EFTA01489552.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 6/1/10 to 6/30/10 Market Value Receivable Trade Date Currency Amount Contract Current Market Market Value Unrealized Settlement Date Counter Currency Counter Amount Rate Forward Rate Payable Gainkoss Speculative CANADIAN DOLLAR Jun. 23 10 CAD 5,215,000.00 1.043000 1.062823 4,906,742.24 (93,257.76) US DOLLAR Jul. 26 10 USD (5,000,000.00) 5,000,000.00 INDIAN RUPEE Apt 1810 INR 448,503,000.00 44.650000 47.024912 9,494,967.16 (505,032.84) US DOLLAR OCI. 20 10 USD (10,000,000.00) 10,000,000.00 INDIAN RUPEE Jun. 21 10 INR 457,000,000.00 45.700000 46.584886 9,810,052.94 (189,947.06) US DOLLAR Jul. 23 10 USD (10,000,000.00) 10,000,000.00 INDIAN RUPEE May. 610 INR (446,500,000.00) 48.120000 47.024912 9,681,266.26 186,299.10 US DOLLAR Oct. 20 10 USD 9,681,266.26 9,494,967.16 NORWEGIAN KRONE Jun. 25 10 NOK 32,000,000.00 1.196000 1.194835 4,913,108.16 (4,791.79) SWEDISH KRONA Jul. 29 10 SEK (36,272,000.00) 4,917,899.95 NORWEGIAN KRONE Jun. 25 10 NOK 32,472,500.00 6.494500 6.513189 4.985.653.27 (14,346.73) US DOLLAR Jul. 29 10 USD (5.000.000 00) 5,000,000.00 Total Speculative 453,978,847.113 ($867,729.76) $64,636,676.94 Accoun Page 17 of 54 Page 21 of 70 Confidential Treatment Requested by JPMorgan JPM-SDNY-000 11664 Chase CONFIDENTIAL SDNY_GM_00280862 EFTA01489552