EFTA01491484.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 8/1/10 to 8/31/10 Portfolio Activity Summary - Japanese Yen 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 Contnbubons 0.01 0.01 0.02 0.02 Foreign Exchange - Inflows 5,453,958.22 26,295,808.99 464,350000.00 2,332,518,998.48 Total Inflows $5463958.23 628,295,809.00 464,350,000.02 2,332,518,998.50 OUTFLOWS Foreign Exchange - Outflows (5,453958.22) (28,295,808.99) (484,349,999.98) (2,332,518,998.46) Total Outflows (55,453,958.22) ($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 Descnpbon Quantity Local Value Local Value Gain/Loss USD Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT 5.000.000 000 (5,453958.22) (510,560.37) BUY CAD SELL JPY (464,349,999.98) CONTRACT RATE : 92.870000000 TRADE 4/28/10 VALUE 8/06/10 Page 34 of 39 Confidential Treatment Requested by JPMorgan JPM-SDNY-00013717 Chase CONFIDENTIAL SDNY_GM_00282915 EFTA01491484