J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 5/1/10 to 5/31/10
Portfolio Activity Summary - Japanese Yen
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 20,841,850.77 20641,850.77 1,888,168,998.48 1,888,168698.48
Total Inflows 020.841,850.77 020,841,850.77 1.868,168,888.48 1,888.168,888.48
OUTFLOWS
Foreign Exchange - Outflows (20,841,850.77) (20,84165077) (1668,168,9339.48) (16138,188,998.48)
Total Outflows (020,841,850.77) (820,841,850.77) (1,888,168,898.48) (1,888,18808.48)
Ending Cash Balance 0.00
• Year to date information is calculated on a calendar year basis.
Portfolio Activity Detail - Japanese Yen
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 171.121 600 (178.649 97) (7.528.37)
BUY USD SELL JPY (15,998,998.50)
CONTRACT RATE : 93.494900000
TRADE 4/14/10 VALUE 5/20/10
5,20 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT 191244.620 (199,318.85) (8,074.23)
BUY USD SELL JPY (17,850.000.00)
CONTRACT RATE : 93.335900000
TRADE 4114/10 VALUE 5/20/10
Page 44 of 54
Confidential Treatment Requested by JPMorgan JPM-SDNY-00010969
Chase
CONFIDENTIAL SDNY_GM_00280167
EFTA01489131