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 Gain/Loss Market Value Settlement Date Counter Currency Counter Amount Payable Speculative INDIAN RUPEE US DOLLAR Jul 20 10 OrA. 22 10 INR USD 457.000.000 00 (9,574,690.97) 47.730000 46.993029 9,724,846.66 9,574,890.97 150,155.69 INDIAN RUPEE US DOLLAR May. 610 Oct 20 10 INR USD (448,500,000.00) 9.681,266 26 48.120000 48.980339 9,681,286.26 9.503.975 75 177,290.51 Total Speculative $44,424,405.97 $44,790,423.63 ($366,017.66) Page 15 of 43 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 12800 SDNY_GM_00281998 EFTA01490649