J.P.Morgan GHISLA1NE MAXWELL ACCT. For the Period 5/1/10 to 5/31/10 Options Summary Asset Categories Beginning Ending Change Current Market Value Market Value In Value Allocation Equity 0.00 (528 00) (528.00) Market Value/Cost Current Penod Value Market Value (528.00) Premium (891.97) Unrealized Gain/Loss 363.97 Options Detail Ouantky Price Market Value Premium Unrealized Gain/Loss Equity CUFtFtENCYSHARES EURO TR CALL OPTION SEP 10 @ 140 Underlying Asset Price = 5122.37 23130C-9A-C FXE AAA / SPDR GOLD TRUST CALL OPTION JUL 100 125 Underlying Asset Price = 5118.90 78463V-9A-Z GLD AAA I (10.000) 025 (250.00) (689.903) 419.90 (2.000) 1.39 (278.00) (221.99) (58.01) Total Equity (12.000) (14211.00) ($1191.97) $303.07 Page 12 of 31 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00047617 SDNY_GM_00316815 EFTA01520304