J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 5/1/10 to 5/31/10
Market Unrealized
Quantity Price Value Premium Gain/Loss
Foreign Exchange
EUR CALL USD PUT (6,932,409.000) 6.61 (458,137.66) (495,000.00) 36.862.34
FX EUROPEAN STYLE OPTION
MAY 13, 2011 @ 1.4425
IC. 1.63
XEURCB-LT-Z
EUR CALL USD PUT (8,032,128.510) 5.77 (463,522.04) (495,000.00) 31,477.96
FX EUROPEAN STYLE OPTION
MAY 13, 2011 0 1.245
a
KJ 1.38
XEURCB-LU-Z
EUR PUT USD CALL 10,000,000.000 5.56 555,750.61 276,597.42 279,153.19
FX EUROPEAN STYLE OPTION
JUL 15, 2010 01.28
XEURPB4012 EUR
EUR PUT USD CALL (10,000,000.000) 3.06 (306,413.20) (135,082.46) (171.330.74)
FX EUROPEAN STYLE OPTION
JUL 15, 2010 Q 1 24
XEURPB-HE-Z EUR
EUR PUT USD CALL 8,032,128.510 7.46 599,412.40 495,000.00 104412 39
FX EUROPEAN STYLE OPTION
MAY 13, 2011 @1.245
XEURPB-HW-Z
GBP PUT USD CAU- 6,932,409.000 8.04 557,445.77 495.000.00 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 093.5
XJPYCA-NE-Z
Page 12 of 54
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Chase
CONFIDENTIAL SDNY_GM_00280297
EFTA01489222