J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 5/1110 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
XEURPB-HD-Z 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 8,032,126.510 7.46 599,412.40 495,000.00 104.412 39
FX EUROPEAN STYLE OPTION
MAY 13, 2011 @1.245
XEURPB-HW-Z
GBP PUT USD CALL 6,932,409.000 8.04 557,445.77 495.000.00 62,445.77
FX EUROPEAN STYLE OPTION
MAY 13, 2011 01.4425
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
Page 12 of 54
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Chase
CONFIDENTIAL SDNY_GM_00280351
EFTA01489257