EFTA01489364.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Portfolio Activity Summary - South Korean Won US Dollar Value Local Value Current Year-To-Date Current Year-To-Date Transactions Period Value Value' Period Value Value' Beginning Cash Balance 0.00 INFLOWS Foreign Exchange - Inflows 9,189,132.42 9.189.132 42 10,975,500.000 00 10.975.500.000 00 Total Inflows 89,189,132.42 $9.189.132.42 10,976,600000.00 10,976,600,000.00 OUTFLOWS Foreign Exchange - Outflows (9.189.132.42) (9.189.132.42) (10,975,500.000.00) (10.975.500.000.00) Total Outflows ($9,189.132.42) ($9.199.132.42) (10,876,600,000.00) (10,875,600,000.00) Ending Cash Balance 0.00 • Year to date information is calculated on a calendar year basis. Portfolio Activity Detail - South Korean Won INFLOWS & OUTFLOWS Per Unit Settlement Amount USD Amount USD Currency Date Type Description Quantity Local Value Local Value GaIn/Loss USD 520 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT (450.000.000 000 ) 4,594,566.21 (255.626.23) BUY KRW SELL JPY 5,487,750,000.00 CONTRACT RATE : 12.195000000 TRADE 3/31/10 VALUE 5/20110 520 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT 457.999.499 240 (4,594.566.21) 308281.24 BUY JPY SELL KRW (5,487.750000.00) CONTRACT RATE . 11.982000000 TRADE 4/14/10 VALUE 5120/10 Page 49 of 54 Confidential Treatment Requested by JPMorgan JPM-SDNY-000 11298 Chase CONFIDENTIAL SDNY_GM_00280496 EFTA01489364