J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 8/1/10 to
Market Unrealized
Quantity Price Value Premium Gain/Loss
Foreign FM:it:Inge
AUD PUT USD CALL (10,000.000.000) 0.31 (31.196 38) (185,083.50) 153.887.12
JPY CALL USD PUT (935,000.000.000) 0.12 (1,152,015.40) (470,000.00) (682,015.40)
JPY PUT USD CALL 935,000,000.000 0.01 79,187.21 470,000.00 (390.832.79)
Total Foreign Exchange (10,000.000.000) ($988,700.88) (80.01) (8988,700.84)
Other
WTI CALL OPTION 10.000 12,874.21 128,742.05 400,000.00 (271,257.95)
WTI CALL OPTION 10.000 24,745.13 247,451.26 450,000.00 (202,548.74)
Page 12 of 39
Confidential Treatment Requested by JPMorgan JPM-SDNY-00013815
Chase
CONFIDENTIAL SDNY_GM_00283013
EFTA01491564