J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
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
Speculative
INDIAN RUPEE Jun. 21 10 INR 457,000,000.00 45.700000 46.935001 (10.000,000.00) 9,736,869.85 (263,130.15)
U S DOLLAR Jul. 23 10 USD (10,000,000.00)
INDIAN RUPEE Jul. 20 10 INR (457,000,000.00) 47.200000 48.935001 9.682.203.38 (9.736.669.85) (54,666.47)
U S DOLLAR Jul. 23 10 USD 9,682,203.38
CANADIAN DOLLAR Jun. 2310 CAD 5,215,000.00 1.043000 1.031650 (5,000,000.00) 5,055,009.26 55,009.26
U S DOLLAR Jul. 26 10 USD (5,000,000.00)
CANADIAN DOLLAR Jul. 23 10 CAD (5,215,000.00) 1.038910 1.031650 5,019,684.09 (5,055,009.28) (35,325.17)
U S DOLLAR Jul. 26 10 USD 5,019,684.09
NORWEGIAN KRONE Jun. 25 10 NOK 32,472,500.00 8.494500 6094000 (5,000,000.00) 5,328,602.02 328.602.02
U S DOLLAR Jul. 29 10 USD (5,000,000.00)
NORWEGIAN KRONE Jun. 25 10 NOK 32,000,000.00 1.196000 0.836132 (5,250,995.83) 5,251,066.74 70.91
SWEDISH KRONA Jul. 29 10 SEK (38,272,000.00)
NORWEGIAN KRONE Jul. 23 10 NOK (32472,500.00) 6.220500 6094000 5,220,239.53 (5,328,602.02) (108,382.49)
U S DOLLAR Jul. 29 10 USD 5,220,239.53
NORWEGIAN KRONE Jul. 28 10 NOK (32,000,000.00) 1.185800 1.175659 5,206,157.59 (5,251,036.74) (44,909.15)
SWEDISH KRONA Jul. 2910 SEK 37,945,601.00
SWEDISH KRONA Jul. 28 10 SEK 328,400.00 7.279500 7.279500 (44,838.24) 44,838.24
U S DOLLAR Jul. 29 10 USD (44,838.24)
rge Acco ol 44
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Confidential Treatment Requested by JPMorgan JPM-SDNY-00013332
Chase
CONFIDENTIAL SDNY GM_00282530
EFTA01491156