J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 5/1110 to 5131/10
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 (Ippon',
Foreign Exchange (265.100 78) 183.625 70 448726 48 1%
Other (544,860 99) (1849.417 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 GainiLoss 150,932.97
Note: P indicates position adjusted for Pending Trade Activity.
Options Detail
Market Unrealized
Quantity Price Value Premium GainiLoss
Foreign Exchange
EUR CALL USD PUT (10,000,000.000) 0.32 (32.210.83) (158,239.46) 126028.63
FX EUROPEAN STYLE OPTION
JUL 15. 2010 @1.32
XEURCB-LN-Z EUR
Page 11 of 54
Confidential Treatment Requested by JPMorgan JPM-SDNY-00010936
Chase
CONFIDENTIAL SDNY_GM_00280134
EFTA01489107