EFTA01491247.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 8/1/10 to 8/31/10 Options Summary Beginning Ending Change Current Asset Categories Market Value Market Value In Value Allocation Foreign Exchange (496,423.32) (958,700.55) (482,277.23) Other (2,018,054.19) (153,225.28) 1,884,828.91 Total Value ($2,514,477.51) ($1,111,92523) $1,402,551.68 Current Market Value/Cost Period Value Market Value (1,111,925.83) Premium (0.01) Unrealized Gain/Loss (1,111,925.82) Options Detail Market Unrealized OuaMity Price Value Premium Gainitoss Foreign Exchange AUD CALL USD PUT 10,000,000.000 1.48 147,742 34 220.337 49 (72,595.15) FX EUROPEAN STYLE OPTION SEP 21, 2010 0.8825 XAUDCA-DY-Z AUD AUD CALL USD PUT (10,000,000.000) 0.02 (2,398 32) (35.254.00) 32,855.68 FX EUROPEAN STYLE OPTION SEP 21, 2010 fa .94 XAUDCA-DZ-Z AUD Page 11 of 39 Confidential Treatment Requested by JPMorgan JPM-SDNY-00013436 Chase CONFIDENTIAL SDNY_GM_00282634 EFTA01491247