J.PMorgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 12/1/10 to 12/31/10
Foreign Exchange Contracts Summary
NET CURRENCY EXPOSURE SUMMARY
Value
in Currency
AUSTRALIA DOLLAR 5,000,000.00
INDIAN RUPEE 457,000,000.00
JAPANESE YEN (409,499,000.00)
US DOLLAR (9,987,979.45)
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 Gairaoss
Speculative
AUSTRALIA DOLLAR Dec. 910 AUD 2,500,000.00 81.640000 82.308814 2,539,097.69 20,631.87
JAPANESE YEN Mar. 14 11 JPY (204,100,000.00) 2,518,485.82
AUSTRALIA DOLLAR Dec. 13 10 AUD 2,500,000.00 82.159600 82.306814 2,539,097.69 4,603.03
JAPANESE YEN Mar. 14 11 JPY (205,399,000.00) 2,534,494.66
INDIAN RUPEE Nov. 1510 INR 457,000,000.00 45.755000 45.024618 10,150,002.90 162,023.45
US DOLLAR Feb. 1811 USD (9,987,979.45) 9,987,979.45
Total Speculative $16,228,198.28 $187,268.36
918,040,939.83
Account Page 15 of 34
Page 19 of 47
Confidential Treatment Requested by JPMorgan JPM-SDNY-000 14272
Chase
CONFIDENTIAL SDNY_GM_00283470
EFTA01491932