J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 5/1110 to 5/31/10
Options Summary
Beginning Ending Change Current Asset Categories
Asset Categories Market Value Market Value In Value Allocation
Equity (114,400.00) 0.00 114,400.00 ell "ill Options
Foreign Exchange (265,100.78) 183,825.70 448,726.48 1%
Other (544,860.99) (1,849,417.20) (1,304,556.21)
Total Value ($924,361.77) ($1.665.791.50) ($741,429.73) 1%
Current
Market Value/Cost Period Value
Market Value (1,665,791.50)
Premium (1.816,724.50)
Unrealized Gainless 150.93297
Note P indicates position adjusted for Pending Trade Activity.
Options Detail
Market Unrealized
Quantity Price Value Premium Gainloss
Foreign Exchange
EUR CALL USO PUT (10,000,000.000) 0.32 (32.210.83) (158239.46) 126.028 63
FX EUROPEAN STYLE OPTION
JUL15, 2010 411 32
XEURCS-LN-Z EUR
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Confidential Treatment Requested by JPMorgan JPM-SDNY-00010544
Chase
CONFIDENTIAL SDNY_GM_00279742
EFTA01488813