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
Foreign Exchange
AUD PUT USD CALL (10,000.000.000) 0.89 (89.088.05) (185,083.50) 115,997.45
FX EUROPEAN STYLE OPTION
SEP 21, 2010 ..86
MG 0.83
XAUDPA.FV-Z AUD
JPY CALL USD PUT (935,000.000.000) 0.09 (631,929.30) (470,000.00) (361,929.30)
FX EUROPEAN STYLE OPTION
MAY 11, 2011 @ 93.5
XJPYCA-NE-Z
JPY PUT USD CALL 935,000,000.000 0.02 143.416.74 470,000.00 (326,583.26)
FX EUROPEAN STYLE OPTION
MAY 11, 2011 • 93.5
XJPYPA-SQ-Z
Total Foreign Exchange (10,000,000.000) ($496A23.32) ($0.01) ($496,423.31)
Other
WTI CALL OPTION 10.000 30,754.67 307,546.72 400,000.00 (92,453.28)
USD PUT OPTION
STRIKE 90.00
EXPIRES 12/15/2010
100,000 BARRELS
OTCBDC-OW-X
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-GNI4
Page 12 of 43
Confidential Treatment Requested by JPMorgan JPM-SDNY-000 13253
Chase
CONFIDENTIAL SDNY_GM_00282451
EFTA01491086