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' Period Value Value'
Beginning Cash Balance 0.00
INFLOWS
Foreign Exchange - Inflows 9,534,047.18 9,534,047.18 10,200,000.00 10,200,000.00
Total Inflows 58,534,047.18 59,534,047.18 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 (59,534,047.18) (48,534,047.18) (10,200,000.00) (10,200,000.00)
Ending Cash Balance 0.00 inn
• 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 Gaintoss USD
5,20 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT (934.320.000.000) 9.534,047 18 (519.671 51)
BUY CAD SELL JPY 10.200,000 00
CONTRACT RATE : 91.600000000
TRADE 3/31/10 VALUE 5/20/10
Page 38 of 54
Confidential Treatment Requested by JPMorgan JPM-SDNY-00010963
Chase
CONFIDENTIAL SDNY_GM_00280161
EFTA01489126