J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 5/1/10 to 5/31/10
Portfolio Activity Summary - Japanese Yen
US Dollar Value Local Value
Current Year-To-Dale Current Year-To-Date
Transactions Period Value Value• Period Value Value'
Beginning Cash Balance 0.00
INFLOWS
Foreign Exchange - Inflows 20941,850.77 20,841,850.77 1.868.168.998 48 1.868.168998.48
Total Inflows 820,841,850.77 820,841,860.77 1.868,168,998.48 1.868,168,998.48
OUTFLOWS
Foreign Exchange - Outflows (20.841,850.77) (20.841,850.77) (1,868,168,998.48) (1.868.168.998 48)
Total Outflows ($2004060.77) (120.041.840.77) (1,868,168,888.48) (1.868,168,998.48)
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 Galn/Loss USD
520 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 5120110
Account Page 46 of 58
Page 50 of 65
Confidential Treatment Requested by JPMorgan JPM-SDNY-00011517
Chase
CONFIDENTIAL SDNY_GM_00280715
EFTA01489443