J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 8/1/10 to 8/31/10
Market Unrealized
Quantity Pike Value Premium Gain/Loss
Other
WTI CALL OPTION 10.000 12,874.21 128,742.05 400.000.00 (271,257.95)
USD PUT OPTION
STRIKE 90.00
EXPIRES 12/15/2010
100,000 BARRELS
OTCBDC-GVI.LX
WTI CALL OPTION 10.000 24,745.13 247,451.28 450,000.00 (202,548.74)
USD PUT OPTION
STRIKE 100.00
EXPIRES 05/17/2011
100,000 BARRELS
OTCBDC-GW-Y
Val PUT OPTION (10.000) 19,279.81 (192,798.13) (400,000.00) 207,201.87
USD CALL OPTION
STRIKE 85.50
EXPIRES 12/15/2010
100,000 BARRELS
OTCBDP-EX-K
WTI PUT OPTION (10.000) 33,882.05 (336,620.48) (450,000.00) 113279.54
USD CALL OPTION
STRIKE 63.00
EXPIRES 05/17/2011
100,000 BARRELS
OTCBDP-EX-I.
Total Other ($153.225.28) 50.00 ($153.225.28)
Account Page 13 of 42
Page 17 of 56
Confidential Treatment Requested by JPMorgan JPM-SDNY-00013862
Chase
CONFIDENTIAL SDNY_GM_00283060
EFTA01491600