EFTA01490983.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 7/1/10 to 7/31/10 Portfolio Activity Summary - Norwegian Krone 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 10.579.668.76 30.106.882 54 64,472.500 00 191.460.900 00 Total Inflows $10.679.668.76 $30,106,882.64 64,472,600.00 191.460.900.00 OUTFLOWS Foreign Exchange - Outflows (10.534.759.61) (30.061.973 39) (64.472,500.00) (191,460.900.00) Total Outflows (610.634.769.61) ($30.061.973.39) (114,472,1300.00) (101,460,900.00) Ending Cash Balance 0.00 - Year to date information is calculated on a calendar year basis Portfolio Activity Detail - Norwegian Krone INFLOWS & OUTFLOWS Per Unit Settlement Amount USD Amount USD Currency Date Type Description Quantity Local Value Local Value GaIn/Loss USD 7,29 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT (5.000.000 000) 5,328,602.02 328,602.02 BUY NOK SELL USD 32,472,500.00 CONTRACT RATE : 6.494500000 TRADE 6125110 VALUE 7/29/10 7.29 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT (38.272.000.000) 5.251.066.74 315,879.47 BUY NOK SELL SEK 32.000.000 00 CONTRACT RATE : 1.196000000 TRADE 6/25/10 VALUE 7,29/10 Page 36 of 43 Confidential Treatment Requested by JPMorgan JPM-SDNY-00013145 Chase CONFIDENTIAL SDNY_GM_00282343 EFTA01490983