EFTA01489747.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCTI I For the Period 6/1/10 to 6/30/10 Settled Foreign Exchange Contracts Trade Date Currency Amount Contracted Base Revalued Settle Date Counter Currency Counter Amount Contract Rate Revaluation Rate Amount USD Amount USD Currency G/L Trade Related EURO Jun. 310 EUR (197,000.00) 1.224200 1.220450 241,167.40 (240,428.63) 738.77 U S DOLLAR Jun.7 10 USD 241,167.40 Speculative AUSTRALIA DOLLAR Apr. 28 10 AUD (5,426,524.85) 0.921400 0.943476 4,803,073.96 (4800,687.22) 112,386.74 CANADIAN DOLLAR Jun. 25 10 CAD 5,000,000.00 AUSTRALIA DOLLAR May. 20 10 AUD 5,703,855.8D 0.876600 0.853960 (4,803,073.96) 4,930,412.05 127,338.09 CANADIAN DOLLAR Jun. 25 10 CAD (5,000,000.00) AUSTRALIA DOLLAR May. 20 10 AUD (277,330.96) 0.819017 0.884400 227,139.00 (239,724.84) (12,585.84) U S DOLLAR Jun. 25 10 USD 227,139.00 SWISS FRANC Jun. 15 10 CHF 11,270,000.00 1.128396 1.096450 (9,987,628.34) 10,278,626.75 290,998.41 U S DOLLAR Jun. 25 10 USD (9,987,628.34) SWISS FRANC Jun. 17 10 CHF (11,270,000,00) 1.111375 1.096450 10,140,592.02 (10.278,626.75) (138,034.73) U S DOLLAR Jun. 25 10 USD 10,140,592.02 POUND STERLING Mar. 26 10 GBP (7,000,000.00) 9.014200 8.351606 9,702,897.85 (10,472,700.13) (769,802.28) NORWEGIAN KRONE Jun. 30 10 NOK 63,099,400.00 POUND STERLING Apr. 610 GBP (7,000,000.00) 9127000 8.561931 9,824,315.93 (10,472,700.12) (648,384.19) NORWEGIAN KRONE Jun. 3010 NOK 63,889,000.00 POUND STERLING May. 610 GBP 260,384.10 1.494890 1.496100 (389,245.58) 389,560.65 315.07 U S DOLLAR Jun. 30 10 USD (389,245.58) POUND STERLING May. 6 10 GBP 13,739,615.90 9.242500 8.780000 (19,527,213.78) 20,555,839.60 1,028,625.82 NORWEGIAN KRONE Jun. 30 10 NOK (126,988,400.00) Page 49 of 52 Confidential Treatment Requested by JPMorgan JPM-SDNY-00011866 Chase CONFIDENTIAL SDNY_GM_00281064 EFTA01489747