EFTA01488651.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 4/1/10 to 4/30110 Market Value Recervable Trade Date Currency Amount Conrad Current Market Market Value Untealized Settlement Date Counter Currency Counter Amount Rate Forward Rate Payable Gairnose Speculative CANADIAN DOLLAR Apr. 2810 CAD 5,000.000 00 92.870000 92.688850 4,934,709.08 (9,751.01) JAPANESE YEN Aug. 610 JPY (464,350,000.00) 4,944,480.09 CANADIAN DOLLAR Apr.14 10 CAD (10,200,000.00) 93.350000 92.520024 10,147,268.07 90,219.50 JAPANESE YEN Oct. 510 JPY 952,170,000.00 10,057,048.57 INDIAN RUPEE Apr.16 10 INR 446,500,000.00 44.650000 45.055477 9,910,004.99 (89.995.01) US DOLLAR Oct. 20 10 USD (10,000,000.00) 10,000,000.00 JAPANESE YEN Apr.14 10 JPY 457,999,499.24 11.982000 11.858806 4,880,829.67 (50,703.94) SOUTH KOREAN WON Od. 410 KRW (5,487,750,000.00) 4,931,533.61 JAPANESE YEN Apr. 14 10 JPY 457,999,499.24 11.982000 11.858806 4,880,829.67 (50,703.94) SOUTH KOREAN WON Oct. 4 10 KRW (5,487,750,000.00) 4,931,533.61 JAPANESE YEN Mar. 31 10 JPY (450,000,000.00) 12.195000 11.858806 4,931,533.61 135,953.38 SOUTH KOREAN WON Oct. 410 KRW 5,487,750,000.00 4,795,58025 JAPANESE YEN Mar. 31 10 JPY (450,000,000.00) 12.195000 11.558506 4,931,533.61 135,953.36 SOUTH KOREAN WON Od. 410 KRW 5,487,750,000.00 4,795,580.25 JAPANESE YEN Apr.14 10 JPY (15,966,998.50) 93.340000 93.836403 171,405.59 906.75 US DOLLAR Oct. 410 USD 171,405.59 170,498.84 JAPANESE YEN Apr. 14 10 JPY (17,850,000.00) 93.180000 93.835108 191,564.71 1,337.41 US DOLLAR Od. 510 USD 191.564.71 190.227.30 POUND STERLING Mar. 26 10 GBP (7,000,000.00) 9.014200 9.063428 10,653,597.38 (58,181.32) NORWEGIAN KRONE Jun. 30 10 NOK 63,099,400.00 10,711,778.70 Account W23560001 Page 18 of 43 Page 19 of 49 Confidential Treatment Requested by JPMorgan JPM-SDNY-00010335 Chase CONFIDENTIAL SDNY_GM_00279533 EFTA01488651