EFTA01491217.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 8/1/10 jig.. Foreign Exchange Contracts Summary NET CURRENCY EXPOSURE SUMMARY Value le Currency CANADIAN DOLLAR 5,215,000.0D EURO CURRENCY 5,000,000.00 HUNGARIAN FORINT (1,416,500030.00) INDIAN RUPEE 457,000,000.00 US DOLLAR (14,792,438.33) 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 GairkLoss Speculative CANADIAN DOLLAR Aug 25 10 CAD 5,215,000.00 1.064500 1.066800 4.888.451.77 (10 561 85) US DOLLAR Sep. 27 10 USD (4,899,013.62) 4,899,013.62 EURO CURRENCY Aug. 6 10 EUR 5,000,000.00 283.300000 289.593749 8,354,009.74 138.091 87 HUNGARIAN FORINT Nov. 10 10 HUF (1,418,500,000.00) 8,215,917.87 INDIAN RUPEE Apr.16 10 INR 446,500,000.00 44.650000 47.388985 9,422,020.67 (577,979.33) US DOLLAR Oct. 20 10 USD (10,000,000.00) 10,000,000.00 INDIAN RUPEE Jul. 20 10 INR 457,000,000.00 47.730000 47.402174 9,640,908.10 88,217.13 US DOLLAR Oct. 22 10 USD (9,574,690.97) 9,574,890.97 Page 14 of 39 Confidential Treatment Requested by JPMorgan JPM-SDNY-00013399 Chase CONFIDENTIAL SDNY GM_00282597 EFTA01491217