EFTA01490134.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 6/1/10 to 6/30/10 Portfolio Activity Detail - Euro INFLOWS & OUTFLOWS Per Unit Settlement Amount USD Amount USD Currency Date Type Description Quantity Local Value Local Value Gain/Loss USD 6/7 Spot FX SPOT CURRENCY TRANSACTION - SELL 241,167 400 (241,167.40) 738.77 BUY USD SELL EUR (197,000 00) EXCHANGE RATE 1.224200000 DEAL 06/03/10 VALUE 0607/10 TRADE ACTIVITY - Euro Note C indicates Cogency Gain/Loss Per Unit Trade Settlement Amount USD Proceeds USD Tax Cost USD Realized Date Date Type Description Quantity Local Value Local Value Local Value GainfLoss USD Settled Sales/Maturities/Redemptions 6/3 6/7 Option Buyback EUR CALL USD PUT 10,000,000.000 0.002 (24,409.00) 158,239.46 133,830.46 C FX EUROPEAN STYLE OPTION (20,000.00) 123,000.00 JUL 15, 2010 0 1 32 REPURCHASE OF WRITTEN FX OPTION TRADE DATE 06/03/10 6/3 6/7 Sel Option EUR PUT USD CALL (10,000,000.000) 0.06 598,020.45 (276.597.42) 321,423.03 C FX EUROPEAN STYLE OPTION 490,000.00 (215.000.00) JUL 15, 2010 @ 1.28 RESALE OF PURCHASED FX OPTION TRADE DATE 0603/10 Page 39 of 52 Confidential Treatment Requested by JPMorgan JPM-SDNY-00012272 Chase CONFIDENTIAL SDNY_GM_00281470 EFTA01490134