J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 5/1110 to 5/31/10
Market Value
Receivable
Trade Date Currency Amount Contract Current Market Market Value Unrealized
Settlement Date Counter Currency Counter Amount Rate Forward Rate Payable Gain/Loss
Speculative
CANADIAN DOLLAR May. 610 CAD 246,892.66 1.043270 1.051955 234,698.84 (1,953.85)
US DOLLAR Aug. 610 USD (236,652.69) 236,652.69
INDIAN RUPEE Apr.16 10 INR 448,503,000.00 44.650000 48.624051 9,535,807.78 (464,302.22)
US DOLLAR Oct 20 10 USD (10,000,000.00) 10,000,000.00
INDIAN RUPEE May. 610 INR (446,500,000.00) 46.120000 46.824051 9,681,266.26 145,568.48
US DOLLAR Oct. 20 10 USD 9,681,266.26 9,535,697.78
POUND STERLING May. 610 GBP 13,739,615.90 9.242500 9.364226 19,866,384.77 258243.08
NORWEGIAN KRONE .km. 30 10 NOK (126,988,400.00) 19,608,141.89
POUND STERLING Mar. 26 10 GBP (7,000,000.00) 9.014200 9.364226 9,743,110.20 (378,329.47)
NORWEGIAN KRONE Jun. 30 10 NOK 63,099,400.00 10,121,439.67
POUND STERLING Apr. 610 GBP (7,000,000.00) 9.127000 9.364226 9,865,031.48 (256,408.19)
NORWEGIAN KRONE Jun. 30 10 NOK 63,889,000.00 10,121,439.67
POUND STERLING May. 610 GBP 260,384.10 1.494890 1.445920 376,494.56 (12.751 02)
US DOLLAR Jun. 30 10 USD (389,245.58) 389,245.58
Total Speculative $78,947,723.03 ($717.387.04)
$79,666.110.07
Page 16 of 54
Confidential Treatment Requested by JPMorgan JPM-SDNY-00010383
Chase
CONFIDENTIAL SDNY_GM_00279581
EFTA01488689