J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 7/1/10 to 7/31/10 Foreign Exchange Contracts Summary NET CURRENCY EXPOSURE SUMMARY Value In Currency CANADIAN DOLLAR 5,215,000.01 INDIAN RUPEE 457,000,000.00 US DOLLAR (15,152,882.17) 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 CANADIAN DOLLAR Apr 28 10 CAD 5.000.000.00 92 870000 84 129666 4,854,260.43 (504.302.35) JAPANESE YEN Aug 610 JPY (464.350.000 00) 5,358,562.78 CANADIAN DOLLAR May. 610 CAD (5,246892.65) 88 500000 84.129866 5.358662.78 264,606.11 JAPANESE YEN Aug 6 10 JPY 464,350,000.00 5,093,956.67 CANADIAN DOLLAR May. 610 CAD 246692.66 1.043270 1.030023 239,696.25 3,043.56 US DOLLAR Aug. 610 USD (236,652.69) 236,652.69 CANADIAN DOLLAR Jul. 23 10 CAD 5,215,000.00 1.038310 1.030266 5,081,797.84 39,213.07 US DOLLAR Aug. 28 10 USD (5,022,584.77) 5,022,584.77 Account Page 15 of 44 Page 19 of 57 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 12850 SDNY_GM_00282048 EFTA01490696