J.P.Morgan
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 Date Counter Currency Counter Amount Rate Forward Rate Payable GanLoss
Speculative
AUSTRALIA DOLLAR May. 20 10 AUD 5.703,855 80 0.878800 1.129656 4,800,050.80 46.769 99
CANADIAN DOLLAR Jul. 30 10 CAD (5.000.000 00) 4,753,280.81
AUSTRALIA DOLLAR Apr. 28 10 AUD (5.426.524 85) 0.921400 1.129656 4,753,280.81 186 616.46
CANADIAN DOLLAR Jul. 30 10 CA0 5,000.000.00 4,566,664.35
AUSTRALIA DOLLAR May. 20 10 AUD (277,330.96) 0.819400 0.841545 227,244.98 (8,141.47)
US DOLLAR Jul. 30 10 USD 227,244.98 233,388.45
CANADIAN DOLLAR Apt 2810 CAD 5,000,000.00 92.870000 88.359007 4,753,054.24 (358,354.07)
JAPANESE YEN Aug.° 10 JPY (484,350,000.00) 5,111,409.31
Account of 58
Page 20 of 85
Confidential Treatment Requested by JPMorgan JPM-SDNY-000 10879
Chase
CONFIDENTIAL SDNY_GM_00280077
EFTA01489056