J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
Options Summary
Beginning Ending Change Current
Asset Categories Market Value Market Value In Value Allocation
Foreign Exchange (950,878.29) (496,423.32) 454,454.97
Other (3,371,845.74) (2,018,054.19) 1,353,791.55
Total Value ($4,322,724.03) ($2,514,477.51) $1,808,246.52
Current
Market Value/Cost Period Value
Market Value (2,514,477.51)
Premium (1,648,500.01)
Unrealized Gain/Loss (865.977.50)
Options Detail
Market Unrealized
Ouardity Price Value Premium Gantoss
Foreign Exchange
AUD CALL USD PUT 10,000,000.000 3.01 300.561 89 220.337 49 80.224 40
FX EUROPEAN STYLE OPTION
SEP 21, 2010 0.8825
XAUDCA-DY-Z AUD
AUD CALL USD PUT (10,000,000.000) 0.39 (39.386 60) (35.254.00) (4,132.60)
FX EUROPEAN STYLE OPTION
SEP 21, 2010 fa .94
XAUDCA-DZ-Z AUD
Page 11 of 43
Confidential Treatment Requested by JPMorgan JPM-SDNY-000 13252
Chase
CONFIDENTIAL SDNY_GM_00282450
EFTA01491085