J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 9/1/10 to 9/30/10
Foreign Exchange Contracts Summary
NET CURRENCY EXPOSURE SUMMARY
Value
in Currency
EURO CURRENCY 5,000,000.00
HUNGARIAN FORINT (1,416,500J:00.00)
INDIAN RUPEE 457,000,000.00
US DOLLAR (9.893,424.71)
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 Gainless
Speculative
EURO CURRENCY Aug. 6 10 EUR 5,000,000.00 283.300000 277.859111 6,823,915.51 (133,622.27)
HUNGARIAN FORINT Nov.10 10 HUF (1,416,500,000.00) 6,957,537.78
INDIAN RUPEE Apr. 16 10 INR 446,500,000.00 44.650000 45.104074 9,899,327.38 (100,672.62)
US DOLLAR Oct 20 10 USD (10,000,000.00) 10,000,000.00
INDIAN RUPEE Jul. 20 10 INR 457,000,000.00 47.730000 45.120984 10,128,325.10 553034.13
US DOLLAR 06.2210 USD (9,574,890.97) 9,574,690.97
Account Page 15 of 39
Page 19 of 52
Confidential Treatment Requested by JPMorgan JPM-SDNY-00013978
Chase
CONFIDENTIAL SDNY_GM_00283176
EFTA01491697