EFTA01491376.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 8/1/10 to 8/31/10 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 5,453,958.22 26.295 808 99 464,349,999.98 2.332.518.998 46 Total Inflows $6,463,968.22 $26.296.808.99 464.349.989.98 2.332.618.998.46 OUTFLOWS Foreign Exchange - Outflows (5.453.958.22) (26,295.808 99) (484,349,999.98) (2,332,518,998.46) Total Outflows (86,463,868.22) ($26.295.808.99) (484,349,999.98) (2,332,518,908.46) 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 86 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT 5.000.000 000 (5,453,958.22) (510.560.37) BUY CAD SELL JPY (484,349,999.98) CONTRACT RATE : 92.870000000 TRADE 4/28/10 VALUE 8/08/10 Accmn e 37 of42 Page 41 of 56 Confidential Treatment Requested by JPMorgan JPM-SDNY-00013588 Chase CONFIDENTIAL SDNY_GM_00282786 EFTA01491376