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MAC AAA / (220 000) 5.20 (114,400.00) (43.339.25) (71.060.75) Foreign Exchange INR CALL USD PUT FX EUROPEAN STYLE OPTION MAY 19, 2010 44.5 XINRCA-AE-Z 445,000,000.000 0.02 82,070.27 93,000.00 (10,929.98) NOK CALL GBP PUT FX EUROPEAN STYLE OPTION JUL 28, 2010 Q 9.04 KNOCK-IN AT 8.775 XNOKCA
75 XNOKCA-OE-Z GBP (83,280,000.000) 0.32 (202,755.01) (183,485.02) (39.289.99) PLN CALL EUR PUT FX EUROPEAN STYLE OPTION APR 20, 2011 Q 3.9 XPLNCA-AC-Z EUR 29,250,000.000 0.88 258,478.85 324,085.73 (85,808.89) Account Page 14 of 43 Page 15 of 49 Confidential Treatment Requested by JPMorgan
MAC AAA / (220 000) 5.20 (114,400.00) (43.339.25) (71.060.75) Foreign Exchange INR CALL USD PUT FX EUROPEAN STYLE OPTION MAY 19, 2010 44.5 XINRCA-AE-Z 445,000,000.000 0.02 82,070.27 93,000.00 (10,929.98) NOK CALL GBP PUT FX EUROPEAN STYLE OPTION JUL 28, 2010 Q 9.04 KNOCK-IN AT 8.775 XNOKCA
75 XNOKCA-OE-Z GBP (83,280,000.000) 0.32 (202,755.01) (183,485.02) (39.289.99) PLN CALL EUR PUT FX EUROPEAN STYLE OPTION APR 20, 2011 Q 3.9 XPLNCA-AC-Z EUR 29,250,000.000 0.88 258,478.85 324,085.73 (85,808.89) Account Page 14 of 43 Page 15 of 49 Confidential Treatment Requested by JPMorgan
Y 10 @ 40 Underlying Asset Price = $44.71 554382-9A-B MAC AAA / Foreign Exchange INR CALL USD PUT FX EUROPEAN STYLE OPTION MAY 19, 2010 @ 44.5 XINRCA-AE-Z NOK CALL GBP PUT FX EUROPEAN STYLE OPTION JUL 26, 2010 @ 9.04 KNOCK-IN AT 8.775 XNOKCA-DE-Z GBP PLN CALL EUR PUT FX EUROPEAN STYLE OPTION APR
T FX EUROPEAN STYLE OPTION JUL 26, 2010 @ 9.04 KNOCK-IN AT 8.775 XNOKCA-DE-Z GBP PLN CALL EUR PUT FX EUROPEAN STYLE OPTION APR 20, 2011 @ 3.9 XPLNCA-AC-Z EUR 29,250,000.000 0.88 258,476.85 324,085.73 (65,608.89) (63,280,000.000 ) 0.32 (202,755.01) (163,465.02) (39,289.99) (220.000) 5.20 (1
Entities connected to both XINRCA-AE-Z and XPLNCA-AC-Z