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 Apr.16 10 INR 446,500,000.00 44.650000 46.980339 0503,975.75 (496,024.25)
US DOLLAR 06.2010 USD (10,000,000.00) 10,000,000.00
INDIAN RUPEE Jul. 20 10 INR 457,000,000.00 47.730000 48.993029 9,724,846.66 150,155.69
US DOLLAR Oct. 22 10 USD (9,574,690.97) 9,574,690.97
INDIAN RUPEE May. 610 INR (446,500,000.00) 46.120000 46.980339 9,681,286.26 177,290.51
US DOLLAR Oct. 20 10 USD 9.681.256.26 9.503.975 75
Total Speculative 544,424,406.97 ($388,017.68)
544.790.423.63
Account Page 16 of 44
Page 20 of 57
Confidential Treatment Requested by JPMorgan JPM-SDNY-00012851
Chase
CONFIDENTIAL SDNY_GM_00282049
EFTA01490697