J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 6/1/10 to 6/30/10
Options Summary
Beginning Ending Change Current
Asset Categories Market Value Market Value In Value Allocation
Foreign Exchange 0.00 (950,878.29) (950,878.29)
Other 0.00 (3,371,845.74) (3,371,845.74)
Total Value $0.00 ($4,322,724.03) ($4,322,724.03)
Current
Market Value/Cost Period Value
Market Value (4,322.724.03)
Premium (3.171.500 (11)_
Unrealized Gain/Loss (1,151,223.80)
Note. P indicates position adjusted for Pending Trade Activity.
Options Detail
Market Unrealized
Quantify Price Value Premium Gain/Loss
Foreign Exchange
AUD CALL USD PUT 10,000,000.000 0.88 88.217 12 220.337 49 (132.120 37)
FX EUROPEAN STYLE OPTION
SEP 21, 2010 it .8825
XAUDCA.DY-Z AUD
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Confidential Treatment Requested by JPMorgan JPM-SDNY-00012348
Chase
CONFIDENTIAL SDNY_GM_00281546
EFTA01490207