EFTA01490979.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 7/1/10 to Portfolio Activity Summary - Canadian Dollar 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 5,055,009.26 19.392.130.40 5.215.000.00 20.415.000.00 Total Inflows $6,056,009.26 $19,392,130.40 6,216,000.00 20,416,000.00 OUTFLOWS Foreign Exchange - Outflows (5.019.684.09) (19,356,805.23) (5.215.000.00) (20.415.000.00) Total Outflows ($5,019,684.09) (619.366,806.23) (6.216,000.00) (20.416.000.00) Ending Cash Balance 0.00 • Year to date information is calculated on a calendar year basis Portfolio Activity Detail - Canadian Dollar INFLOWS & OUTFLOWS Per Unit Settlement Amount USD Amount USD Currency Date Type Description Quantity Local Value Local Value GaIn/Loss USD 7,26 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT (5.000.000 000) 5,055,009.26 55.009 26 BUY CAD SELL USD 5,215,000.00 CONTRACT RATE : 1.043000000 TRADE 6/23/10 VALUE 7/26/10 Page 32 of 43 Confidential Treatment Requested by JPMorgan JPM-SDNY-00013141 Chase CONFIDENTIAL SDNY_GM_00282339 EFTA01490979