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
JPY PUT USD CALL 935,000,000.000 0.03 247,531.39 470.000.00 (222.468.61)
FX EUROPEAN STYLE OPTION
MAY 11, 2011 e 93.5
XJPYPA-SQ-Z
Total Foreign Exchange (15,250,000.000) ($850,078.29) (852,500.01) ($090,378.28)
Other
WTI CALL OPTION 10.000 29,627.55 296275.45 400,000.00 (103,724.55)
USD PUT OPTION
STRIKE 90.00
EXPIRES 12/15/2010
100,000 BARRELS
OTCBDC-GW.X
WTI CALL OPTION 10.000 34,096.78 340,967.79 450.000 00 (109.032 21)
USD PUT OPTION
STRIKE 100.00
EXPIRES 05/17/2011
100,000 BARRELS
OTCBDC-GWY
WTI PUT OPTION (10.000) 30,297.17 (302,971.66) (400,000.00) 97,028.34
USD CALL OPTION
STRIKE 65.50
EXPIRES 121192010
100,000 BARRELS
OTCBDP-EX-K
Account Page 13 of 54
Page 17 of 70
Confidential Treatment Requested by JPMorgan JPM-SDNY-00012512
Chase
CONFIDENTIAL SDNY_GM_00281710
EFTA01490367