EFTA01489138.pdf

J.PMorgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Settled Foreign Exchange Contracts Trade Date Currency Amount Contracted Base Revalued Settle Date Counter Currency Counter Amount Contract Rate Revaluation Rate Amount USD Amount USD Currency GA. Trade Related EURO May. 5 10 EUR (13.000.00) 1 282200 1 286500 16.66860 (16,724.50) (55.90) U S DOLLAR May. 710 USD 16,668.60 EURO May. 610 EUR 545.250.00 1.269700 1.269700 (692.303.92) 692,303.92 U S DOLLAR May. 10 10 USD (692.303.92) POUND STERLING May. 610 GBP 114.80000 1.489500 1.489500 (170,994.60) 170,994.60 U S DOLLAR May. 10 10 USD (170,994.60) Speculative JAPANESE YEN Apr.1410 JPY (15,998,998.50) 93.494900 89.555002 171,121.60 (178,649.97) (7,528.37) U S DOLLAR May. 20 10 USD 171,121.60 JAPANESE YEN Apr.1410 JPY (17,850,000.00) 93.335900 89.555002 191,244.62 (199,318.85) (8,074.23) U S DOLLAR May. 20 10 USD 191,244.62 CANADIAN DOLLAR Mar. 31 10 CAD 10,200,000.00 91.600000 0.009978 (10.432,918.28) 9,534,047.18 (898,871.10) JAPANESE YEN May. 20 10 JPY (934,320,000.00) CANADIAN DOLLAR Apr. 1410 CAD (10,200,000.00) 93.350000 104.102625 10,632,237.13 (9,534,047.18) 1,098,189.95 JAPANESE YEN May. 20 10 JPY 962,170,000.00 JAPANESE YEN Mar. 31 10 JPY (450,000,000.00) 12.195000 11.150739 4,594,566.21 (5,024,845.05) (430,278.84) SOUTH KOREAN WON May. 2010 KRW 5.487750600.00 JAPANESE YEN Apr.1410 JPY 457.999.499.24 11.982000 0.092897 (4,594,566.21) 5,114,170.03 519,603.82 SOUTH KOREAN WON May. 20 10 KRW (5.487.750,000.00) JAPANESE YEN Mar. 31 10 JPY (450,000,000.00) 12.195000 11.192451 4,594,566.21 (5,006,118.62) (411,552.41) SOUTH KOREAN WON May. 21 10 KRW 5,487,750,000.00 JAPANESE YEN Apr.1410 JPY 457,999,499.24 11.982000 0.092557 (4,594,233.31) 5,095,110.71 500,877.40 SOUTH KOREAN WON May. 21 10 KRW (5,487,750,000.00) Page 51 of 54 Confidential Treatment Requested by JPMorgan JPM-SDNY-00010976 Chase CONFIDENTIAL SDNY_GM_00280174 EFTA01489138