EFTA01489744.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT For the Period 6/1/10 to 6/30/10 Portfolio Activity Detail - Pound Sterling INFLOWS & OUTFLOWS Per Unit Settlement Amount USD Amount USD Currency Date Type Description Quantity Local Value Local Value Gain/Loss USD 6,30 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT 63,099 400 000 (10 472,700 13) (24,915.12) BUY NOK SELL GBP (7,000,000.00) CONTRACT RATE : 9.014200000 TRADE 3/28/10 VALUE 6/30/10 6.30 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT 63,889,000.000 (10.472,700.12) 206,435.87 BUY NOK SELL GBP (7,000.000.00) CONTRACT RATE: 9.127000000 TRADE 4/06/10 VALUE 6/30/10 6/30 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT (389,245.580) 389,560.65 315.07 BUY GBP SELL USD 260,384.10 CONTRACT RATE: 1.494890000 TRADE 5/06/10 VALUE 6130/10 6.30 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT (126,968,400.000) 20,555,839.60 (14,434.18) BUY GBP SELL NOK 13,739,615.90 CONTRACT RATE : 9.242500000 TRADE 5/06/10 VALUE 6/30/10 Total Inflows & Outflows 80.00 9167,401.44 Page 46 of 52 Confidential Treatment Requested by JPMorgan JPM-SDNY-00011863 Chase CONFIDENTIAL SDNY_GM_00281061 EFTA01489744