J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT11.
For the Period 6/1/10
Portfolio Activity Detail - Pound Sterling
INFLOWS & OUTFLOWS
Per Unit
Settlement Amount USD Amount USD Currency
Date Type Description Quantity Local Value Local Value Gain/Loss USD
6x30 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT 63,099 400 000 (10,472,700.13) (24,915.12)
BUY NOK SELL GBP (7,000,000.00)
CONTRACT RATE : 9.014200000
TRADE 3/28/10 VALUE 6/30/10
6.30 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT 63,889,000.000 (10,472700.12) 206,435.87
BUY NOK SELL GBP (7,000,000.00)
CONTRACT RATE: 9.127000000
TRADE 4/06/10 VALUE 6/30/10
6/30 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT (389,245.580) 389,560.65 315.07
BUY GBP SELL USD 260,384.10
CONTRACT RATE: 1.494890000
TRADE 5/06/10 VALUE 6130/10
6.30 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT (126,968,400.000) 20,555,839.60 (14,434.18)
BUY GBP SELL NOK 13,739,615.90
CONTRACT RATE : 9.242500000
TRADE 5/06/10 VALUE 6/30/10
Total Inflows & Outflows 80.00 8187,40144
Account W23560001 Page 48 of 54
Page 52 of 70
Confidential Treatment Requested by JPMorgan JPM-SDNY-000 11695
Chase
CONFIDENTIAL SDNY_GM_00280893
EFTA01489583