J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 10/1/10 to 10/31/10 Foreign Exchange Contracts Summary NET CURRENCY EXPOSURE SUMMARY Value in Currency EURO CURRENCY 5,000,000.00 HUNGARIAN FORINT (1,416,5003:00.00) INDIAN RUPEE 457,000,000.00 US DOLLAR (10,260,440.05) Foreign Exchange Contracts Detail Market Value Receivable Trade Date Currency Amount Contract Current Market Market Value Unrealized Settlement Date Counter Currency Counter Amount Rate Forward Rate Payable Gaintoss Speculative EURO CURRENCY HUNGARIAN FORINT Aug. 610 Nov 10 10 EUR HUF 5,000,000.00 (1,416,500,000.00) 283.300000 271.715860 6.948.656.27 7,244,900.30 (296,244.03) INDIAN RUPEE US DOLLAR Oct 18 10 Nov 22 10 INR USD 457,003,000.00 (10.260.440.05) 44.540000 44.641197 10,237,180.68 10.260.440 05 (23,259.37) Total Speculative $17,185,836.95 $17,505,340.35 (3319.503.40) Account W23560001 Page 18 of 39 Page 22 of 53 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00014093 SDNY_GM_00283291 EFTA01491795