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 Gain/Loss
Speculative
AUSTRALIA DOLLAR May. 20 10 AUD 5.703.855.80 0.876600 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 CAD 5,000,000.00 4,566,664.35
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. 6 10 JPY (464,350,000.00) 5,111,408.31
Accoun 16 of 58
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Confidential Treatment Requested by JPMorgan JPM-SDNY-00011487
Chase
CONFIDENTIAL SDNY_GM_00280685
EFTA01489421