J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 8/1/10 to 8/31110
Market Value
Receivable
Trade Date Currency Amount Contract Current Market Market Value Unrealized
Settlement Date Counter Currency Counter Amount Rate Forward Rate Payable Galati-on
Speculative
INDIAN RUPEE Jul 20 10 INR 457,000,000.00 47.730000 47.402174 9,640,908.10 66,217.13
US DOLLAR OrA. 22 10 USD (9,574,690.97) 9,574,690.97
INDIAN RUPEE May. 610 INR (446,500,000.00) 46.120000 47.388985 9,681,266.26 259,245.59
US DOLLAR Oct 20 10 USD 9.681.266 26 9,422,020.67
Total Speculative 639086,656.64 0124,886.691
$40,111,643.13
Account Page 15 of 42
Page 19 of 56
Confidential Treatment Requested by JPMorgan JPM-SDNY-00013566
Chase
CONFIDENTIAL SDNY_GM_00282764
EFTA01491356