J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 8/1/10 to 8/31/10
Options Detail
Market Unrealized
QueMily Price Value Premium Gain/Loss
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 e.8825
XAUDCA-DY-Z AUD
AUD CALL USD PUT (10,000,000.000) 0.02 (2,398.32) (3525400) 32,855.88
FX EUROPEAN STYLE OPTION
SEP 21, 2010 @.94
XAUDCA-DZ-Z AUD
AUD PUT USD CALL (10,000,000.000) 0.31 (31,198.38) (185,083.50) 153,887.12
FX EUROPEAN STYLE OPTION
SEP 21, 2010 v.86
RIC 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 693.5
XJPYCA-NE-Z
JPY PUT USD CALL 935,1300.000.000 0.01 79,187.21 470,000.00 (390,832.79)
FX EUROPEAN STYLE OPTION
MAY11, 2011 693.5
XJPYPA-SO-Z
Total Foreign Exchange (10.000.000.000) (4958.700.55) (30.01) (8968,700.64)
Account Page 12 of 42
Page 16 of 56
Confidential Treatment Requested by JPMorgan JPM-SDNY-00013563
Chase
CONFIDENTIAL SDNY_GM_00282761
EFTA01491353