EFTA01490371

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 6/1/10 to 6/30/10 Market Value Receivable Trade Date Currency Amount Contract Current Market Market Value Unrealized Settlement Date Counter Currency Counter Amount Rate Forward Rate Payable Gainkoss Speculative CANADIAN DOLLAR Jun. 23 10 CAD 5,215,000.00 1.043000 1.062823 4,906,742.24 (93,257.76) US DOLLAR Jul. 26 10 USD (5,000,000.00) 5,000,000.00 INDIAN RUPEE Apt 1810 INR 448,503,000.00 44.650000 47.024912 9,494,967.16 (505,032.84) US DOLLAR OCI. 20 10 USD (10,000,000.00) 10,000,000.00 INDIAN RUPEE Jun. 21 10 INR 457,000,000.00 45.700000 46.584886 9,810,052.94 (189,947.06) US DOLLAR Jul. 23 10 USD (10,000,000.00) 10,000,000.00 INDIAN RUPEE May. 610 INR (446,500,000.00) 48.120000 47.024912 9,681,266.26 186,299.10 US DOLLAR Oct. 20 10 USD 9,681,266.26 9,494,967.16 NORWEGIAN KRONE Jun. 25 10 NOK 32,000,000.00 1.196000 1.194835 4,913,108.16 (4,791.79) SWEDISH KRONA Jul. 29 10 SEK (36,272,000.00) 4,917,899.95 NORWEGIAN KRONE Jun. 25 10 NOK 32,472,500.00 6.494500 6.513189 4.985.653.27 (14,346.73) US DOLLAR Jul. 29 10 USD (5.000.000 00) 5,000,000.00 Total Speculative 453,978,847.113 ($867,729.76) $64,636,676.94 Account Page 17 of 54 Page 21 of 70 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00012516 SDNY_GM_00281714 EFTA01490371