J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
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 Q297.5
XHUFPA-AT-Z EUR
JPY CALL USD PUT (935,000000.000) 0.13 (1,186,654.50) (470,000.00) (718,654.50)
FX EUROPEAN STYLE OPTION
MAY 11, 2011 Q93.5
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 Q93.5
XJPYPA-SQ-Z
Total Foreign Exchange (1.487 500.000 000 ) ($1,161.882.18) ($84,089.88) ($1,087,782.21)
Other
DJUBCN3T CALL OPTION , 2.5C0.000 000 ) 0 04 (103,161.77) (125,750.00) 22,588.23
USD PUT OPTION
STRIKE 70.5053
EXPIRES 12/2112010
PART OF COLLAR REF 6018672
OTCEOC-71-F
Account Page 12 of 39
Page 16 of 52
Confidential Treatment Requested by JPMorgan JPM-SDNY-000 13975
Chase
CONFIDENTIAL SDNY_GM_00283173
EFTA01491694