J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.'''.
For the Period 5/1/10 t
Market Unrealized
Quantity Pr ,ce 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 II, 2011 093.5
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
KI 1,085
Underlying Asset Price = 51206.13
OTCBDP-EVV-G
1RECEIVER SWAPTION CALL (1.000) 1.00 (656,612.57) (909,000.00) 252,387.43
10,000.000 INTEREST RATE SWAP
STRIKE 4.350% S 30/360 VS 3ML
EXP DATE 07(26/2010 DEAL 5164984
Underlying Asset Price = $0.00
OTCBDC-GV•H
P 1 RECEIVER SWAPTION CALL (1.000) (545000.00) 545,000.00
10O00,000 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
Page 13 of 54
Confidential Treatment Requested by JPMorgan JPM-SDNY-00010762
Chase
CONFIDENTIAL SDNY_GM_00279960
EFTA01488963