EFTA01489448

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Portfolio Activity Summary - South Korean Won 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 9.189.132 42 0.00 10.975.500.000 00 9,189,132.42 10,975,500.000 00 Total Inflows OUTFLOWS 99,189,132.42 $9.189.132.42 10,876,600,000.00 10,976,600,000.00 Foreign Exchange - Outflows (9.189.132.42) (9.189.132.42) (10,975,500.000.00) (10.975.500.000.00) Total Outflows ($9,189.132.42) ($9.199.132.42) (10,876,600,000.00) (10,875,600,000.00) Ending Cash Balance 0.00 • Year to date information is calculated on a calendar year basis. Portfolio Activity Detail - South Korean Won 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 (450.000.000 000 ) BUY KRW SELL JPY CONTRACT RATE : 12.195000000 TRADE 3/31/10 VALUE 5/20110 4,594,566.21 (255.626.23) 5.487.750000.00 Account Page 52 of 58 Page 56 of 65 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 11523 SDNY_GM_00280721 EFTA01489448