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 94003,073.98 $14,337,121.14 5.000.000.00 16,200,000.00
OUTFLOWS
Foreign Exchange - Outflows (4,803.073.96) (14,337.121.14) (5.000 000.03) (15.200,000.00)
Total Outflows (94,803,073.96) (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
Page 36 of 52
Confidential Treatment Requested by JPMorgan JPM-SDNY-00012009
Chase
CONFIDENTIAL SDNY_GM_00281207
EFTA01489883