J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 5/1/10 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) 090 114,400.00 ell ill Options
Foreign Exchange (265,100.78) 183,625.70 448,726.48 1% ' j.f)
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 Gain(Loss 150.93297
Note P indicates position adjusted for Pending Trade Activity.
Options Detail
market Unrealized
Quantity Price Value Premium Gaialoss
Foreign Exchange
EUR CALL USO PUT (10,000,000.000) 0.32 i32 210 2,2. (158,239 46) 126 028 63
FX EUROPEAN STYLE OPTION
JUL15, 2010 411.32
XEURCS-LN-Z EUR
Page 11 of 54
Confidential Treatment Requested by JPMorgan JPM-SDNY-00011152
Chase
CONFIDENTIAL SDNY_GM_00280350
EFTA01489256