J.P.Morgan FINANCIAL TRUST COMPANY INC ACCTFor the Period 5/1/10 to 5/31/10 Foreign Exchange Contracts Summary NET CURRENCY EXPOSURE SUMMARY Value in Currency AUSTRALIA DOLLAR CANADIAN DOLLAR US DOLLAR (0.01) 0.01 (717,387.03) Foreign Exchange Contracts Detail Trade Date Currency Amount Contract Rate Current Market Forward Rate Market Value Receivable Unrealized Gain/Loss Market Value Settlement Date Counter Currency Counter Amount Payable Speculative AUSTRALIA DOLLAR May. 20 10 AUD 5.703.855.80 0.876600 1.129656 4.800.050.80 46,769.99 CANADIAN DOLLAR Jul. 30 10 CAD (5.000.000.00) 4,753,280.81 AUSTRALIA DOLLAR Apr. 28 10 AUD (5,426.524.85) 0.921400 1.129656 4.753.280.81 186.616.46 CANADIAN DOLLAR Jul. 30 10 CAD 5,000,000.00 4,566,664.35 AUSTRALIA DOLLAR May. 20 10 AUD (277,330.96) 0.819400 0.841545 227,244.98 (6,141.47) US DOLLAR Jul. 30 10 USD 227.244.98 233,386.45 CANADIAN DOLLAR Apr. 28 10 CAD 5,000,000.00 92.870000 86.359007 4,753,054.24 (358,354.07) JAPANESE YEN Aug. 6 10 JPY (464,350,000.00) 5,111,408.31 Accoun 16 of 58 Page 20 of 65 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00011487 SDNY_GM_00280685 EFTA01489421