EFTA01491498.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 8/1/10 to 8/31/10 Market Unrealized Quantity Price Value Premium Gain/Loss Foreign Exchange AUD PUT USD CALL (10,000,000.000) 0.31 (31.196.38) (185,083.50) 153.887.12 FX EUROPEAN STYLE OPTION SEP 21, 2010 ..86 MG 0.83 XAUDPA-FV-Z AUD JPY CALL USD PUT (935,000.000.000) 0.12 (1.152.015.40) (470,000.00) (682,015.40) FX EUROPEAN STYLE OPTION MAY 11, 2011 93.5 XJPYCA-NE-Z JPY PUT USD CALL 935,000,000.000 0.01 79,167.21 470,000.00 (390,832.79) FX EUROPEAN STYLE OPTION MAY I 1, 2011 • 93.5 XJPYPA.SQ-Z Total Foreign Exchange (10,000.000.000) ($868,700.66) ($0.01) (8868,700.64) Other WTI CALL OPTION 10.000 12,874.21 128,742.05 400,000.00 (271,257.95) USD PUT OPTION STRIKE 90.00 EXPIRES 12/15/2010 100,000 BARRELS 0TCBDC-OW-X WTI CALL OPTION 10.000 24,745.13 247,451.26 450,000.00 (202,548.74) USD PUT OPTION STRIKE 100.00 EXPIRES OM712011 100.000 BARRELS OTCBDC-GIAFT Page 12 of 39 Confidential Treatment Requested by JPMorgan JPM-SDNY-00013735 Chase CONFIDENTIAL SDNY_GM_00282933 EFTA01491498