J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 7/1/10 to 7/31/10 Trade Date Currency Amount Contract Rate Current Market Forward Rate Market Value Receivable Unrealized GainiLoss Market Value Settlement Date Counter Currency Counter Amount Payable Speculative INDIAN RUPEE Jul 20 10 INR 457,000,000 00 47.730000 46.993029 9,724,846.66 150,155.69 US DOLLAR OrA. 22 10 USD (9,574,690.97) 9,574,690.97 INDIAN RUPEE May. 610 INR (448,500,000.00) 48.120000 48.980339 9,681,266.26 177,290.51 US DOLLAR Oct 20 10 USD 9,681,266 26 9.503.975 75 Total Speculative $44,424,405.97 ($366,017.66) 344,790,423.63 Page 15 of 43 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00012712 SDNY_GM_00281910 EFTA01490563