EFTA01489482.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 5/21 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 : 12.105000000 TRADE 3/31/10 VALUE 5/21/10 Total Foreign Exchange - Inflows $9,188,132.42 ($611,252.46) Settlement Amount USD Currency Date Type Description Quantity Local Value Gain/Loss USD Foreign Exchange - Outflows 5/20 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT 457.999.499.240 (4,594,566.21) 308,281.24 BUY JPY SELL KRW (5,487,750,000.00) CONTRACT RATE : 11.982000000 TRADE 4/14110 VALUE 5/20/10 5/21 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT 457,999,499.240 (4,594.566.21) 308,281.24 BUY JPY SELL KRW (5,487,750,000.00) CONTRACT RATE : 11.982000000 TRADE 4/14/10 VALUE 5/21/10 Total Foreign Exchange - Outflows ($9,189,132.42) $16.562.48 Page 52 of 56 Confidential Treatment Requested by JPMorgan JPM-SDNY-00011585 Chase CONFIDENTIAL SDNY_GM_00280783 EFTA01489482