J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/10 to 7/31/10
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 10.579.668.76 30.106.882 54 64,472.500 00 191.460.900 00
Total Inflows $10.679.668.76 $30,106,882.64 64.472.600.00 191.460.900.00
OUTFLOWS
Foreign Exchange - Outflows (10.534.759.61) (30.061.973 39) (64,472,500.00) (191,460.900.00)
Total Outflows (610.634.769.61) ($30.061.973.39) (64.472,600.00) (191,460,900.00)
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 Descrlpdon Quantity Local Value Local Value GaIn/Loss USD
7,29 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT (5.000.000 000) 5,328,602.02 328,602.02
BUY NOK SELL USD 32,472,500.00
CONTRACT RATE : 6.494500000
TRADE 6125110 VALUE 7/29/10
Account Page 37 of 44
Page 41 of 57
Confidential Treatment Requested by JPMorgan JPM-SDNY-000 12872
Chase
CONFIDENTIAL SDNY_GM_00282070
EFTA01490718