J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 8/1/10 to 8/31/10
Foreign Exchange Contracts Summary
NET CURRENCY EXPOSURE SUMMARY
Vats
In Currency
CANADIAN DOLLAR 5,215,000.0D
EURO CURRENCY 5,000,000.00
HUNGARIAN FORINT (1,416,500,000.00)
INDIAN RUPEE 457,000,000.00
US DOLLAR (14,792,438.33)
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 GairkLoss
Speculative
CANADIAN DOLLAR Aug 25 10 CAD 5,215,000.00 1.064500 1.066800 4.888.451.77 (10 561 85)
US DOLLAR Sep. 27 10 USD (4,899,013.62) 4,899,013.62
EURO CURRENCY Aug. 6 10 EUR 5.000.000.00 283.300000 289.593749 6,354,009.74 138 091 87
HUNGARIAN FORINT Nov. 10 10 HUF (1,416,500,000.00) 6,215,917.87
INDIAN RUPEE Apr.16 10 INR 446,500,000.00 44.650000 47.3889B5 9,422,020.67 (577,979.33)
US DOLLAR Oct. 20 10 USD (10,000,000.00) 10,000,000.00
Account Page 14 of 42
Page 18 of 56
Confidential Treatment Requested by JPMorgan JPM-SDNY-00013863
Chase
CONFIDENTIAL SDNY_GM_00283061
EFTA01491601