EFTA01490474.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 711/10 to 7/31/10 Market Unrealized Quantity Price Value Premium GaiNLoss Foreign Exchange AUD PUT USD CALL (10,000.000.000) 0.89 (69.086.05) (185,083.50) 115.99745 FX EUROPEAN STYLE OPTION SEP 21, 2010 x.86 MG 0.83 XAUDPA.FV-Z AUD JPY CALL USD PUT (935.000.000.000) 0.09 (831,929.30) (470,000.00) (361,929.30) FX EUROPEAN STYLE OPTION MAY 11, 2011 93.5 XJPYCA-NE-Z JPY PUT USD CALL 935,000,000.000 0.02 143.416.74 470,000.00 (326,583.26) FX EUROPEAN STYLE OPTION MAY 11, 2011 • 93.5 XJPYPA-SO-Z Total Foreign Exchange (10,000,000.000) ($498,423.32) (30.01) (4488,423.31) Other WTI CALL OPTION 10.000 30,754.67 307,546.72 400,000.00 (92,453.28) USD PUT OPTION STRIKE 90.00 EXPIRES 12/1512010 100,000 BARRELS OTCBDC-GW-X WTI CALL OPTION 10.000 38,492.82 384.928.16 450.000.00 (65,071.84) USD PUT OPTION STRIKE 100.00 EXPIRES 05/1712011 100,000 BARRELS OTCBDC-GVV-Y Page 12 of 43 Confidential Treatment Requested by JPMorgan JPM-SDNY-00012621 Chase CONFIDENTIAL SDNY_GM_00281819 EFTA01490474