J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
Options Detail
Market Unrealized
OwMay Price Value Premium Gain/Loss
Foreign Exchange
AUD CALL USD PUT 10,000,000.000 3.01 300.581.89 220,337.49 80,224.40
FX EUROPEAN STYLE OPTION
SEP 21, 2010 e.8825
XAUDCA-DY-Z AUD
AUD CALL USD PUT (10,000,000.000) 0.39 (39,388.80) (35,254.00) (4,132.00)
FX EUROPEAN STYLE OPTION
SEP 21, 2010 e.94
XAUDCA-DZ-Z AUD
AUD PUT USD CALL (10,000,000.000) 0.89 (39.088.05) (185,083.50) 115,997.45
FX EUROPEAN STYLE OPTION
SEP 21, 2010 42 .86
RIC 0.83
XAUDPA-FV-Z AUD
JPY CALL USD PUT (935,000,000.000) 0.09 (831,929.30) (470.000.00) (361,929.30)
FX EUROPEAN STYLE OPTION
MAY 11, 2011 693.5
XJPYCA-NE-Z
JPY PUT USD CALL 935,000,000.000 0 02 143,418.74 470,000.00 (328583.28)
FX EUROPEAN STYLE OPTION
MAY 11, 2011 •93.5
XJPYPA-SO-Z
Total Foreign Exchange (10.000.000.000) 19496.423.32) (90.01) (3496.423.31)
Account Page 12 of 44
Page 16 of 57
Confidential Treatment Requested by JPMorgan JPM-SDNY-000 12847
Chase
CONFIDENTIAL SDNY_GM_00282045
EFTA01490693