EFTA01488946.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 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 10.200.000 000 (10.432,918.28) (379.199 59) BUY CAD SELL JPY (934,320,000.00) CONTRACT RATE : 91.600300000 TRADE 3/31/10 VALUE 5/20/10 5/20 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT (10,200,000.000) 10,632,237.13 439,334.59 BUY JPY SELL CAD 952,170,000.00 CONTRACT RATE : 93.350000000 TRADE 4/14/10 VALUE 5/20/10 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 457,999,492.24 CONTRACT RATE: 11.982000000 TRADE 4/14/10 VALUE 5120/10 5/20 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT 5,487,750,000.000 (5,024,845.05) (174,652.61) BUY KRW SELL JPY (450,000,000.00) CONTRACT RATE : 12.195000000 TRADE 3131/10 VALUE 920/10 5/21 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT 5.487.750.000800 (5,006,118.62) (155,926.18) BUY KRW SELL JPY (449,999,999.98) CONTRACT RATE : 12.195000000 TRADE 3/31110 VALUE 5/21/10 5/21 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT (5,487.750,000.000 ) 5,095,443.61 192,596.16 BUY JPY SELL KRW 457,999,499.24 CONTRACT RATE 11 982000000 TRADE 4/14/10 VALUE 5121/10 Total Inflows & Outflows $0.00 $117,872.36 Page 45 of 54 Confidential Treatment Requested by JPMorgan JPM-SDNY-00010740 Chase CONFIDENTIAL SDNY_GM_00279938 EFTA01488946