EFTA01491795.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 10/1/10 to 10/31/10 Foreign Exchange Contracts Summary NET CURRENCY EXPOSURE SUMMARY Value in Currency EURO CURRENCY 5,000,000.00 HUNGARIAN FORINT (1,416,5003:00.00) INDIAN RUPEE 457,000,000.00 US DOLLAR (10,260,440.05) 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 Gaintoss Speculative EURO CURRENCY Aug. 610 EUR 5,000,000.00 283.300000 271.715860 6.948.656.27 (296,244.03) HUNGARIAN FORINT Nov 10 10 HUF (1,416,500,000.00) 7,244,900.30 INDIAN RUPEE Oct 18 10 INR 457,003,000.00 44.540000 44.641197 10,237,180.68 (23,259.37) US DOLLAR Nov 22 10 USD (10.260.440.05) 10.260.440 05 Total Speculative $17,185,836.95 (3319.503.40) $17,505,340.35 Account W23560001 Page 18 of 39 Page 22 of 53 Confidential Treatment Requested by JPMorgan JPM-SDNY-00014093 Chase CONFIDENTIAL SDNY_GM_00283291 EFTA01491795