J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 4/1/10 to 4/30/10
Market Unrealized
Quantity Pnce Value Premium Gain/Loss
Foreign Exchange
PLN PUT EUR CALL (29,250,000,000) 1 38 (402,892 89) (324.085.73) (78.807.13)
FX EUROPEAN STYLE OPTION
APR 20, 2011 @3.9
CONT. KU 02 4.49
XPLNPA•AD•Z EUR
Total Foreign Exchange ($266,100.78) (S70,486.02) ($194,636.99)
Other
XAU PUT OPTION (5,000.000) 7.08 (35.293 59) (85 000 00) 49,706,41
USD CALL OPTION STRIKE 1,115.00
EXPIRES 6/1712010
KI Q 1,085
Underlying Asset Price = 51.179.60
OTCBDP•EW-G
P XPD PUT OPTION (10,000.000) (140,000.00) 140,000.00
USD CALL OPTION STRIKE 525
EXPIRES 06/02/2010
Underlying Asset Price = 1553.75
OTCBDP•EWT
1 RECEIVER SWAPTION CALL (1.000) 1.00 (269,804.62) (136,000.00) (133,804.62)
10.000,000 INTEREST RATE SWAP
STRIKE 4.35% S 30/360 VS. 3ML
EXP DATE 06/30/2010 DEAL 5161946
Underlying Asset Price = $0.00
OTCBDC-TB-B
Account W23560001 Page 15 of 43
Page 16 of 49
Confidential Treatment Requested by JPMorgan JPM-SDNY-00010332
Chase
CONFIDENTIAL SDNY_GM_00279530
EFTA01488648