J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 11/1/10 to 11/30/10
Options Detail
Market Unrealized
Quantity Pnce Value Premium Gain/Loss
Foreign Exchange
JPY CALL USD PUT (935,000.000.000) 0.13 (1.233.543.81) (470.000.00) (763,543.81)
FX EUROPEAN STYLE OPTION
MAY 11, 2011 693.5
KNOCKED IN 81.50
XJPYCA-NE2
JPY PUT USD CALL 935.000,000 000 35,82377 470,000.00 (434,176.23)
FX EUROPEAN STYLE OPTION
MAY 2011 693.5
XJPYPA-SO-Z
Total Foreign Exchange (S1,197,720.04) $0.00 (tL197,720.04)
Other
DJUBCN3T CALL OPTION (2,500,000.000) 0 04 (103,116 37) (125,750.00) 22,633.63
USD PUT OPTION
STRIKE 76.5053
EXPIRES 12/21/2010
PART OF COLLAR REF 6018672
OTCEOC-ZX-F
DJUBCN3T PUT OPTION 2,500,000.000 0.01 13,078.59 125,75000 (112,671.41)
USD CALL OPTION
STRIKE 70.0530
EXPIRES 12/21/2010
PART OF COLLAR REF 6018672
OTCEOP-ZX-F
Accct Page 13 of i
Page 17 of 57
Confidential Treatment Requested by JPMorgan JPM-SDNY-00014206
Chase
CONFIDENTIAL SDNY_GM_00283404
EFTA01491888