EFTA01491953.pdf

J.PMorgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 12/1/10 to 12/31/10 Foreign Exchange Contracts Summary NET CURRENCY EXPOSURE SUMMARY Value in Currency AUSTRALIA DOLLAR 5,000,000.00 INDIAN RUPEE 457,000,000.00 JAPANESE YEN (409,499,000.00) US DOLLAR (9,987,979.45) 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 Gairaoss Speculative AUSTRALIA DOLLAR Dec. 910 AUD 2,500,000.00 81.640000 82.308814 2,539,097.69 20,631.87 JAPANESE YEN Mar. 14 11 JPY (204,100,000.00) 2,518,485.82 AUSTRALIA DOLLAR Dec. 13 10 AUD 2,500,000.00 82.159600 82.306814 2,539,097.69 4,603.03 JAPANESE YEN Mar. 14 11 JPY (205,399,000.00) 2,534,494.66 INDIAN RUPEE Nov. 1510 INR 457,000,000.00 45.755000 45.024618 10,150,002.90 162,023.45 US DOLLAR Feb. 1811 USD (9,987,979.45) 9,987,979.45 Total Speculative $16,228,198.28 $187,268.36 918,040,939.83 Account Page 15 of 34 Page 19 of 47 Confidential Treatment Requested by JPMorgan JPM-SDNY-00014324 Chase CONFIDENTIAL SDNY_GM_00283522 EFTA01491953