EFTA01489573.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 84003,073.96 $14,537,121.14 5.000.000.00 16,200,000.00 OUTFLOWS Foreign Exchange - Outflows (4,803.073.96) (14,337.121.14) (5.000 000.03) (15200,000.00) Total Outflows ($4,803,073.96) (S14.337.121.14) (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 Garn/Loss USD 625 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT (5,426524.850) 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 Account Page 38 of 54 Page 42 of 70 Confidential Treatment Requested by JPMorgan JPM-SDNY-00011685 Chase CONFIDENTIAL SDNY_GM_00280883 EFTA01489573