EFTA01489571.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 6/1/10 to 6/30/10 Portfolio Activity Detail - Australia Dollar INFLOWS & OUTFLOWS Per Unit Settlement Amount USD Amount USD Currency Date Type Description Quantity Local Value Local Value Gain/Loss USD 6/25 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT (5,000.000 000) 4,930,412.05 256,957.16 BUY AUD SELL CAD 5,703,855.80 CONTRACT RATE : 0.870600000 TRADE 5/20/10 VALUE 6/25/10 &25 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT 5,000,000.000 (4.890,687.22) 252,710.63 BUY CAD SELL AUD (5,426,524.85) CONTRACT RATE : 0.921400000 TRADE 4/28/10 VALUE 6/25/10 6/25 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT 227,139.000 (239,724.84) (12,585.84) BUY USD SELL AUD (277.330 96) CONTRACT RATE: 0.819017000 TRADE 5/20/10 VALUE 8/25/10 Total Inflows & Outflows ($0.01) $487,081.95 Account Page 36 of 54 Page 40 of 70 Confidential Treatment Requested by JPMorgan JPM-SDNY-000 11683 Chase CONFIDENTIAL SDNY_GM_00280881 EFTA01489571