J.P.Morgan FINANCIAL TRUST COMPANY INC ACC For the Period 511/10 to Market Value Receivable Trade Date Currency Amount Contract Current Market Market Value Unrealized Settlement Date Counter Currency Counter Amount Rate Forward Rate Payable Gain/Loss Speculative INDIAN RUPEE Apr.1610 INR 448,503,000.00 44.650000 47.024912 9,494,967.16 (505,032.84) US DOLLAR Oct. 20 10 USD (10,000,000.00) 10,000,000.00 INDIAN RUPEE Am. 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 4,91310316 (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. 2910 USD (5,000,000.00) 5D00.000 00 Total Speculative 853.978.847.18 ($857.729.76) 55423657694 Page 16 of 52 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00012041 SDNY_GM_00281239 EFTA01489912