EFTA01489107.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1110 to 5131/10 Options Summary Beginning Ending Change Current Asset Categories Asset Categories Market Value Market Value In Value Allocation Equity (114.400.00) 0.00 114.400 00 (Ippon', Foreign Exchange (265.100 78) 183.625 70 448726 48 1% Other (544,860 99) (1849.417 20) (1.304.556 21) Total Value ($924,361.77) ($1,665,791.50) ($741,429.73) 1% Current Market Value/Cost Period Value Market Value (1.665.791.50 ) Premium (1.816.724.50) Unrealized GainiLoss 150,932.97 Note: P indicates position adjusted for Pending Trade Activity. Options Detail Market Unrealized Quantity Price Value Premium GainiLoss Foreign Exchange EUR CALL USD PUT (10,000,000.000) 0.32 (32.210.83) (158,239.46) 126028.63 FX EUROPEAN STYLE OPTION JUL 15. 2010 @1.32 XEURCB-LN-Z EUR Page 11 of 54 Confidential Treatment Requested by JPMorgan JPM-SDNY-00010936 Chase CONFIDENTIAL SDNY_GM_00280134 EFTA01489107