J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 11/1/10 to 11/30/10
Market Unrealized
Quantity Price Value Premium Gam/Loss
Other
WTI CALL OPTION 10.000 3,262.12 32,621.18 400.003 00 (367,378.82)
USD PUT OPTION
STRIKE 90.00
EXPIRES 12/15/2010
100,000 BARRELS
OTCBDC-GVI.LX
WTI CALL OPTION 10.000 23,906.80 239,068.03 450,000.00 (210,931.97)
USD PUT OPTION
STRIKE 100.00
EXPIRES 091712011
100,000 BARRELS
OTCBDC-GVV-Y
Val PUT OPTION (10.000) 6.70 (67.04) (400,000.00) 399,932.96
USD CALL OPTION
STRIKE 65.50
EXPIRES 12/15/2010
100,000 BARRELS
OTCBDP-EX-K
WTI PUT OPTION (10.000) 10,511.09 (105,110.85) (450,000.00) 344,889.15
USD CALL OPTION
STRIKE 63.00
EXPIRES 05/17/2011
100,000 BARRELS
OTCBDP-EX-I.
Total Other 376.473.64 $0.00 $76,473.54
Account Page 14 of 41
Page 18 of 57
Confidential Treatment Requested by JPMorgan JPM-SDNY-000 14207
Chase
CONFIDENTIAL SDNY_GM_00283405
EFTA01491889