EFTA01491232.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 8/1/10 to 8/31/10 Portfolio Activity Summary - Canadian Dollar US Dollar Value Local Value Current Year-To-Date Current Year-To-Date Transactions Penod Value Value' Period Value Value- Beginning Cash Balance 0.00 INFLOWS Foreign Exchange - Inflows 10.055.623 82 29,447,754.22 10,461,892.66 30.876.892 66 Total Inflows 810,055,623.82 $29,447,764.22 10,461,892.66 30.876.892.66 OUTFLOWS Foreign Exchange - Outflows (10.002.856 01) (29,359,661.24) (10,461,892.65) (30,876,892.65) Total Outflows ($10.002.856.01) (529,359,861.24) (10,461,892.65) (30,975,892.65) Ending Cash Balance 0.01 • Year to date information is calculated on a calendar year basis Portfolio Activity Detail - Canadian Dollar INFLOWS & OUTFLOWS Per Unit Settlement Amount USD Amount USD Currency Date Type Description Quantity Local Value Local Value Gain/Loss USD 8.6 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT (464.350.000.000) 4,864,996.30 (78,401.55) BUY CAD SELL JPY 5,000,000.00 CONTRACT RATE : 92.870000000 TRADE 4/28110 VALUE 8/08/10 a6 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT (236.652 690) 240,226.37 3,573.68 BUY CAD SELL USD 246,892.66 CONTRACT RATE : 1.043270000 TRADE 5/06/10 VALUE 8/06/10 Page 32 of 39 Confidential Treatment Requested by JPMorgan JPM-SDNY-00013417 Chase CONFIDENTIAL SDNY_GM_00282615 EFTA01491232