J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 6/1/10 to 6/30/10
Settled Foreign Exchange Contracts
Trade Date Currency Amount Contracted Base Revalued
Settle Date Counter Currency Counter Amount Contract Rate Revaluation Rate Amount USD Amount USD Currency G/L
Trade Related
EURO Jun. 310 EUR (197,000.00) 1.224200 1.220450 241,167.40 (240,428.63) 738.77
U S DOLLAR Jun.7 10 USD 241,167.40
Speculative
AUSTRALIA DOLLAR Apr. 28 10 AUD (5,426,524.85) 0.921400 0.943476 4,803,073.96 (4,690,687.22) 112,386.74
CANADIAN DOLLAR Jun. 25 10 CAD 5,000,000.00
AUSTRALIA DOLLAR May. 20 10 AUD 5.703555.8D 0.876600 0.853960 (4,803,073.96) 4,930,412.05 127,338.09
CANADIAN DOLLAR Jun. 25 10 CAD (5,000,000.00)
AUSTRALIA DOLLAR May. 20 10 AUD (277,330.96) 0.819017 0.884400 227,139.00 (239,724.84) (12,585.84)
U S DOLLAR Jun. 25 10 USD 227,139.00
SWISS FRANC Jun. 15 10 CHF 11,270,000.00 1.128396 1.096450 (9,987,628.34) 10,278,626.75 290,998.41
U S DOLLAR Jun. 25 10 USD (9,987,628.34)
SWISS FRANC Jun. 17 10 CHF (11,270,00000) 1.111375 1.096450 10,140,592.02 (10278526.75) (138,034.73)
U S DOLLAR Jun. 25 10 USD 10,140,592.02
POUND STERLING Mar. 26 10 GBP (7,000,000.00) 9.014200 8.351606 9,702,897.85 (10,472,700.13) (769,802.28)
NORWEGIAN KRONE Jun. 30 10 NOK 63,099,400.00
POUND STERLING Apr. 610 GBP (7,000,000.00) 9127000 8.561931 9,624,315.93 (10,472,700.12) (648,384.19)
NORWEGIAN KRONE Jun. 3010 NOK 63,889,000.00
POUND STERLING May. 610 GBP 260,384.10 1.494890 1.496100 (389,245.58) 389,560.65 315.07
U S DOLLAR Jun. 30 10 USD (389245.58)
POUND STERLING May. 6 10 GBP 13,739,615.90 9.242500 8.780000 (19,527,213.78) 20,555,839.60 1,028,625.82
NORWEGIAN KRONE Jun. 30 10 NOK (126,980400.00)
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Confidential Treatment Requested by JPMorgan JPM-SDNY-00011918
Chase
CONFIDENTIAL SDNY_GM_00281116
EFTA01489798