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 Apr.16 10 06.2010 INR USD 446,500,000.00 (10,000,000.00) 44.650000 46.980339 0503,975.75 10,000,000.00 (496,024.25) INDIAN RUPEE US DOLLAR Jul. 20 10 Oct. 22 10 INR USD 457,000,000.00 (9,574,690.97) 47.730000 48.993029 9,724,846.66 9,574,690.97 150,155.69 INDIAN RUPEE US DOLLAR May. 610 Oct. 20 10 INR USD (446,500,000.00) 9.681.256.26 46.120000 46.980339 9,681,286.26 9.503.975 75 177,290.51 Total Speculative 544,424,406.97 544.790.423.63 ($388,017.68) Account Page 16 of 44 Page 20 of 57 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00012851 SDNY_GM_00282049 EFTA01490697