EFTA01489714.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 6/1/10 to 6/30/10 Market Value Receivable Trade Date Currency Amount Contract Current Market Market Value Unrealized Settlement Date Counter Currency Counter Amount Rate Forward Rate Payable GaitVLoss Speculative INDIAN RUPEE Apr.1610 INR 448,503,000.00 44.650000 47.024912 9,494,967.16 (505,032.84) US DOLLAR Oct. 20 10 USD (10,000,000.00) 10,000,000.00 INDIAN RUPEE Jun. 21 10 INR 457,000,000.00 45.700000 48.584866 9,810,052.94 (189,947.06) US DOLLAR Jul. 23 10 USD (10,000,000.00) 10,000,000.00 INDIAN RUPEE May. 610 INR (446.500.000.00) 46.120000 47.024912 9,681,266.26 186,299.10 US DOLLAR Oct. 20 10 USD 9,681,266.26 9,494,967.16 NORWEGIAN KRONE Jun. 25 10 NOK 32,000,000.00 1.196000 1.194835 4,913,103.18 (4,791.79) SWEDISH KRONA Jul. 29 10 SEK (38,272,000.00) 4,917,899.95 NORWEGIAN KRONE Jun. 25 10 NOK 32,472,500.00 6.494500 6.513189 4,985,653.27 (14,346 73) US DOLLAR Jul. 29 10 USD (5.000,000.00) 5D00.000 00 Total Speculative $53.978.847.18 ($857.729.76) 554.836.576.94 Page 16 of 52 Confidential Treatment Requested by JPMorgan JPM-SDNY-00011833 Chase CONFIDENTIAL SDNY_GM_00281031 EFTA01489714