J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 811/10 to 8131/10
Market Unrealized
Quantity Price Value Premium Gain/Loss
Foreign Exchange
AUD PUT USD CALL (10,000,000.000) 0.31 (31.196.38) (185,083.50) 153.887.12
FX EUROPEAN STYLE OPTION
SEP 21, 2010 4).86
100 0.83
XAUDPA.FV-Z AUD
JPY CALL USD PUT (935,000.000.000) 0.12 (1,152,015.40) (470,000.00) (682,015.40)
FX EUROPEAN STYLE OPTION
MAY 11, 2011 @ 93.5
XJPYCA-NE-Z
JPY PUT USD CALL 935,000,000.000 0.01 79,167.21 470,000.00 (390,832.79)
FX EUROPEAN STYLE OPTION
MAY 11, 2011 • 93.5
XJPYPA.SQ-Z
Total Foreign Exchange (10,000.000.000) ($968,700.66) (80.01) ($968,700.64)
Other
ViTi CALL OPTION 10.000 12,874.21 128,742.05 400,000.00 (271,257.95)
USD PUT OPTION
STRIKE 90.00
EXPIRES 12/1512010
100,000 BARRELS
OTCBDC-OW-X
WTI CALL OPTION 10.000 24,745.13 247,451.26 450,000.00 (202,548.74)
USD PUT OPTION
STRIKE 100.00
EXPIRES 05/17/2011
100,000 BARRELS
0TCBDC-GVII.Y
Page 12 of 39
Confidential Treatment Requested by JPMorgan JPM-SDNY-00013357
Chase
CONFIDENTIAL SONY GM_00282555
EFTA01491179