EFTA01489168.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 5/1110 to 5/31/10 Portfolio Activity Detail - Pound Sterling INFLOWS & OUTFLOWS Per Unit Settlement Amount USD Amount USD Currency Date Type Description Quantity Local Value Local Value Gain/Lose USD 5:10 Spot FX SPOT CURRENCY TRANSACTION - BUY (170,994 600) 170994.60 BUY GBP SELL USD 114,800.00 EXCHANGE RATE 1.489500000 DEAL 05/06110 VALUE05/10/10 TRADE ACTIVITY - Pound Sterling Note C indicates annoy 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 Gain/Loss USD Settled Sales/Maturities/Redemptions 5/6 5/10 Option Buybadc NOK CALL GBP PUT 63,280,000.000 0.003 (171,872.89) 163,465.02 (8,40717) C FX EUROPEAN STYLE OPTION (114,800.00) 106,700.00 JUL 26, 2010 /9.04 KNOCK-IN AT 8.775 REPURCHASE OF WRITTEN FX OPTION TRADE DATE 05/06/10 Page 47 of 54 Confidential Treatment Requested by JPMorgan JPM-SDNY-000 11026 Chase CONFIDENTIAL SDNY_GM_00280224 EFTA01489168