EFTA01488798.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Portfolio Activity Detail - Pound Sterling INFLOWS & OUTFLOWS Settlement Amount USD Currency Date Type Description Quantity Local Value Gain/Loss USD Foreign Exchange - Inflows 5/10 Spot FX SPOT CURRENCY TRANSACTION -BUY (170,994800 170,994.60 BUY GBP SELL USD 114500 00 EXCHANGE RATE 1.489500000 DEAL 05106/10 VALUE 0S(10/10 TRADE ACTIVITY - Pound Sterling Note: C indicates Currency Gairaoss Per Unit Trade Settlement Amount USD Proceeds USD Tax Cost USD Realized Date Date Type Description Quantity Local Value Local Value Local Value Gairr Loss USD Settled SalesiMaturitiesiRedemptions 5:10 Option Buyback NOK CALL GBP PUT 63.280.000 000 0.003 (171 872 89) 163 A65 02 (8.407 87) C FX EUROPEAN STYLE OPTION (114.800 00) 105300 00 JUL 28.2010 O9.04 KNOCK-IN AT 8.775 REPURCHASE OF WRITTEN FX OPTION TRADE DATE 05/06/10 Page 49 of 56 Confidential Treatment Requested by JPMorgan JPM-SDNY-00010526 Chase CONFIDENTIAL SDNY_GM_00279724 EFTA01488798