EFTA01489444.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 INFLOWS & OUTFLOWS Per Unit Settlement Amount USD Amount USD Currency Date Type Description Quantity Local Value Local Value Gain,Loss USD 5 20 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 5/20/10 520 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT 10,200,000.000 (10.432,918.28) (379,199.59) BUY CAD SELL JPY (934.320,000.00) CONTRACT RATE : 91.800003000 TRADE 3/31/10 VALUE 5/20/10 5/20 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT (10,200,000.000) 10,632,237.13 439,334.59 BUY JPY SELL CAD 952,170,000.00 CONTRACT RATE : 93.350000000 TRADE 4/14/10 VALUE 5/20/10 5/20 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT (5,487,750,000.000) 5,114,170.03 211,322.58 BUY JPY SELL KRW 457,999,499.24 CONTRACT RATE : 11.982000000 TRADE 4/14/10 VALUE 5/20/10 5/20 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT 5.487.750.000.000 (5,024,845.05) (174,852.81) BUY KRW SELL JPY (450,000,000.00) CONTRACT RATE : 12.195000000 TRADE 3/31/10 VALUE 5/20/10 521 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT 5.487.750.000.000 (5,006,118.62) (155,926.18) BUY KRW SELL JPY (449.999.99918) CONTRACT RATE : 12.195000000 TRADE 3/31/10 VALUE 5/21/10 Account Page 47 of 58 Page 51 of 65 Confidential Treatment Requested by JPMorgan JPM-SDNY-00011518 Chase CONFIDENTIAL SDNY_GM_00280716 EFTA01489444