J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 6/1/10 to 6/30/10
Note P indicates positron adjusted for Pending Trade Activity.
Options Detail
Market Unrealized
Quantity Price Value Premium Gaintoss
Foreign Exchange
AUD CALL USD PUT 10.000.000.000 0.88 88,217.12 220337 49 (132.120.37)
FX EUROPEAN STYLE OPTION
SEP 21, 2010 ..8825
XAUDCA-OY-Z AUD
AUD CALL USD PUT (10,000,000.000) 0.14 (14,483.92) (35.254.00) 20,770.08
FX EUROPEAN STYLE OPTION
SEP 21, 2010 0.94
XAUDCA-DZ-Z AUD
AUD PUT USD CALL (10,000,000.000) 3.94 (393,530.57) (185,083.50) (208,447.07)
FX EUROPEAN STYLE OPTION
SEP 21, 2010 0.86
KI 0.83
XAUDPA-FV-Z AUD
CAD PUT USD CALL (5,250,000.000) 1.94 (101,805.05) (52,500.00) (49,305.05)
FX EUROPEAN STYLE OPTION
JUL 23. 2010 01.05
XCADPA-DM-Z
JPY CALL USD PUT (936,000.000.030) 0.08 (776,807.26) (470,000.00) (306,807.26)
FX EUROPEAN STYLE OPTION
MAY 11, 2011 093.5
XJPYCA-NE-Z
Account Page 12 of 54
Page 16 of 70
Confidential Treatment Requested by JPMorgan JPM-SDNY-00012511
Chase
CONFIDENTIAL SDNY_GM_00281709
EFTA01490366