EFTA01491374.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT For the Period 8/1/10 to 8/31/10 Portfolio Activity Summary - Canadian Dollar US Dollar Value Local Value Current Year-To-Date Current Year-To-Date Transactions Penod Value Value' Period Value Value- Beginning Cash Balance 0.00 INFLOWS Foreign Exchange - Inflows 10.055.623 82 29,447,754.22 10,461,892.66 30.876.892 66 Total Inflows $10,055,623.82 $29,447,764.22 10,461,892.66 30.876.892.66 OUTFLOWS Foreign Exchange - Outflows (10.002.856 01) (29.359,661.24) (10,461,892.65) (30.876,892.65) Total Outflows ($10.002.856.01) ($29,369,661.24) (10,461,892.66) (30,976,892.65) Ending Cash Balance 0.01 - Year to date information is calculated on a calendar year basis Portfolio Activity Detail - Canadian Dollar INFLOWS & OUTFLOWS Per Unit Settlement Amount USD Amount USD Currency Date Type Description Quantity Local Value Local Value Gain/Loss USD 86 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT (464.350.000.000) 4,864,996.30 (78,401.55) BUY CAD SELL JPY 5,000,000.00 CONTRACT RATE : 92.870000000 TRADE 4/28110 VALUE 8/06/10 74.ccoure35o142 Page 39 of 56 Confidential Treatment Requested by JPMorgan JPM-SDNY-00013586 Chase CONFIDENTIAL SDNY_GM_00282784 EFTA01491374