J.PMorgan FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 5/1/10 to 5/31/10 Account Summary Asset .Allocation Equity 20,419,540.00 19248.577.50 (1,170.962.50) 1,389,305.00 26% Cash & Short Tenn 24,886,461.56 35,28821190 10,601,750.34 377,757.02 47% Fixed Income 30,515,088.00 19,041,704.00 (11,473,384.00) 1,111,851.50 26% Opn on: Options (924,361.77) (1,665,791.50) (741,429.73) 1% Foreign Exchange Contracts 218,446.13 (717,387.04) (935,833.17) Other Assets (328.464.35) 569518.13 (4.241.053.78) Fix t4 Market Value $74,588,709.57 146,624,798.73 ($7,980.912.84) $2,878,913.52 100% Axon* Accruals 298,064 65 238.594.71 (59.469 94) Market Value with Accruals $74,884,774.22 $88284,391.44 ($8,020,382.78) Beginning Ending Change Estimated Current Asset Allocation Market Value Market Value In Value Annual Income Allocation Portfolio Activity Current Period Value Year-to-Date Value Beginning Market Value 74,686,709.67 0.00 Contributions 505,215.67 76,033,215.67 VVithdrawals 8 Fees (1,030,000.00) (1,459,442.44) Securities Transferred Out (305,003.00) (305,005.00) Net Contributions/Whhdrawals ($829,787.33) $74,268,768.23 Income & Distributions (596,750.29) (744,996.21) Change In Investment Value (6.534.375 22) (6.897.973 29) Ending Market Value 666625,796.73 $66,625,796.73 Accruals 238.594 71 238.594 71 Market Value with Accruals $66.864,391.44 $66,864,391.44 COO 41 Short Ten L_Equay Page 2 of 54 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00010927 SDNY_GM_00280125 EFTA01489100