J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 8/1/10 to 8/31/10 Foreign Exchange Contracts Summary NET CURRENCY EXPOSURE SUMMARY Value Cam CANADIAN DOLLAR 5,215,000.0D EURO CURRENCY 5,000,000.00 HUNGARIAN FORINT (1,416,500.000.00) INDIAN RUPEE 457,000,000.00 US DOLLAR (14,792,438.33) Foreign Exchange Contracts Detail Trade Date Currency Amount Contract Rate Current Market Forward Rate Market Value Receivable Unrealized GairkLoss Market Value Payable Settlement Date Counter Currency Counter Amount Speculative CANADIAN DOLLAR US DOLLAR Aug 25 10 Sep. 27 10 CAD USD 5,215,000.00 (4,899,013.62) 1.064500 1.066800 4.888.451.77 4,899,013.62 (10 561 85) EURO CURRENCY HUNGARIAN FORINT Aug. 6 10 Nov. 10 10 EUR HUF 5,000,000.00 (1,416000,000.00) 283.300000 289.593749 6,354,009.74 8,215,917.87 138.091 87 INDIAN RUPEE US DOLLAR Apr.16 10 Oct 20 10 INR USD 446,500,000.00 (10,000,000.00) 44.650000 47.388985 9,422,020.67 10,000,000.00 (577,979.33) INDIAN RUPEE US DOLLAR Jul. 20 10 Oct. 22 10 INR USD 457,000,000.00 (9,574,690.97) 47.730000 47.402174 9,640,906.10 9,574,890.97 66,217.13 Page 14 of 39 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00013519 SDNY_GM_00282717 EFTA01491314