EFTA01490985.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 7/1/10 to 7/31/10 Portfolio Activity Summary - Swedish Krona 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 5250,995.83 5250.995.83 38.272.000 00 38,272,000.00 Total Inflows $6,260,996.83 $6,260,996.83 38,272,000.00 38,272,000.00 OUTFLOWS Foreign Exchange - Outflows (5.250.995.83) (5,250 995 83) (38.272.000.00) (38,272.000.00) Total Outflows ($5,250.995.83) ($5.250,995.83) (38.272,000.00) (38.272.000.00) Ending Cash Balance 0.00 - Year to date information is calculated on a calendar year basis. Portfolio Activity Detail - Swedish Krona INFLOWS & OUTFLOWS Per Unit Settlement Amount USD Amount USD Currency Date Type Description Quantity Local Value Local Value GaIn/Loss USD 7,29 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT 32.000 000 000 (5,250,995.83) (315008.56) BUY NOK SELL SEK (38,272,000.00) CONTRACT RATE : 1.196000000 TRADE 6/25/10 VALUE 7/29/10 7,29 Spot FX SPOT CUFtRENCY TFtANSACT1ON -BUY (32.000.000.000) 5.206.157.59 BUY SEK SELL NOK 37.945.600.00 EXCHANGE RATE 1.185800000 DEAL 07128/10 VALUE 07/29/10 Page 38 of 43 Confidential Treatment Requested by JPMorgan JPM-SDNY-000 13147 Chase CONFIDENTIAL SDNY_GM_00282345 EFTA01490985