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) 0.00 114,400.00 I'II 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 Gainless 150.932.97
Note P indicates position adjusted for Pending Trade Activity.
Options Detail
Market Unrealized
Ouantky Price Value Premium Gainless
Foreign Exchange
EUR CALL USD PUT (10,000.000.000) 0.32 (32.210.83) (158,239.46) 126.028 63
FX EUROPEAN STYLE OPTION
JUL I 5, 2010 X1.32
XEURCI3LN-Z EUR
Page 11 of 54
Confidential Treatment Requested by JPMorgan JPM-SDNY-00011368
Chase
CONFIDENTIAL SDNY_GM_00280566
EFTA01489383