J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
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
INDIAN RUPEE Jul 20 10 INR 457.000.000 00 47.730000 46.993029 9,724,846.66 150,155.69
US DOLLAR OrA. 22 10 USD (9,574,690.97) 9,574,890.97
INDIAN RUPEE May. 610 INR (448,500,000.00) 48.120000 48.980339 9,681,286.26 177290.51
US DOLLAR Oct 20 10 USD 9.681,266 26 9.503.975 75
Total Speculative $44,424,405.97 ($366,017.66)
$44,790,423.63
Page 15 of 43
Confidential Treatment Requested by JPMorgan JPM-SDNY-00012756
Chase
CONFIDENTIAL SDNY_GM_00281954
EFTA01490606