EFTA01489478.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1110 to 5/31/10 Settlement Amount USD Currency Date Type Description Quantity Local Value Gain/Loss USD Foreign Exchange -Inflows 5/20 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT (5,487,750,000.000) 5,114,170.03 211,322.58 BUY JPY SELL KRW 457,999,499.24 CONTRACT RATE: 11.982000000 TRADE 4/14/10 VALUE 5/20/10 521 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT (5,487,750,030.000) 5,095,443.61 192,596.16 BUY JPY SELL KRW 457,999,499.24 CONTRACT RATE : 11.982000000 TRADE 4/14/10 VALUE 5/21/10 Total Foreign Exchange • Inflows $20,841,850.77 $843,253.33 Settlement Amount USD Currency Date Type Description Quantity Local Value Gainloss USD Foreign Exchange - Outflows 520 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT 171,121.600 (178,649.97) (7528 37) BUY USD SELL JPY (15,998,998.50) CONTRACT RATE : 93.494900000 TRADE 4/14/10 VALUE 5/20/10 5/20 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT 191,244.620 (199,318.85) (6,074 23) BUY USD SELL JPY (17,850,000.00) CONTRACT RATE: 93.335900000 TRADE 4/14/10 VALUE 520/10 520 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT 10,200,000.000 (10.432,918.28) (379.199.59) BUY CAD SELL JPY (934,320,000.00) CONTRACT RATE : 91.600000000 TRADE 3/31/10 VALUE 5/20/10 Page 46 of 56 Confidential Treatment Requested by JPMorgan JPM-SDNY-000 11579 Chase CONFIDENTIAL SDNY_GM_00280777 EFTA01489478