J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 9/1/10 to 9/30/10 Foreign Exchange Contracts Summary NET CURRENCY EXPOSURE SUMMARY Value in Currency EURO CURRENCY 5,000,000.00 HUNGARIAN FORINT (1,416,500J:00.00) INDIAN RUPEE 457,000,000.00 US DOLLAR (9.893,424.71) Foreign Exchange Contracts Detail Market Value Receivable Trade Date Currency Amount Contract Current Market Market Value Unrealized Settlement Date Counter Currency Counter Amount Rate Forward Rate Payable Gainless Speculative EURO CURRENCY HUNGARIAN FORINT Aug. 6 10 Nov.10 10 EUR HUF 5,000,000.00 (1,416,500,000.00) 283.300000 277.859111 6,823,915.51 6,957,537.78 (133,622.27) INDIAN RUPEE US DOLLAR Apr. 16 10 Oct 20 10 INR USD 446,500,000.00 (10,000,000.00) 44.650000 45.104074 9,899,327.38 10,000,000.00 (100,672.62) INDIAN RUPEE US DOLLAR Jul. 20 10 06.2210 INR USD 457,000,000.00 (9,574,890.97) 47.730000 45.120984 10,128,325.10 9,574,690.97 553034.13 Account Page 15 of 39 Page 19 of 52 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 13978 SDNY_GM_00283176 EFTA01491697