EFTA01491334.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 8/1/10 to 8131/10 Portfolio Activity Summary - Japanese Yen US Dollar Value Local Value Current Year-To-Date Current Year-To-Date TrailSaCti0ilS Period Value Woe' Period Value Value' Beginning Cash Balance — — 0.00 INFLOWS Contnbutions 0.01 0.01 0.02 0.02 Foreign Exchange - Inflows 5,453,958.22 28,295,808.99 484,350,000.00 2,332,518,998.48 Total Inflows $5,453.958.23 $26,295,809.00 464,350,000.02 2,332,518,998.50 OUTFLOWS Foreign Exchange - Outflows (5,453.958.22) (28.295,808.99) (484,349,999.98) (2,332.518,998.48) Total Outflows ($5,453,958.22) ($26,285,808.99) (464,349,999.98) (2,332,518,998.46) Ending Cash Balance 0.04 a Year to date information is calculated on a calendar year basis. Portfolio Activity Detail - Japanese Yen INFLOWS & OUTFLOWS Per Unit Se:7 °sift 1* Amount USD Amount USD Currency Date Type Descnption Quantity Local Value Local Value Gain/Loss USD Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT 5.000.000 000 (5.453.958.22) (510,580.37) BUY CAD SELL JPY (464,349,999.98) CONTRACT RATE : 92.870000000 TRADE 4/28/10 VALUE 8/08/10 Page 34 of 39 Confidential Treatment Requested by JPMorgan JPM-SDNY-00013539 Chase CONFIDENTIAL SDNY_GM_00282737 EFTA01491334