EFTA01488831.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT For the Period 5/1/10 to 5/31/10 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 9,534,047.18 9,534,047.18 10.200.000 00 10.200.000.00 Total Inflows 39,634,047.18 99,634,047.18 10.200.000.00 10,200,000.00 OUTFLOWS Foreign Exchange - Outflows (9,534,047.18) (9.534.047 18) (10.200,000.00) (10,200,000.00) Total Outflows (89,634,047.18) (S9.534,047.18) (10,200,000.00) (10,200,000.00) 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 5.20 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT (934320.000.000) 9.534.047 18 (519.671.51) BUY CAD SELL JPY 10.200,000 CO CONTRACT RATE : 91.600000000 TRADE 3/31/10 VALUE 5/20/10 Page 38 of 54 Confidential Treatment Requested by JPMorgan JPM-SDNY-00010571 Chase CONFIDENTIAL SDNY_GM_00279769 EFTA01488831