.000) 0.06 598,020.45 490,000.00 (276.597.42) (215.000.00) 321,423.03 C 241,167 400 (241,167.40) 738.77 (197,000 00) Page 39 of 52 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 12428 SDNY_GM_00281626 EFTA01490286