J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 10/1/10 to 10/31/10
Options Detail
Market Unrealized
Quantity Price Value Premium Gain/Loss
Foreign Exchange
HUF PUT EUR CALL (1,487,500,000.000) (3.80) (84,099.98) 84,098.36
FX EUROPEAN STYLE OPTION
NOV 10, 2010 0297.5
XHUFPA-AT-Z EUR
JPY CALL USD PUT (935,000,000.000) 0.18 (1,838,504.24) (470,000.00) (1,188504.24)
FX EUROPEAN STYLE OPTION
MAY 11, 2011 993.5
KNOCKED IN 0 81.50
XJPYCA-NE-Z
JPY PUT USD CALL 935,000,000.000 28,795.51 470,000.00 (443,204.49)
FX EUROPEAN STYLE OPTION
MAY11, 2011 093.5
XJPYPA-SQ-Z
Total Foreign Exchange (1.487.500.000.000) ($1,609,712.33) (04.099.98) ($1,646.612.35)
Other
DJUBCN3T CALL OPTION 5120 000 000, 0.12 (308,868.39) (125,750 00) (183.118 39)
USD PUT OPTION
STRIKE 70.5053
EXPIRES 12/21/2010
PART OF COLLAR REF 8018872
OTCEQC-ZX-F
Account Page 15 of 39
Page 19 of 53
Confidential Treatment Requested by JPMorgan JPM-SDNY-00014034
Chase
CONFIDENTIAL SDNY_GM_00283232
EFTA01491744