EFTA01489745.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 6/1/10 to 6/30/10 Portfolio Activity Summary - Swiss Franc 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 10.278.626.75 10278.626.75 11270000 00 11.270.000 00 Total Inflows $10,278,626.76 610,278,628.76 11,270,000.00 11,270,000.00 OUTFLOWS Foreign Exchange - Outflows (10 278.626 75) (10.278828.75) (11270.000 00) (11.270000.00) Total Outflows ($10,278.626.76) (610,278,628.76) (11.270.000.00) (11,270,000.00) Ending Cash Balance 0.00 - Year to date information is calculated on a calendar year basis. Portfolio Activity Detail - Swiss Franc INFLOWS & OUTFLOWS Per Unit Settlement Amount USD Amount USD Currency Date Type Description Quantity Local Value Local Value GaIn/Loss USD 625 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT (9.987.628 340) 10,278,626.75 290.998 41 BUY CHF SELL USD 11,270,000.00 CONTRACT RATE : 1.128396000 TRADE 8/15/10 VALUE 6/25110 Page 47 of 52 Confidential Treatment Requested by JPMorgan JPM-SDNY-00011864 Chase CONFIDENTIAL SDNY_GM_00281062 EFTA01489745