J.PMorgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 3/1/10 to
Foreign Exchange Contracts Summary
NET CURRENCY EXPOSURE SUMMARY
Value
in Currency
CANADIAN DOLLAR 10,200,000.00
POUND STERUNG (7,000,000.00)
JAPANESE YEN (934,320,000.03)
NORWEGIAN KRONE 03,099,400.00
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 GairVLoss
Speculative
CANADIAN DOLLAR Mar. 31 10 CAD 10,200900.00 91.600000 91 851989 10,041,848.64 27949.01
JAPANESE YEN Oct. 510 JPY (934,320.000 00 ) 10,014,299.63
POUND STERLING Mar. 26 10 GBP (7,000.000.00) 9.014200 9.039100 10,583,198.51 (29,234.13)
NORWEGIAN KRONE Jun. 3010 NOK 63,099.400 00 10,612,432.64
Total Speculative $20,626,047.16 ($1,685.12)
$20,626,732.27
Account Page 13 of 24
Page 14 of 31
Confidential Treatment Requested by JPMorgan JPM-SDNY-000 10246
Chase
CONFIDENTIAL SDNY_GM_00279444
EFTA01488569