EFTA01489437

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Portfolio Activity Summary - Canadian Dollar- US Dollar Value Local Value Transactions Current Period Value Year•To•Date Value' Current Period Value Year-To-Date Value• Beginning Cash Balance INFLOWS Foreign Exchange - Inflows 0.00 10.200.000 00 10.200.000.00 9,534,047.18 9,534,047.18 Total Inflows OUTFLOWS 39,634,047.18 99,634,047.18 10.200.000.00 10,200,000.00 Foreign Exchange - Outflows (9,534,047.18) (9.534.047 18) (10.200,000.00) (10,200,000.00) Total Outflows (89,634,047.18) (S9.534,047.18) (10,200,000.00) (10,200,000.00) Ending Cash Balance 0.00 • Year to date information is calculated on a calendar year basis Portfolio Activity Detail - Canadian Dollar INFLOWS & OUTFLOWS Settlement Date Type Per Unit Amount USD Amount USD Currency Description Quantity Local Value Local Value Gain/Loss USD 5.20 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT (934320.000.000) BUY CAD SELL JPY CONTRACT RATE : 91.600000000 TRADE 3/31/10 VALUE 5/20/10 9.534.047 18 (519.671.51) 10.200,000 OD Account Page 4C c` 55 Page 44 of 65 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00011511 SDNY_GM_00280709 EFTA01489437