J.PMorgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 3/1/10 to 3131/10 Foreign Exchange Contracts Summary NET CURRENCY EXPOSURE SUMMARY Value in Currency CANADIAN DOLLAR 10,200,000.00 POUND STERUNG (7,000,000.00) JAPANESE YEN (934,320,000.00) NORWEGIAN KRONE 63,099,400.00 Foreign Exchange Contracts Detail Trade Date Currency Amount Contract Rate Current Market Forward Rate Market Value Receivable Unrealized GairvLoss Market Value Settlement Date Counter Currency Counter Amount Payable Speculative CANADIAN DOLLAR Mar. 31 10 CAD 10,200900.00 91.600000 91 851989 10,041,848.64 27549.01 JAPANESE YEN Oct. 510 JPY (934,320.000 00 ) 10,014,299.63 POUND STERLING Mar. 26 10 GBP (7,000.000.00) 9.014200 9.039100 10,583,198.51 (29234.13) NORWEGIAN KRONE Jun. 3010 NOK 63,099.400 00 10,612,432.64 Total Speculative 520,626,047.16 (51,686.12) $20,626,732.27 Account Page 13 of 24 Page 14 of 31 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00010214 SDNY_GM_00279412 EFTA01488537