xchange & Non-USD Fixed Income AUD CALL USD PUT FX EUROPEAN STYLE OPTION FEB 06,2014 @ .92 0.9230 WINDOW KI EXPIRING 13 SEP 13 OPTION KNOCKEDIN XAUDCA-FL-Z AUD CALL USD PUT FX EUROPEAN STYLE OPTION FEB 06, 2014 @ .95 [email protected] [email protected] XAUDCA-FO-Z AUD PUT USD CALL FX EUROPEAN STYLE OPTION JAN 24, 2

xchange & Non-USD Fixed Income AUD CALL USD PUT FX EUROPEAN STYLE OPTION FEB 06,2014 @ .92 0.9230 WINDOW KI EXPIRING 13 SEP 13 OPTION KNOCKEDIN XAUDCA-FL-Z AUD CALL USD PUT FX EUROPEAN STYLE OPTION FEB 06, 2014 @ .95 [email protected] [email protected] XAUDCA-FO-Z AUD PUT USD CALL FX EUROPEAN STYLE OPTION JAN 24, 2

@ 0.96 KO @ 0.88 XAUDCA-FK-Z AUD CALL USD PUT FX EUROPEAN STYLE OPTION FEB 06,2014 @ .92 0.9230 WINDOW KI EXPIRING 13 SEP 13 OPTION KNOCKEDIN XAUDCA-FL-Z AUD CALL USD PUT FX EUROPEAN STYLE OPTION FEB 06, 2014 @ .95 [email protected] [email protected] XAUDCA-FO-Z UD AUD PUT USD CALL FX EUROPEAN STYLE OPTION JAN 24

FX EUROPEAN STYLE OPTION FEB 3,000,000.000 06,2014 Q .92 0.9230 WINDOW KI EXPIRING 13 SEP 13 OPTION KNOCKEDIN EXPIRATION OF WRITTEN FX OPTION (ID: XAUDCA-FL-Z) Amount USD Local Value Proceeds USD Local Value Cost USD Realized Local Value Gain/Loss USD 11,040.00 11,040.00 C Year-To-Date Value --L

(3.000.000.00) (5.258.32) (11,040.00) 5,781.68 FX EUROPEAN STYLE OPTION FEB 06,2014 ..92 0.9230 WINDOW KI EXPIRING 13 SEP 13 OPTION KNOCKEDIN XAUDCA-FL-Z AUD PUT USD CALL (4.500,000.00 ) (43,654.50) 43,854.50 FX EUROPEAN STYLE OPTION AN 24, 2014 0 .89 VVINDOWRKI 0 0.8760 UNTIL 9SEP13 XAUDPA-J

00.000.00) (29,811.68) (11.040.00) (18,771.68) FX EUROPEAN STYLE OPTION FES 06,2014 .92 0.9230 WINDOW KI EXPIRING 13 SEP 13 OPTION KNOCKEDIN XAUDCA-FL-Z J.P.Morgan Account age 6 of 24 Consolidated Statement Page 9 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00062595 EFTA01582996

00.000.00) (93,183.12) (11,040.00) (82 143 12) FX EUROPEAN STYLE OPTION FEB 06.2014 .92 0.9230 WINDOW KI EXPIRING 13 SEP 13 OPTION KNOCKEDIN XAUDCA-FL-Z J.P.Morgan Account W97565001 Page 7 of 36 Consolidated Statement Page 10 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00062636 E

ementary Structured Strategies AUD CALL USD PUT FX EUROPEAN STYLE OPTION FEB 052014 fl .92 0.9230 WINDOW KI EXPIRING 13 SEP 13 OPTION KNOCKEDIN XAUDCA-FL-Z 2.78 (3.000,000.00) (83.436.57) (11,040.00) (72.396.57) AUD CALL USD PUT FX EUROPEAN STYLE OPTION FEB 05, 2014 0.95 K000.902 KI00.98 XAUDCA

STYLE OPTION FEB 2,000,000.000 925 FIFO 06,2014 @ .92 0.9230 WINDOW KI EXPIRING 13 SEP 13 OPTION KNOCKEDIN REPURCHASE OF WRITTEN FX OPTION (ID: XAUDCA-FL-Z) 0.034 (67,093.72) 7.36000 (59,733.72) C (71.040.00) Trade Date Quantity Per Unit Amount USD Market Cost USD Currency Gain/Loss USD Set

xchange & Non-USD Fixed Income AUD CALL USD PUT FX EUROPEAN STYLE OPTION FEB 06,2014 @ .92 0.9230 WINDOW KI EXPIRING 13 SEP 13 OPTION KNOCKEDIN XAUDCA-FL-Z AUD PUT USD CALL FX EUROPEAN STYLE OPTION JAN 24, 2014 @ .89 WINDOW RKI @ 0.8760 UNTIL 9SEP13 XAUDPA-JE-Z CAD CALL USD PUT FX EUROPEAN STYLE O

xchange & Non-USD Fixed Income AUD CALL USD PUT FX EUROPEAN STYLE OPTION FEB 06,2014 @ .92 0.9230 WINDOW KI EXPIRING 13 SEP 13 OPTION KNOCKEDIN XAUDCA-FL-Z 0.01% 1 Quantity Value Adjusted Cost Original Cost Unrealized Gain/Loss Est. Annual Income Accrued Interest Yield 80.80 2,000,000.00 1,61

xchange & Non-USD Fixed Income AUD CALL USD PUT FX EUROPEAN STYLE OPTION FEB 06,2014 @ .92 0.9230 WINDOW KI EXPIRING 13 SEP 13 OPTION KNOCKEDIN XAUDCA-FL-Z 0.01% 1 Quantity Value Adjusted Cost Original Cost Unrealized Gain/Loss Est. Annual Income Accrued Interest Yield 86.50 2,000,000.00 1,73

ementary Structured Strategies AUD CALL USD PUT FX EUROPEAN STYLE OPTION FEB 06,2014 @ .92 0.9230 WINDOW KI EXPIRING 13 SEP 13 OPTION KNOCKEDIN XAUDCA-FL-Z AUD CALL USD PUT FX EUROPEAN STYLE OPTION FEB 06, 2014 @ .95 [email protected] [email protected] XAUDCA-FO-Z UD AUD PUT USD CALL FX EUROPEAN STYLE OPTION JAN 24