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EFTA Document EFTA01490107
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efta-efta01490107DOJ Data Set 10Correspondence

EFTA Document EFTA01490107

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DOJ Data Set 10
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efta-efta01490107
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EFTA Disclosure
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J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 6/1/10 to 6/30/10 Quantity Price Market Value Premium Unrealized Gain/Loss Foreign Exchange AUD CALL USD PUT (to,000,000.000) 0.14 (14,483.92) (35.254.00) 20,770.08 FX EUROPEAN STYLE OPTION SEP 21, 2010 0.94 XAUDCA-OZ-Z AUD AUD PUT USD CALL (10,000,000.000) 3.94 (393,530.57) (185,083.50) (208,447.07) SEP 21, 2010 @.86 IO Q 0.83 XAUDPA-FV-Z AUD CAD PUT USD CALL (5.250000.000) 1.94 (101,805.05) (52,500.00) (49,305.05) JUL 23. 2010 Q 1.05 XCADPA-DM-Z JPY CALL USD PUT (935.000.000.000) 0.08 (776,807.26) (470,000.00) (306.806.42) MAY11, 2011 693.5 XJPYCA•NE•Z JPY PUT USD CALL 935,000,000.000 0.03 247,531.39 470,000.00 (222,469.03) MAY II, 2011 093.5 XJPYPA-SO-Z Total Foreign Exchange (15.250600.000) (8850,878.28) ($52,500.01) (8898377.86) Page 12 of 52 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00012245 PROT1 PROT0

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