J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT ACCT
For the Period 6/1/10
Portfolio Activity Summary - Norwegian Krone
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 19,527,213.78 19527,213.78 126.988.400 00 126.988.400 00
Total Inflows $19,627,213.78 $19,627,213.78 126.988.400.00 126.988.400.00
OUTFLOWS
Foreign Exchange - Outflows (19.527,213.78) (19.527.213.78) (126988.400 00) (126,988,400.00)
Total Outflows ($19,627,213.78) (S19627,213.781 (126.988.400.00) (126,988,400.00)
Ending Cash Balance 0.00
• Year to date information is calculated on a calendar year basis
Portfolio Activity Detail - Norwegian Krone
INFLOWS & OUTFLOWS
Per Unit
Settlement Amount USD Amount USD Currency
Date Type Description Quantity Local Value Local Value Galn(Loss USD
6.30 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT (7.000.000 000) 9,702,897.85 (744,887.16)
BUY NOK SELL GBP 63,099,400.00
CONTRACT RATE : 9.014200000
TRADE 3/26/10 VALUE 6/30/10
630 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT (7,000,000.000) 9,824,315.93 (854,819.86)
BUY NOK SELL GBP 63,889,000.00
CONTRACT RATE 9.127000000
TRADE 4/06/10 VALUE 6/30/10
Page 43 of 52
Confidential Treatment Requested by JPMorgan JPM-SDNY-00012016
Chase
CONFIDENTIAL SDNY_GM_00281214
EFTA01489890