J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 5/1/10 to 5/31/10
Market Unrealized
Quantity Pt [cc Value Premium Gain/Loss
Foreign Exchange
JPY PUT USD CALL 935,000,000.000 0.04 369 587 27 470,000 00 (100.413 20)
FX EUROPEAN STYLE OPTION
MAY 11, 2011 e 93.5
XJPYPA-SO-Z
Total Foreign Exchange (10,000,000.000) $183.625.70 ($16.724.50) $200.350.17
Other
XAU PUT OPTION (5.000.000) 1.14 15,701 58) 85 ODD SD) 79,296 12
USD CALL OPTION STRIKE 1,115.00
EXPIRES 6/1712010
10 1,085
Underlying Asset Price = 51208.13
OTCBDP-EVV-G
1RECEIVER SWAPTION CALL (1.000) 1.00 (858,812.57) (909,000.00) 252,387.43
10,000,000 INTEREST RATE SWAP
STRIKE 4.350% S 301360 VS 3ML
EXP DATE 07(26/2010 DEAL 5164984
Underlying Asset Price = $0.00
OTCBDC•GV•H
P 1 RECEIVER SWAPTION CALL (1.000) (545.000.00) 545,000.00
10,000,000 INTEREST RATE SWAP
STRIKE 4.25% S 30/360 VS 3ML
EXP DATE 08/13/2010 DEAL 5166005
Underlying Asset Price = 50.00
OTCBDC-GW-K
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Confidential Treatment Requested by JPMorgan JPM-SDNY-000 11262
Chase
CONFIDENTIAL SDNY_GM_00280460
EFTA01489336