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 Descnption Quantity Local Value Local Value Gain,Loss USD
520 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 520110
5/20 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 : 91.800000000
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 : 93.360000000
TRADE 4/14/10 VALUE 5120/10
5/20 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT (5,487,750,030.000) 5,114,170.03 211,322.58
BUY JPY SELL KRW 457,999,499.24
CONTRACT RATE : 11.982000000
TRADE 4/14/10 VALUE 920/10
5/20 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT 5.487.750.000.000 (5,024,845.05) (174,652.61)
BUY KRW SELL JPY (450,000,000.00)
CONTRACT RATE : 12.195000000
TRADE 3/31110 VALUE 5/20/10
5/21 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT 5.487.750.000.000 (5,006,118.62) (155,926.18)
BUY KRW SELL JPY (449,999,999.98)
CONTRACT RATE : 12.195000000
TRADE 3/31110 VALUE 5/21/10
Account W23560001 Page 47 of 58
Page 51 of 65
Confidential Treatment Requested by JPMorgan JPM-SDNY-00010910
Chase
CONFIDENTIAL SDNY_GM_00280108
EFTA01489086