J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/10 to 9/30/10
Portfolio Activity Summary - Canadian Dollar
US Dollar Value Local Value
Current Year-To-Date Current Year-To-Date
Transactions Period Value Value' Period Value Value'
Beginning Cash Balance 0.01
INFLOWS
Foreign Exchange - Inflows 5,079.628.16 34,527,382.38 5.215.000 00 36.091.892 66
Total Inflows $6,079,628.16 $34,627,362.38 6,216,000.00 36.091.892.66
OUTFLOWS
Foreign Exchange - Outflows (5,073.450.72) (34,433,111.98) (5.215.000 00) (38,091,892.85)
Total Outflows (66,073,460.72) ($34,433,111.06) (6.216,000.00) (38,001,862,66)
Ending Cash Balance 0.01
Year to date information is calculated on a calendar year basis
Portfolio Activity Detail - Canadian Dollar
INFLOWS & OUTFLOWS
Per Unit
Settlement Amount USD Amount USD Currency
Date Type Description Quantity Local Value Local Value GalniLoss USD
9,27 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT (4,899.013.620) 5579528.16 180,61454
BUY CAD SELL USD 5,215,000.00
CONTRACT RATE : 1.064500000
TRADE 8/25/10 VALUE 9/27/10
Account W23560001 Page 32 of 39
Page 36 of 52
Confidential Treatment Requested by JPMorgan JPM-SDNY-00013995
Chase
CONFIDENTIAL SDNY_GM_00283193
EFTA01491711