EFTA01489477.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Portfolio Activity Summary - Japanese Yen US Dollar Value Local Value Current Year-To-Dale Current Year-To-Date Transactions Period Value Value• Period Value Value' Beginning Cash Balance 0.00 INFLOWS Foreign Exchange - Inflows 20,841,850.77 20,841,850.77 1.868.168.998 48 1.868.168.998.48 Total Inflows $20,841,850.77 320,841,850.77 1.868.168.998.48 1.868,168.998.48 OUTFLOWS Foreign Exchange - Outflows (20.841.850.77) (20.841,850.77) (1,868,168,998.48) (1.868.168.998 48) Total Outflows (62024050.77) (120.841,840.77) (1,858,158,888.48) (1.868,168,998.48) Ending Cash Balance 0.00 • Year to date information is calculated on a calendar year basis. Portfolio Activity Detail - Japanese Yen INFLOWS & OUTFLOWS Sett Cllere. Amount USD Currency Date Type Description Quantity Local Value Gain/ Loss USD Foreign Exchange - Inflows Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT (10.200.000.063) 10,632,237.13 439.33459 BUY JPY SELL CAD 952,170,000.00 CONTRACT RATE : 93.350000000 TRADE 4/14/10 VALUE 5/20/10 Page 45 of 56 Confidential Treatment Requested by JPMorgan JPM-SDNY-000 11578 Chase CONFIDENTIAL SDNY_GM_00280776 EFTA01489477