J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
Foreign Exchange Contracts Summary
NET CURRENCY EXPOSURE SUMMARY
Value
In Currency
CANADIAN DOLLAR 5,215,000.01
INDIAN RUPEE 457,000,000.00
US DOLLAR (15,152,882.17)
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
CANADIAN DOLLAR Apr 28 10 CAD 5.000.000.00 92 870000 84 129666 4,854,260.43 (504.302.35)
JAPANESE YEN Aug 610 JPY (464.350.000 00) 5,358,562.78
CANADIAN DOLLAR May. 610 CAD (5,246892.65) 88 500000 84.129866 5.358662.78 264,606.11
JAPANESE YEN Aug 6 10 JPY 464,350,000.00 5,093,956.67
CANADIAN DOLLAR May. 610 CAD 246692.66 1.043270 1.030023 239,696.25 3,043.56
US DOLLAR Aug. 610 USD (236,652.69) 236,652.69
CANADIAN DOLLAR Jul. 23 10 CAD 5,215,000.00 1.038310 1.030266 5,081,797.84 39,213.07
US DOLLAR Aug. 28 10 USD (5,022,584.77) 5,022,584.77
Account Page 15 of 44
Page 19 of 57
Confidential Treatment Requested by JPMorgan JPM-SDNY-000 12850
Chase
CONFIDENTIAL SDNY_GM_00282048
EFTA01490696