J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 6/1/10 to 6/30/10
Market Unrealized
Quantity Price Value Premium Gain/Loss
Foreign Exchange
AUD CALL USD PUT (to,000,000.000) 0.14 (14,483.92) (35.254.00) 20,770.08
FX EUROPEAN STYLE OPTION
SEP 21, 2010 0.94
XAUDCA-OZ-Z AUD
AUD PUT USD CALL (10,000,000.000) 3.94 (393,530.57) (165,063.50) (208,447.07)
FX EUROPEAN STYLE OPTION
SEP 21, 2010 0.86
IOC 0.83
XAUDPA-FV-Z AUD
CAD PUT USD CALL (5,250000.000) 1.94 (101,805.05) (52,500.00) (49,305.05)
FX EUROPEAN STYLE OPTION
JUL 23.2010 $$ 1.05
XCADPA-DM-Z
JPY CALL USD PUT (935.000.000.000) 0.08 (776,807.26) (470,000.00) (306806.42)
FX EUROPEAN STYLE OPTION
MAY 11, 2011 093.5
XJPYCA•NE•Z
JPY PUT USD CALL 935,000,000.000 0.03 247,531.39 470,000.00 (222,469.03)
FX EUROPEAN STYLE OPTION
MAY 11, 2011 093.5
XJPYPA-SO-Z
Total Foreign Exchange (15,250,000.000) (0850,878.28) ($52.500.01) (8896,377.84)
Page 12 of 52
Confidential Treatment Requested by JPMorgan JPM-SDNY-00012349
Chase
CONFIDENTIAL SDNY_GM_00281547
EFTA01490208