EFTA01489136.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Portfolio Activity Summary - South Korean Won 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 9,189,132.42 9,189,132.42 10,975,500,000.00 10,975,500,000.00 Total Inflows $9,189,132.42 39,189,132.42 10,976,500,000.00 10,976,600,000.00 OUTFLOWS Foreign Exchange - Outflows (9,189,132.42) (9,189,132.42) (10,975,500,000.00) (10,975,500,000.00) Total Outflows (89,189,132.42) (39,189,132.42) (10,975,600,000.00) (10,978,600,000.00) Ending Cash Balance 0.00 Min • Year to date information is calculated on a calendar year basis. Portfolio Activity Detail - South Korean Won INFLOWS & OUTFLOWS Per Unit Settlement Amount USD Amount USD Currency Date Type Description Quantity Local Value Local Value GairULoss USD 5,20 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT (450.000,000 000) 4.594,566 21 (255,626.23) BUY KRW SELL JPY 5,487,750.000 00 CONTRACT RATE : 12.195000000 TRADE 3/31/10 VALUE 5/20/10 5.20 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT 457,999.499 240 (4,594,566 21) 308,281.24 BUY JPY SELL KRW (5.487.750000 00) CONTRACT RATE : 11.982000000 TRADE 4/14/10 VALUE 5/20/10 Page 49 of 54 Confidential Treatment Requested by JPMorgan JPM-SDNY-00010974 Chase CONFIDENTIAL SDNY_GM_00280172 EFTA01489136