J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 8/1/10 to 8131/10
INFLOWS & OUTFLOWS
Per Unit
Settlement Amount USD Amount USD Currency
Date Type Description Quantity Local Value Local Value Gain,Loss USD
Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT (236.652.690) 240,226.37 3.573 68
BUY CAD SELL USD 246,892.66
CONTRACT RATE : 1.043270000
TRADE 5/06/10 VALUE 8/06/10
Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT 484,350080.000 (5,105,222.88) (130,932.27)
BUY JPY SELL CAD (5,248,892.85)
CONTRACT RATE : 88.500000000
TRADE 5/06/10 VALUE 8/06/10
8 26 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT (5,022,584.770) 4,950,401.15 (72,183.62)
BUY CAD SELL USD 5,215,000.00
CONTRACT RATE : 1.038310000
TRADE 7/23/10 VALUE 8128/10
8.26 Spot FX SPOT CURRENCY TRANSACTION - SELL 4,897,833.350 (4,897,633.35) (52,767.80)
BUY USD SELL CAD (5,215,000.00)
EXCHANGE RATE 1.064800000
DEAL 06/25/10 VALUE 08/26/10
Total Inflows & Outflows $62,767.81 0330,7112S)
Accoun Page 36 of
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Confidential Treatment Requested by JPMorgan JPM-SDNY-00013885
Chase
CONFIDENTIAL SDNY_GM_00283083
EFTA01491621