EFTA01489525.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 6/1/10 to 6/30/10 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 19,527,213.78 19527,213.78 126.988.400 00 126.988.400 00 Total Inflows $19,627,213.78 $19,627,213.78 126.988.400.00 126.988.400.00 OUTFLOWS Foreign Exchange - Outflows (19,527,213.78) (19.527.213.78) (126,988.400 00) (126,988,400.00) Total Outflows ($19,627,213.78) ($19.627,213.78) (126.988.400.00) (126,888,400.00) 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 6.30 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT (7.000.000 000) 9,702,897.85 (744,887.16) BUY NOK SELL GBP 63,099,400.00 CONTRACT RATE : 9.014200000 TRADE 3/26/10 VALUE 6/30/10 630 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT (7,000,000.000) 9,824,315.93 (854,819.86) BUY NOK SELL GBP 63,889,000.00 CONTRACT RATE 9.127000000 TRADE 4/06/10 VALUE 6/30/10 Page 43 of 52 Confidential Treatment Requested by JPMorgan JPM-SDNY-00011632 Chase CONFIDENTIAL SDNY_GM_00280830 EFTA01489525