J.PMorgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 12/1/10 to 1281/10
Options Detail
Market Unrealized
Quantity Price Value Premium Gain/Loss
Foreign Exchange
JPY CALL USD PUT (936,000,000.000) 0.16 (1,466,291 02) (470.000.00) (996,291.02)
FX EUROPEAN STYLE OPTION
MAY 11, 2011 ©93.5
KNOCKED IN 42 81.50
XJPYCA-NE-Z
JPY PUT USD CALL 935,000,000.000 16,707.73 470,000.00 (453,292.27)
FX EUROPEAN STYLE OPTION
MAY 11, 2011 093.5
XJPYPASQ-Z
Total Foreign Exchange ($1A49,583.29) $0.00 ($1 449 583 29)
Other
WTI CALL OPTION 10.000 39.203 06 3Q2.030 56 450.000 00 157.969 44,
USD PUT OPTION
STRIKE 100.00
EXPIRES 05/17/2011
100.000 BARRELS
OTCBDC-GW-Y
WTI PUT OPTION (10.000) 2,252.15 (22 521 48, (460,000.00) 427.476 52
USD CALL OPTION
STRIKE 63.00
EXPIRES 05/17/2011
100,000 BARRELS
OTCBDP-EX-L
Total Other $369,609.08 50.00 $369.509.08
Account Page 14 of 34
Page 18 of 47
Confidential Treatment Requested by JPMorgan JPM-SDNY-00014271
Chase
CONFIDENTIAL SDNY_GM_00283469
EFTA01491931