EFTA01489422.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Market Value %amtee Trade Date Currency Amount Conrad Current Market Market Value Unrealeed Settlement Date Counter Currency Counter Amount Rate Forward Rate Payable Gaire/Loss Speculative CANADIAN DOLLAR May. 610 CAD (5,246,892.65) 88.500000 86.359007 5,111,406.31 123,655.24 JAPANESE YEN Aug. 610 JPY 484,350,000.00 4,987,753.07 CANADIAN DOLLAR May. 610 CAD 246,692.66 1.043270 1.061955 234,698.84 (1,953.85) US DOLLAR Aug. 610 USD (236,652.69) 236,652.69 INDIAN RUPEE Apr. 16 10 INR 446,503,000.00 44.650000 46.824051 9,535,697.78 (464,302.22) US DOLLAR Od. 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 2010 USD 9,681,266.26 9,535,697.78 POUND STERLING May. 610 GBP 13,739,615.90 9.242500 9.364226 19,056,384.77 258,243.08 NORWEGIAN KRONE Jun. 30 10 NOK (126,988,400.00) 19,608,141.69 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 STERUNG 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 S78,947,723.03 ($717,387.04) 579.665.110.07 Account Page 17 of 58 Page 21 of 65 Confidential Treatment Requested by JPMorgan JPI41-SDNY-000 11488 Chase CONFIDENTIAL SDNY_GM_00280686 EFTA01489422