J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 8/1/10 to 8131/10
Portfolio Activity Summary - Japanese Yen
US Dollar Value Local Value
Current Year-To-Dale Current Year-To-Date
Transactions Period Value Value• Period Value Value-
Beginning Cash Balance 0.00
INFLOWS
Foreign Exchange - Inflows 5.453.958.22 26.295 808 99 464,349,999.98 2.332.518.998 46
Total Inflows $6,463,968.22 $26,296,808.99 464.349.989.98 2332.618.998.46
OUTFLOWS
Foreign Exchange - Outflows (5.453.958.22) (26,295.808 99) (464,349,999.98) (2,332518,998.46)
Total Outflows (88.483408.22) ($26.296.808.99) (484,349,999.98) (2,332.618,908.48)
Ending Cash Balance 0.00
- Year to date information is calculated on a calendar year basis.
Portfolio Activity Detail - Japanese Yen
INFLOWS & OUTFLOWS
Per Unit
Settlement Amount USD Amount USD Currency
Date Type Description Quantity Local Value Local Value Galn/Loss USD
86 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT 5.000.000 000 (5,453,958.22) (510.560.37)
BUY CAD SELL JPY (464.349,999.98)
CONTRACT RATE : 92.870000000
TRADE 4/28(10 VALUE W08/10
Account W23560001 Page 37 of 42
Page 41 of 56
Confidential Treatment Requested by JPMorgan JPM-SDNY-00013886
Chase
CONFIDENTIAL SDNY_GM_00283084
EFTA01491622