J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 9/1/10 to 9/30/10
Market Unrealized
Quantity Pnce Value Premium Gain/Loss
Other
DJUBCN3T PUT OPTION 2.503.000 000 0.05 132,457.93 125.750.00 6,707.93
USD CALL OPTION
STRIKE 70.0530
EXPIRES 12/2112010
PART OF COLLAR REF 6018672
OTCEOP-71-F
WTI CALL OPTION 10.000 15,162.51 151,625.11 400,000.00 (248,374.89)
USD PUT OPTION
STRIKE 90.00
EXPIRES 12/15/2010
100,000 BARRELS
OTCBDC-GW-X
WTI CALL OPTION 10.000 30295.03 302,950.25 450,000.00 (147,049.75)
USD PUT OPTION
STRIKE 100.00
EXPIRES OS/1712011
100,000 BARRELS
OTCBDC-GVV-Y
WTI PUT OPTION (10.000) 5,243.46 (52,434.61) (400,000.00) 347,565.39
USD CALL OPTION
STRIKE 65.50
EXPIRES 12/15/2010
100,000 BARRELS
OTCBDP-EX-K
Account Page 13 of 39
Page 17 of 52
Confidential Treatment Requested by JPMorgan JPM-SDNY-000 13976
Chase
CONFIDENTIAL SDNY_GM_00283174
EFTA01491695