EFTA01490809.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 7/1/10 to 7/31/10 Portfolio Activity Summary - Canadian Dollar 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 5,055,009.26 19,392,130.40 5.215Q00 00 20.415.000.00 Total Inflows 16,056,009.26 $19,392,130.40 6,216,000.00 20,416,000.00 OUTFLOWS Foreign Exchange - Outflows (5.019.684.09) (19,356,805.23) (5.215.000.00) (20.415.000.00) Total Outflows (35,019,684.09) (619.356,1306.23) (6.216,000.00) (20.416.000.00) Ending Cash Balance 0.00 - 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 7,26 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT (5.000.000 000) 5055,009.26 55.009 26 BUY CAD SELL USD 5,215,000.00 CONTRACT RATE : 1.043000000 TRADE 6/23/10 VALUE 7/26/10 Page 32 of 43 Confidential Treatment Requested by JPMorgan JPM-SDNY-00012965 Chase CONFIDENTIAL SDNY_GM_00282163 EFTA01490809