EFTA01489108.pdf

J.PMorgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 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 Dale Counter Currency Counter Amount Rate Forward Rate Payable GaINLoss Speculative AUSTRALIA DOLLAR May. 20 10 AUD 5,703,855.80 0.876600 1.129656 4.800.050 80 46269.99 CANADIAN DOLLAR Jul. 30 10 CAD (5,000,000.00) 4.753.280.81 AUSTRALIA DOLLAR Apr. 28 10 AUD (5,428.524.85) 0.921400 1.129856 4.753.280.81 186.616.46 CANADIAN DOLLAR Jul. 30 10 CAD 5,000,000.00 4,568,664.35 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. 28 10 CAD 5,000,000.00 92.870000 86.359007 4,753,054.24 (358.354.07) JAPANESE YEN Aug. 610 JPY (464.350,000.00) 5,111,408.31 CANADIAN DOLLAR May. 610 CAD (5,246,892.85) 88.500000 86.359007 5,111,408.31 123,855.24 JAPANESE YEN Aug. 610 JPY 464,350,000.00 4,987,753.07 Page 15 of 54 Confidential Treatment Requested by JPMorgan JPM-SDNY-000 10940 Chase CONFIDENTIAL SDNY_GM_00280138 EFTA01489108