J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 5/1/10 to 5/31/10
Market Unrealized
Quantity Pnce Value Premium Gain/Loss
Foreign Exchange
EUR PUT USD CALL 8.032.128 510 146 599,412.40 495,000.00 104.412 39
FX EUROPEAN STYLE OPTION
MAY 13, 2011 Q 1 245
XEURPB-HW-Z
GBP PUT USD CALL 6,932,409.000 8.04 557,446.77 495,000.00 62,445.77
FX EUROPEAN STYLE OPTION
MAY 13.2011 @ 1.4425
XGBPPA-LM-Z
JPY CALL USD PUT (935,000,000.000) 0.07 (638,286.62) (470,000.00) (168,286.17)
FX EUROPEAN STYLE OPTION
MAY 11, 2011 @93.5
XJPYCA-NE-Z
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 • 93.5
XJPYPASO-2
Total Foreign Exchange (10,000,000.000) $183,825.70 ($18,724.50) 5200,350.17
Other
XAU PUT OPTION (5,000.000) 1.14 (5,701.58) (85,000.00) 79,298.42
USD CALL OPTION STRIKE 1,115.00
EXPIRES 6/17/2010
KI @ 1.085
Underlying Asset Pnce = 81206.13
OTCBDP-EW-G
Account Page 13 of 58
Page 17 of 65
Confidential Treatment Requested by JPMorgan JPM-SDNY-00010876
Chase
CONFIDENTIAL SDNY_GM_00280074
EFTA01489053