J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 5/1/10 to 5/31/10
Portfolio Activity Summary - Canadian Dollar
US Dollar Value Local Value
Current Year-To-Date Current Year-To-Date
Transactions Period Value Value' Per rod Value Value'
Beginning Cash Balance 0.00
INFLOWS
Foreign Exchange - Inflows 9,534,047.18 9,534,047.18 10.200.000 00 10.200.ow oo
Total Inflows 19,634,047.18 $9,634,847.18 10.200.000.00 10,200,000.00
OUTFLOWS
Foreign Exchange - Outflows (9,534,047.18) (9.534.047 18) (10.200,000.00) (10,200,000.00)
Total Outflows ($9,634,047.18) ($9.534,047.18) (10,200,000.00) (10,200,000.00)
Ending Cash Balance 0.00
- Year to date information is calculated on a calendar year basis
Portfolio Activity Detail - Canadian Dollar
INFLOWS & OUTFLOWS
Sett (llen! Amount USD Currency
Date Type Description Quantity Local Value GainiLoss USD
Foreign Exchange - Inflows
5 :0 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT (934.320,000.000 ) 9,534,047.16 (519.671.51)
BUY CAD SELL JPY 10,200,000.00
CONTRACT RATE : 91.600300000
TRADE 3/31110 VALUE 5/20/10
Page 39 of 56
Confidential Treatment Requested by JPMorgan JPM-SDNY-00010516
Chase
CONFIDENTIAL SDNY_GM_00279714
EFTA01488790