J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 6/1/10 to 6/30/10 Trade Date Currency Amount Contract Rate Current Market Forward Rate Market Value Receivable Untested Gaintoss Market Value Payable Settlement Date Counter Currency Counter Amount Speculative INDIAN RUPEE Apr.1610 INR 448,503,000.00 44.650000 47.024912 9,494,967.18 (505,032.84) US DOLLAR Oct. 20 10 USD (10,000,000.00) 10,000,000.00 INDIAN RUPEE Jun. 21 10 INR 457,000,000.00 45.700000 48.584866 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) 46.120000 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 (38,272,000.00) 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) 5D00.000 00 Total Speculative $53.978.847.18 ($857.729.76) 554.836.576.94 Page 16 of 52 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00011989 SDNY_GM_00281187 EFTA01489863