J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/10 to 9/30/10
Options Detail
Market Unrealized
Quantity Price Value Premium Gain/Loss
Foreign Exchange
HUF PUT EUR CALL (1,487,500,000.000) (18.857.18) (84.099.98) 47,242.82
FX EUROPEAN STYLE OPTION
NOV 10, 2010 §297.5
XHUFPA-AT-Z EUR
JPY CALL USD PUT (935,000.000.000) 0.13 (1,188,854.50) (470,000.00) (718,654.50)
FX EUROPEAN STYLE OPTION
MAY 11, 2011 §93.5
XJPYCA-NE-Z
JPY PUT USD CALL 935,000,000.000 0.01 51,629.47 470,000.00 (418,370.53)
FX EUROPEAN STYLE OPTION
MAY11, 2011 §93.5
XJPYPA-SCI-Z
Total Foreign Exchange (1.487 500.000 000 ) ($1,161.882.19) ($64,099.98) ($1,087,782.21)
Other
DJUSCN3T CALL 012110N 5C0.000 000 ) 0 04 (103,161.77) (125,750.00) 22,588.23
USD PUT OPTION
STRIKE 70.5053
EXPIRES 12/21/2010
PART OF COLLAR REF 6018672
OTCE0C-7.X.F
Account W23560001 Page 12 of 39
Page 16 of 52
Confidential Treatment Requested by JPMorgan JPM-SDNY-00013919
Chase
CONFIDENTIAL SDNY_GM_00283117
EFTA01491646