J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 8/1/10 to 8/31/10
Options Summary
Beginning Ending Change Current
Asset Categories Market Value Market Value In Value Allocation
Foreign Exchange (496,423.32) (958,700.55) (482,277.23)
Other (2,018,054.19) (153,225.28) 1,884,828.91
Total Value ($2,514,477.51) ($1,111,92523) $1,402,551.68
Current
Market Value/Cost Period Value
Market Value (1,111,925.83)
Premium (0.01)
Unrealized Gain/Loss (1,111,925.82)
Options Detail
Market Unrealized
OuaMity Price Value Premium Gainitoss
Foreign Exchange
AUD CALL USD PUT 10,000,000.000 1.48 147,742 34 220.337 49 (72,595.15)
FX EUROPEAN STYLE OPTION
SEP 21, 2010 0.8825
XAUDCA-DY-Z AUD
AUD CALL USD PUT (10,000,000.000) 0.02 (2,398 32) (35.254.00) 32,855.68
FX EUROPEAN STYLE OPTION
SEP 21, 2010 fa .94
XAUDCA-DZ-Z AUD
Page 11 of 39
Confidential Treatment Requested by JPMorgan JPM-SDNY-00013436
Chase
CONFIDENTIAL SDNY_GM_00282634
EFTA01491247