EFTA01489369.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Options Summary Beginning Ending Change Current Asset Categories Asset Categories Market Value Market Value In Value Allocation Equity (114,400.00) 090 114,400.00 ell ,ill Options Foreign Exchange (265,100.78) 183,625.70 448,726.48 1% ' j. Other (544,860.99) (1,849,417.20) (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 Gainless 150.93297 Note P indicates position adjusted for Pending Trade Activity. Options Detail market Unrealized Quantity Price Value Premium Gain Loss Foreign Exchange EUR CALL USD PUT (10,000,000.000) 0.32 i32:10 83 , (158 239 46) 126 028 63 FX EUROPEAN STYLE OPTION JUL 15, 2010 01.32 XEURCE-LN-Z EUR Page 11 of 54 Confidential Treatment Requested by JPMorgan JPM-SDNY-00011314 Chase CONFIDENTIAL SDNY_GM_00280512 EFTA01489369