J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 811110 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) (462,277.23)
Other (2,018,054.19) (153,225.28) 1,884,828.91
Total Value ($2,514,477.51) ($1,111,925.83) $1,402,551.88
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
Quantity 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 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 @.94
XAUDCA-DZ-Z AUD
Page 11 of 39
Confidential Treatment Requested by JPMorgan JPM-SDNY-00013774
Chase
CONFIDENTIAL SDNY GM_00282972
EFTA01491532