EFTA01488770.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 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 CANADIAN DOLLAR May. 610 CAD 246,892.66 1.043270 1.051955 234,698.84 (1,953.85) US DOLLAR Aug. 610 USD (236,652.69) 236,652.69 INDIAN RUPEE Apr.16 10 INR 448,5(0000.00 44.650000 48.624051 9,535007.78 (464,302.22) US DOLLAR Oct 20 10 USD (10,000,000.00) 10,000,000.00 INDIAN RUPEE May. 610 INR (446,500,000.00) 46.120000 46.824051 9,681,266.26 145,568.48 US DOLLAR Oct. 20 10 USD 9,681,266.26 9,535,697.78 POUND STERLING May. 610 GBP 13,739,615.90 9.242500 9.364226 19,866,384.77 258243.08 NORWEGIAN KRONE .km. 30 10 NOK (126,988,400.00) 19,608,141.89 POUND STERLING Mar. 26 10 GBP (7,000,000.00) 9.014200 9.364226 9,743,110.20 (378,329.47) NORWEGIAN KRONE Jun. 30 10 NOK 63,099,400.00 10,121,439.67 POUND STERLING Apr. 610 GBP (7,000,000.00) 9.127000 9.364226 9,865,031.48 (256,408.19) NORWEGIAN KRONE Jun. 30 10 NOK 63,889,000.00 10,121,439.67 POUND STERLING May. 610 GBP 260,384.10 1.494890 1.445920 376,494.56 (12.751 02) US DOLLAR Jun. 30 10 USD (389,245.58) 389,245.58 Total Speculative $78,947,723.03 ($717.387.04) $79,666,110.07 Page 16 of 56 Confidential Treatment Requested by JPMorgan JPM-SDNY-00010493 Chase CONFIDENTIAL SDNY_GM_00279691 EFTA01488770