J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 6/1/10 tin. Foreign Exchange Contracts Summary NET CURRENCY EXPOSURE SUMMARY Value In Currency CANADIAN DOLLAR 5,215,000.01 INDIAN RUPEE 457,000,000.00 NORWEGIAN KRONE 64,472,500.00 SWEDISH KRONA (38,272,000.00) US DOLLAR (20,555.386.43) Foreign Exchange Contracts Detail Trade Date Currency Amount Contract Rate Current Market Forward Rate Market Value Receivable Unrealized GairtLoss Market Value Payable Settlement Date Counter Currency Counter Amount Speculative CANADIAN DOLLAR Apr 28 10 CAD 5.000.000.00 92 870000 83.203125 4,704,115.84 (546,543 14) JAPANESE YEN Aug 610 JPY (464.350.000.00) 5,250,658.98 CANADIAN DOLLAR May 610 CAD (5.246.892.65) 88 500000 83.203125 5.250.658.98 314.260 82 JAPANESE YEN Aug. 610 JPY 464.350.000.00 4,936,398.16 CANADIAN DOLLAR May. 610 CAD 246,892.66 1.043270 1.062899 232,282.33 (4,370.36) US DOLLAR Aug.6 10 USD (236,652.69) 236,652.69 CANADIAN DOLLAR Jun. 23 10 CAD 5,215,000.00 1.043000 1.062823 4,906'4224 (93,257.76) US DOLLAR Jul. 26 10 USD (5,000,000.00) 5,000,000.00 Page 15 of 52 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00011832 SDNY_GM_00281030 EFTA01489713