EFTA Document EFTA01490919

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 7/1/10 to 7/31/10 Foreign Exchange Contracts Summary NET CURRENCY EXPOSURE SUMMARY Value In Currency CANADIAN DOLLAR 5,215,000.01 INDIAN RUPEE 457,000,000.00 US DOLLAR (15,152,682.17) Foreign Exchange Contracts Detail Trade Date Currency Amount Contract Rate Current Market Forward Rate Market Value Receivable Unrealized Gain/Loss Market Value Payable Settlement Date Counter Currency Counter Amount Speculative CANADIAN DOLLAR Apr 28 10 CAD 5.000.000.00 92 870000 84 129866 4,854,260.43 (504.302.35) JAPANESE YEN Aug 610 JPY (464.350.000 00) 5,358,562.78 CANADIAN DOLLAR May. 610 CAD (5,246892.65) 88 500000 84.129866 5.358.562.78 264,606.11 JAPANESE YEN Aug 6 10 JPY 464,350,000.00 5,093,956.67 CANADIAN DOLLAR May. 610 CAD 246692.66 1.043270 1.030023 239,696.25 3,043.56 US DOLLAR Aug. 610 USD (236,652.69) 236,652.69 CANADIAN DOLLAR Jul. 23 10 CAD 5,215,000.00 1.038310 1.030266 5,061,797.84 39,213.07 US DOLLAR Aug. 2610 USD (5,022,584.77) 5,022,584.77 INDIAN RUPEE Apr.16 10 INR 446,500,000.00 44.650000 46.980339 9,503,975.75 (496,024.25) US DOLLAR Oct. 20 10 USD (10,000,000.00) 10,000,000.00 Page 14 of 43 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 13079 SDNY_GM_00282277 EFTA01490919