J.P.Morgan
FINANCIAL TRUST COMPANY INC ACC
For the Period 511/10 to
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
INDIAN RUPEE Apr.1610 INR 448,503,000.00 44.650000 47.024912 9,494,967.16 (505,032.84)
US DOLLAR Oct. 20 10 USD (10,000,000.00) 10,000,000.00
INDIAN RUPEE Am. 21 10 INR 457,000,000.00 45.700000 48.584866 9,810,052.94 (189,947.06)
US DOLLAR Jul. 23 10 USD (10,000,000.00) 10,000,000.00
INDIAN RUPEE May. 610 INR (446,500,000.00) 46.120000 47.024912 9,681,266.26 186,299.10
US DOLLAR Oct. 20 10 USD 9,681,266.26 9,494,967.16
NORWEGIAN KRONE Jun. 25 10 NOK 32,000,000.00 1.196000 1.194835 4,91310316 (4,791.79)
SWEDISH KRONA Jul. 29 10 SEK (38,272,000.00) 4,917,899.95
NORWEGIAN KRONE Jun. 25 10 NOK 32,472,500.00 6.494500 6.513189 4,985,653.27 (14,346 73)
US DOLLAR Jul. 2910 USD (5,000,000.00) 5D00.000 00
Total Speculative 853.978.847.18 ($857.729.76)
55423657694
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Confidential Treatment Requested by JPMorgan JPM-SDNY-00012041
Chase
CONFIDENTIAL SDNY_GM_00281239
EFTA01489912