J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 8/1/10 to 8/31/10
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
Contnbubons 0.01 0.01 0.02 0.02
Foreign Exchange - Inflows 5,453,958.22 26,295,808.99 464,350000.00 2,332,518,998.48
Total Inflows $5463958.23 628,295,809.00 464,350,000.02 2,332,518,998.50
OUTFLOWS
Foreign Exchange - Outflows (5,453958.22) (28,295,808.99) (484,349,999.98) (2,332,518,998.46)
Total Outflows (55,453,958.22) ($26,285,808.99) (464,349,999.98) (2,332,518,998.46)
Ending Cash Balance 0.04
a Year to date information is calculated on a calendar year basis.
Portfolio Activity Detail - Japanese Yen
INFLOWS & OUTFLOWS
Per Unit
Se:7 °sift 1* Amount USD Amount USD Currency
Date Type Descnpbon Quantity Local Value Local Value Gain/Loss USD
Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT 5.000.000 000 (5,453958.22) (510,560.37)
BUY CAD SELL JPY (464,349,999.98)
CONTRACT RATE : 92.870000000
TRADE 4/28/10 VALUE 8/06/10
Page 34 of 39
Confidential Treatment Requested by JPMorgan JPM-SDNY-00013459
Chase
CONFIDENTIAL SDNY_GM_00282657
EFTA01491267