EFTA01490473.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT For the Period 7/1/10 to 7/31/10 Options Summary Beginning Ending Change Current Asset Categories Market Value Market Value In Value Allocation Foreign Exchange (950,878.29) (496,423.32) 454,454.97 Other (3,371,845.74) (2,018,054.19) 1,353,791.55 Total Value ($4,322,724.03) ($2,514,477.51) $1,808,246.52 Current Market Value/Cost Period Value Market Value (2,514.477.51) Premium (1.648,500.01) Unrealized Gain/Loss (865.977.50) Options Detail Market Unrealized Quantity Price Value Premium Gainitoss Foreign Exchange AUD CALL USD PUT 10,000,000.000 3.01 300.561 89 220.337 49 80.224 40 FX EUROPEAN STYLE OPTION SEP 21, 2010 0.8825 XAUDCA-DY-Z AUD AUD CALL USD PUT (10,000,000.000) 0.39 (39.386 60) (35.254.00) (4,132.60) FX EUROPEAN STYLE OPTION SEP 21, 2010 fa .94 XAUDCA-DZ-Z AUD Page 11 of 43 Confidential Treatment Requested by JPMorgan JPM-SDNY-00012620 Chase CONFIDENTIAL SDNY_GM_00281818 EFTA01490473