EFTA01488837.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Portfolio Activity Summary - Japanese Yen US Dollar Value Local Value Current Year-To-Dale Current Year-To-Date Transactions Period Value Value• Period Value Value' Beginning Cash Balance 0.00 INFLOWS Foreign Exchange - Inflows 20,841,850.77 20,841,850.77 1.868.168.998 48 1.868,168,998.48 Total Inflows $20,841,850.77 520,841350.77 1.868,168,998.48 1.868,168,998.48 OUTFLOWS Foreign Exchange - Outflows (20.841.850.77) (20.841,850.77) (1,868,168,998.48) (1.868.168.998 48) Total Outflows ($2004060.77) (120.041.840.77) (1,868,168,998.48) (1.868,168,998.48) Ending Cash Balance 0.00 • Year to date information is calculated on a calendar year basis. Portfolio Activity Detail - Japanese Yen INFLOWS & OUTFLOWS Per Unit Settlement Amount USD Amount USD Currency Date Type Description Quantity Local Value Local Value Galn/Loss USD 520 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT 171,121 600 (178,649.97) (7,528.37) BUY USD SELL JPY (15,998,998.50) CONTRACT RATE : 93.494900000 TRADE 4/14/10 VALUE 5120110 520 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT 191,244 620 (199.318.85) (8,074.23) BUY USD SELL JPY (17,850,000.00) CONTRACT RATE . 93.335900000 TRADE 4/14/10 VALUE 5120/10 Page 44 of 54 Confidential Treatment Requested by JPMorgan JPM-SDNY-00010577 Chase CONFIDENTIAL SDNY_GM_00279775 EFTA01488837