J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/10 to 10/31/10
Foreign Exchange Contracts Summary
NET CURRENCY EXPOSURE SUMMARY
Value
in Currency
EURO CURRENCY 5,000,000.00
HUNGARIAN FORINT (1,416,5003:00.00)
INDIAN RUPEE 457,000,000.00
US DOLLAR (10,260,440.05)
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 Gaintoss
Speculative
EURO CURRENCY Aug. 610 EUR 5,000,000.00 283.300000 271.715860 6.948.656.27 (296,244.03)
HUNGARIAN FORINT Nov 10 10 HUF (1,416,500,000.00) 7,244,900.30
INDIAN RUPEE Oct 18 10 INR 457,003,000.00 44.540000 44.641197 10,237,180.68 (23,259.37)
US DOLLAR Nov 22 10 USD (10.260.440.05) 10.260.440 05
Total Speculative $17,185,836.95 (3319.503.40)
$17,505,340.35
Account W23560001 Page 18 of 39
Page 22 of 53
Confidential Treatment Requested by JPMorgan JPM-SDNY-00014093
Chase
CONFIDENTIAL SDNY_GM_00283291
EFTA01491795