J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
Market Unrealized
Quantity Price Value Premium Gain/Loss
Other
WTI CALL OPTION 10.000 30'54.87 307.548.72 400,000.00 (92.453.28)
USD PUT OPTION
STRIKE 90.00
EXPIRES 12/1512010
100,000 BARRELS
OTCBDC-GV.LX
WTI CALL OPTION 10.000 38,492.82 384,928.16 450,000.00 (65,071.84)
USD PUT OPTION
STRIKE 100.00
EXPIRES 05/17/2011
100,000 BARRELS
OTCBDC-GW-Y
Val PUT OPTION (10.000) 18,460.24 (184,602.39) (400,000.00) 215,397.61
USD CALL OPTION
STRIKE 85.50
EXPIRES 12/15/2010
100,000 BARRELS
OTCBDP-EX-K
WTI PUT OPTION (10.000) 30,561.33 (305,613.34) (450,000.00) 144,386.66
USD CALL OPTION
STRIKE 63.00
EXPIRES 05/17/2011
100,000 BARRELS
OTCBDP-EX-I.
1RECEIVER SWAPTI0N CALL (1.000) 1.00 (1,024,079.28) (545,000.00) (479,079.28)
10,000,000 INTEREST RATE SWAP
STRIKE 4.25% S 30/360 VS 3ML
EXP DATE 08/13/2010 DEAL 5166005
OTCBDC-GW-K
Account Page 13 of 44
Page 17 of 57
Confidential Treatment Requested by JPMorgan JPM-SDNY-000 12848
Chase
CONFIDENTIAL SDNY_GM_00282046
EFTA01490694