J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. Settled Foreign Exchange Contracts For the Period 7/1/10 to 7/31/10 Trade Date Currency Amount Contract Rate Revaluation Rate Contracted Base Amount USD Revalued Settle Date Counter Currency Counter Amount Amount USD Currency G/L Speculative INDIAN RUPEE Jun. 21 10 INR 457,000,000.00 45.700000 46.935001 (10.000,000.00) 9,736,869.85 (263,130.15) U S DOLLAR Jul. 23 10 USD (10,000,000.00) INDIAN RUPEE Jul. 20 10 INR (457,000,000.00) 47.200000 48.935001 9.682.203.38 (9.736.669.85) (54,666.47) U S DOLLAR Jul. 23 10 USD 9,682,203.38 CANADIAN DOLLAR Jun. 2310 CAD 5,215,000.00 1.043000 1.031650 (5,000,000.00) 5,055,009.26 55,009.26 U S DOLLAR Jul. 26 10 USD (5,000,000.00) CANADIAN DOLLAR Jul. 23 10 CAD (5,215,000.00) 1.038910 1.031650 5,019,684.09 (5,055,009.28) (35,325.17) U S DOLLAR Jul. 26 10 USD 5,019,684.09 NORWEGIAN KRONE Jun. 25 10 NOK 32,472,500.00 8.494500 6094000 (5,000,000.00) 5,328,602.02 328.602.02 U S DOLLAR Jul. 29 10 USD (5,000,000.00) NORWEGIAN KRONE Jun. 25 10 NOK 32,000,000.00 1.196000 0.836132 (5,250,995.83) 5,251,066.74 70.91 SWEDISH KRONA Jul. 29 10 SEK (38,272,000.00) NORWEGIAN KRONE Jul. 23 10 NOK (32472,500.00) 6.220500 6094000 5,220,239.53 (5,328,602.02) (108,382.49) U S DOLLAR Jul. 29 10 USD 5,220,239.53 NORWEGIAN KRONE Jul. 28 10 NOK (32,000,000.00) 1.185800 1.175659 5,206,157.59 (5,251,036.74) (44,909.15) SWEDISH KRONA Jul. 2910 SEK 37,945,601.00 SWEDISH KRONA Jul. 28 10 SEK 328,400.00 7.279500 7.279500 (44,838.24) 44,838.24 U S DOLLAR Jul. 29 10 USD (44,838.24) rge Acco ol 44 Page 45 of 57 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00013332 SDNY GM_00282530 EFTA01491156