EFTA01491564.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 8/1/10 to Market Unrealized Quantity Price Value Premium Gain/Loss Foreign FM:it:Inge AUD PUT USD CALL (10,000.000.000) 0.31 (31.196 38) (185,083.50) 153.887.12 JPY CALL USD PUT (935,000.000.000) 0.12 (1,152,015.40) (470,000.00) (682,015.40) JPY PUT USD CALL 935,000,000.000 0.01 79,187.21 470,000.00 (390.832.79) Total Foreign Exchange (10,000.000.000) ($988,700.88) (80.01) (8988,700.84) Other WTI CALL OPTION 10.000 12,874.21 128,742.05 400,000.00 (271,257.95) WTI CALL OPTION 10.000 24,745.13 247,451.26 450,000.00 (202,548.74) Page 12 of 39 Confidential Treatment Requested by JPMorgan JPM-SDNY-00013815 Chase CONFIDENTIAL SDNY_GM_00283013 EFTA01491564