EFTA01489798

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. Settled Foreign Exchange Contracts For the Period 6/1/10 to 6/30/10 Trade Date Currency Amount Contract Rate Revaluation Rate Contracted Base Amount USD Revalued Amount USD Currency G/L Settle Date Counter Currency Counter Amount Trade Related EURO Jun. 310 EUR (197,000.00) 1.224200 1.220450 241,167.40 (240,428.63) 738.77 U S DOLLAR Jun.7 10 USD 241,167.40 Speculative AUSTRALIA DOLLAR Apr. 28 10 AUD (5,426,524.85) 0.921400 0.943476 4,803,073.96 (4,690,687.22) 112,386.74 CANADIAN DOLLAR Jun. 25 10 CAD 5,000,000.00 AUSTRALIA DOLLAR May. 20 10 AUD 5.703555.8D 0.876600 0.853960 (4,803,073.96) 4,930,412.05 127,338.09 CANADIAN DOLLAR Jun. 25 10 CAD (5,000,000.00) AUSTRALIA DOLLAR May. 20 10 AUD (277,330.96) 0.819017 0.884400 227,139.00 (239,724.84) (12,585.84) U S DOLLAR Jun. 25 10 USD 227,139.00 SWISS FRANC Jun. 15 10 CHF 11,270,000.00 1.128396 1.096450 (9,987,628.34) 10,278,626.75 290,998.41 U S DOLLAR Jun. 25 10 USD (9,987,628.34) SWISS FRANC Jun. 17 10 CHF (11,270,00000) 1.111375 1.096450 10,140,592.02 (10278526.75) (138,034.73) U S DOLLAR Jun. 25 10 USD 10,140,592.02 POUND STERLING Mar. 26 10 GBP (7,000,000.00) 9.014200 8.351606 9,702,897.85 (10,472,700.13) (769,802.28) NORWEGIAN KRONE Jun. 30 10 NOK 63,099,400.00 POUND STERLING Apr. 610 GBP (7,000,000.00) 9127000 8.561931 9,624,315.93 (10,472,700.12) (648,384.19) NORWEGIAN KRONE Jun. 3010 NOK 63,889,000.00 POUND STERLING May. 610 GBP 260,384.10 1.494890 1.496100 (389,245.58) 389,560.65 315.07 U S DOLLAR Jun. 30 10 USD (389245.58) POUND STERLING May. 6 10 GBP 13,739,615.90 9.242500 8.780000 (19,527,213.78) 20,555,839.60 1,028,625.82 NORWEGIAN KRONE Jun. 30 10 NOK (126,980400.00) Page 49 of 52 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00011918 SDNY_GM_00281116 EFTA01489798