EFTA01488769.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 5/1110 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 GanLoss 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 CAO 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. 2810 CAD 5,000,000.00 92.870000 88.359007 4,753,054.24 (358,354.07) JAPANESE YEN Aug. 610 JPY (464.360.000.00) 5,111,406.31 CANADIAN DOLLAR May. 610 CAD (5.246,892.65) 88.500000 86.359007 5,111,408.31 123,655.24 JAPANESE YEN Aug. 610 JPY 484,350,000.00 4,987,753.07 Page 15 of 56 Confidential Treatment Requested by JPMorgan JPM-SDNY-00010492 Chase CONFIDENTIAL SDNY_GM_00279690 EFTA01488769