J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 8/1/10 to 8/31/10
Market Value
Receivable
Trade Date Currency Amount Contract Current Market Market Value Unrealized
Settlement Date Counter Currency Counter Amount Rate Forward Rate Payable Gaintoss
Speculative
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 539,986,656.54 (5124.986.59)
540.111.643.13
Page 15 of 39
Confidential Treatment Requested by JPMorgan JPM-SDNY-00013618
Chase
CONFIDENTIAL SDNY_GM_00282816
EFTA01491403