EFTA01489637.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 6/1/10 to 6/30/10 Portfolio Activity Summary - Canadian Dollar 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 4,803,073.96 14,337,121.14 5.000.000 00 15.200.000 00 Total Inflows $4,80307396 $14,837,121.14 5.000.000.00 16,200,000.00 OUTFLOWS Foreign Exchange - Outflows (4,803.073.96) (14.337.121.14) (5.000 000.03) (15.200.000.00) Total Outflows ($4,803,013.Se) ($14.337.121.14) (6.000.000.00) (16,200,000.00) Ending Cash Balance 0.00 - 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 625 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT (5,426,524.850) 4,803,073.96 (140,323.89) BUY CAD SELL AUD 5,000,000.00 CONTRACT RATE : 0.921400000 TRADE 4/28/10 VALUE 6/25/10 Page 36 of 52 Confidential Treatment Requested by JPMorgan JPM-SDNY-000 11749 Chase CONFIDENTIAL SDNY_GM_00280947 EFTA01489637