EFTA01489421.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT- For the Period 5/1/10 to 5/31/10 Foreign Exchange Contracts Summary NET CURRENCY EXPOSURE SUMMARY Value in Currency AUSTRALIA DOLLAR (0.01) CANADIAN DOLLAR 0.01 US DOLLAR (717,387.03) Foreign Exchange Contracts Detail Market Value Receivable Trade Date Currency Amount Contract Current Market Market Value Unrealized Settlement Date Counter Currency Counter Amount Rate Forward Rate Payable Gain/Loss Speculative AUSTRALIA DOLLAR May. 20 10 AUD 5.703.855.80 0.876600 1.129656 4.800.050.80 46,769.99 CANADIAN DOLLAR Jul. 30 10 CAD (5.000.000.00) 4,753,280.81 AUSTRALIA DOLLAR Apr. 28 10 AUD (5,426.524.85) 0.921400 1.129656 4.753.280.81 186.616.46 CANADIAN DOLLAR Jul. 30 10 CAD 5,000,000.00 4,566,664.35 AUSTRALIA DOLLAR May. 20 10 AUD (277,330.96) 0.819400 0.841545 227,244.98 (6,141.47) US DOLLAR Jul. 30 10 USD 227.244.98 233,386.45 CANADIAN DOLLAR Apr. 28 10 CAD 5,000,000.00 92.870000 86.359007 4,753,054.24 (358,354.07) JAPANESE YEN Aug. 6 10 JPY (464,350,000.00) 5,111,408.31 Accoun 16 of 58 Page 20 of 65 Confidential Treatment Requested by JPMorgan JPM-SDNY-00011487 Chase CONFIDENTIAL SDNY_GM_00280685 EFTA01489421