EFTA01489132.pdf

J.PMorgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 INFLOWS 84 OUTFLOWS Per Und Settlement Amount USD Amount USD Currency Date Type Description Quantity Local Value Local Value Gain/Loss USD 5:20 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT 10,200,000.000 (10,432,918.28) (379,199.59) BUY CAD SELL JPY (934,320,000.00) CONTRACT RATE : 91.800000003 TRADE 3/31/10 VALUE 5/33/10 5:20 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT (10,200,000.000) 10,632,237.13 439,334.59 BUY JPY SELL CAD 952,170,000.00 CONTRACT RATE : 93.350000000 TRADE 4/14/10 VALUE 5/20110 5/20 Forward FX Contact SETTLE FORWARD CURRENCY CONTRACT (5,487,750.000.000) 5,114,170.03 211,322.58 BUY JPY SELL KRW 457,999,499.24 CONTRACT RATE : 11.982000000 TRADE 4/14/10 VALUE 5/20/10 5/20 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT 5,487,750,000.000 (5,024,845.05) (174,852_81) BUY KRW SELL JPY (450,000,000.00) CONTRACT RATE : 12.195000000 TRADE 3131/10 VALUE 5/20/10 5/21 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT 5,487,750,000.000 (5008,118.62) (158928.18) BUY KRW SELL JPY (449.999.999.98) CONTRACT RATE : 12.195000000 TRADE 3/31/10 VALUE 5/21/10 5/21 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT (5,487,750,000.000) 5,095,443.81 192,598.18 BUY JPY SELL KRW 457,999,499.24 CONTRACT RATE : 11.982000000 TRADE 4/14/10 VALUE 5/21/10 Total Inflows & Outflows $117,872.35 Page 45 of 54 Confidential Treatment Requested by JPMorgan JPM-SDNY-00010970 Chase CONFIDENTIAL SDNY_GM_00280168 EFTA01489132