EFTA01489443

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Portfolio Activity Summary - Japanese Yen US Dollar Value Local Value Transactions Current Period Value Year-To-Dale Value• Current Period Value Year-To-Date Value' Beginning Cash Balance INFLOWS Foreign Exchange - Inflows 0.00 1.868.168.998 48 1.868.168998.48 20941,850.77 20,841,850.77 Total Inflows OUTFLOWS 820,841,850.77 820,841,860.77 1.868,168,998.48 1.868,168,998.48 Foreign Exchange - Outflows (20.841,850.77) (20.841,850.77) (1,868,168,998.48) (1.868.168.998 48) Total Outflows ($2004060.77) (120.041.840.77) (1,868,168,888.48) (1.868,168,998.48) Ending Cash Balance 0.00 • Year to date information is calculated on a calendar year basis. Portfolio Activity Detail - Japanese Yen INFLOWS & OUTFLOWS Settlement Date Type Per Unit Amount USD Amount USD Currency Description Quantity Local Value Local Value Galn/Loss USD 520 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL JPY CONTRACT RATE : 93.494900000 TRADE 4/14/10 VALUE 5120110 171.121 600 (178,649.97) (15,998,998.50) (7,528.37) Account Page 46 of 58 Page 50 of 65 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00011517 SDNY_GM_00280715 EFTA01489443