EFTA01489711.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT For the Period 6/1/10 to 6/30/10 Market Unrealized OuaMIty Price Value Premium Gain/Loss Other WTI CALL OPTION 10.000 29,627.55 296,275.45 400,000.00 (103.724.55) USD PUT OPTION STRIKE 90.00 EXPIRES 12/15/2010 100,000 BARRELS OTCBDC-GW-X WT1CAU- OPTION 10.000 34,096.78 340,967.79 450,000.00 (109,03221) USD PUT OPTION STRIKE 100.00 EXPIRES 05/17/2011 100,000 BARRELS OTCBDC-GW-Y Val PUT OPTION (10.000) 30,297.17 (302,971.66) (400,000.00) 97,028.34 USD CALL OPTION STRIKE 65.50 EXPIRES 12/15/2010 100,000 BARRELS OTCBDP-EX-K WTI PUT OPTION (10.000) 40,569.91 (405,899.06) (450,000.00) 44,100.94 USD CALL OPTION STRIKE 63.00 EXPIRES 05/17/2011 100,000 BARRELS OTCBDP-EX-1. 1RECEIVER SWAPTION CALL (1.000) 1.00 (1,157.608 49) (909,000 00) (248.608 49) 10.000.000 INTEREST RATE SWAP STRIKE 4.350% S 30/360 VS 3ML EXP DATE 07/26/2010 DEAL 5164984 Underlying Asset Price = $0.00 OTCBDC-GV-H Page 13 of 52 Confidential Treatment Requested by JPMorgan JPM-SDNY-00011830 Chase CONFIDENTIAL SDNY_GM_00281028 EFTA01489711