EPSTEIN
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Dataset10 102
--- SOURCE: IMAGES__0102__EFTA01490287.txt ---
METADATA_SOURCE: IMAGES0102
METADATA_FILENAME: EFTA01490287.pdf
----------------------------------------
J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 6/1/10 to 6/30/10
Trade
Settlement
Date
Date
Type
Description
Quantity
Per Unit
Amount USD
Proceeds USD
Tax Cost USD
Realized
Gain/Loss USD
Local Value
Local Value
Local Value
Settled Sales/Maturities/Redemptions
6/3
6/7
Option Buyback
EUR PUT USD CALL
FX EUROPEAN STYLE OPTION
JUL 15, 2010 •1.24
REPURCHASE OF WRITTEN FX OPTION
TRADE DATE 06/03/10
10,000,000.000
0.033
(333,182.82)
(273,000.00)
135,082.46
105,000.00
(198,100.36) C
Total Settled Sales/Maturities/Redemptions (USD)
$240,428.63
$16.724.50
S257.153.13 C
Trade
Settlement
Date
Date
Type
Description
Quantity
Per Unit
Amount USD
Market
Cost USD
Currency
Gain/Loss USD
Local Value
Local Value
Settled Securities Purchased
6/3
6/7
Sale
(20.000.000)
EUR CALL USD PUT
FX EUROPEAN STYLE OPTION
JUL 15, 2010 • 1.32
REPURCHASE OF WRITTEN FX OPTION
TRADE DATE 06/03/10
6/3
6.7
Sale
EUR PUT USD CALL
FX EUROPEAN STYLE OPTION
JUL 15, 2010 (1 1.24
REPURCHASE OF WRITTEN FX OPTION
TRADE DATE 06,03/10
(273,000.000)
Total Settled Securities Purchased (US0)
$0.00
$0.00
Page 40 of 52
Confidential Treatment Requested by JPMorgan
Chase
CONFIDENTIAL
JPM-SDNY-00012429
SDNY_GM_00281627
EFTA01490287
--- SOURCE: IMAGES__0102__EFTA01490288.txt ---
METADATA_SOURCE: IMAGES0102
METADATA_FILENAME: EFTA01490288.pdf
----------------------------------------
J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 6/1/10 to 6/30/10
Portfolio Activity Summary - Japanese Yen
US Dollar Value
Local Value
Current
Transactions
Period Value
Year-To-Dale
Value•
Current
Period Value
Year-To-Date
Value-
Beginning Cash Balance
INFLOWS
Foreign Exchange - Inflows
0.00
1.868,168,998.48
20,841,850.77
Total Inflows
OUTFLOWS
$0.00
$20,841,860.77
0.00
1,869,188,998.48
Foreign Exchange - Outflows
(20,841,850.77)
(1.888.188.998.48)
Total Outflows
$0.00
($20.041.1110.77)
0.00
(1,868,168,998.48)
Ending Cash Balance
• Year to date information is calculated on a calendar year basis.
0.00
Portfolio Activity Detail - Japanese Yen
COST ADJUSTMENTS - Japanese Yen
Settlement
Date
Type
Description
Cost Basis
Adjustments USD
Quantity
Local Value
6,7
Cost Basis Adjustment
COST BASIS ADJUSTMENT
(0.020)
JAPANESE YEN
6/11
Cost Basis Adjustment
COST BASIS ADJUSTMENT
(0.020)
JAPANESE YEN
6O7
Cost Basis Adjustment
COST BASIS ADJUSTMENT
(0.020)
JAPANESE YEN
Page 41 of 52
Confidential Treatment Requested by JPMorgan
Chase
CONFIDENTIAL
JPM-SDNY-00012430
SDNY_GM_00281628
EFTA01490288
--- SOURCE: IMAGES__0102__EFTA01490289.txt ---
METADATA_SOURCE: IMAGES0102
METADATA_FILENAME: EFTA01490289.pdf
----------------------------------------
J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 6/1/10 to 6130/10
COST ADJUSTMENTS - Japanese Yen
Settlement
Date
Type
Description
Quantity
Cost Basis
Adjustments USD
Local Value
&22
Cost Basis Adjustment
COST BASIS ADJUSTMENT
JAPANESE YEN
(0.020)
Total Cost Adjustments (USD)
$0.00
Page 42 of 52
Confidential Treatment Requested by JPMorgan
Chase
CONFIDENTIAL
JPM-SDNY-000 12431
SDNY_GM_00281629
EFTA01490289
--- SOURCE: IMAGES__0102__EFTA01490290.txt ---
METADATA_SOURCE: IMAGES0102
METADATA_FILENAME: EFTA01490290.pdf
----------------------------------------
J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 6/1/10 to 6/30/10
Portfolio Activity Summary - Norwegian Krone
US Dollar Value
Local Value
Transactions
Current
Period Value
Year-To-Date
Value•
Current
Period Value
Year-To-Date
Value-
Beginning Cash Balance
INFLOWS
Foreign Exchange - Inflows
0.00
126.988.400 00
126.988.400 00
19,527,213.78
19527,213.78
Total Inflows
OUTFLOWS
$19,627,213.78
$19,627,213.78
126.988.400.00
(126,988.400 00)
126.988.400.00
Foreign Exchange - Outflows
(19,527,213.78)
(19.527.213.78)
(126,988,400.00)
Total Outflows
($19,627,213.78)
($19.627,213.78)
(126.988.400.00)
(126,888,400.00)
Ending Cash Balance
0.00
- Year to date information is calculated on a calendar year basis
Portfolio Activity Detail - Norwegian Krone
INFLOWS & OUTFLOWS
Settlement
Date
Type
Description
Quantity
Per Unit
Amount USD
Amount USD
Currency
GaIn/Loss USD
Local Value
Local Value
6.30
Forward FX Contract
SETTLE FORWARD CURRENCY CONTRACT
(7.000.000 000)
9,702,897.85
(744,887.16)
BUY NOK SELL GBP
63,099,400.00
CONTRACT RATE :
9.014200000
TRADE 3/26/10 VALUE 6/30/10
630
Forward FX Contract
SETTLE FORWARD CURRENCY CONTRACT
(7,000,000.000)
9,824,315.93
(854,819.86)
BUY NOK SELL GBP
63,889,000.00
CONTRACT RATE
9.127000000
TRADE 4/06/10 VALUE 6/30/10
Page 43 of 52
Confidential Treatment Requested by JPMorgan
Chase
CONFIDENTIAL
JPM-SDNY-00012432
SDNY_GM_00281630