J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 11/1/10 to 11/30/10
Foreign Exchange Contracts Summary
NET CURRENCY EXPOSURE SUMMARY
Velue
In Currency
INDIAN RUPEE 457,000,000.00
US DOLLAR (9,087,979.45)
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 Gain,Loss
Speculative
INDIAN RUPEE Nov.15 10 INR 457,000,000.00 45.755000 46 573143 9,812,522.11 (175,457.34)
US DOLLAR Feb. 18 11 USD (9,987,979.45) 9,987,979.45
Account Page 15 of 41
Page 19 of 57
Confidential Treatment Requested by JPMorgan JPM-SDNY-00014146
Chase
CONFIDENTIAL SDNY_GM_00283344
EFTA01491841