EFTA01489931

J.P.Morgan FINANCIAL TRUST COMPANY INC ACC For the Period 6/1/10 to 6/30/10 Portfolio Activity Summary - Canadian Dollar- US Dollar Value Local Value Transactions Current Period Value Year•To•Date Value' Current Per rod Value Year-To-Date Value• Beginning Cash Balance INFLOWS Foreign Exchange - Inflows 4,803,073.96 0.00 5.000.000 00 15.200.000 00 14,337,121.14 Total Inflows OUTFLOWS $4,80307396 $14,337,121.14 5000.000.00 16,200,000.00 Foreign Exchange - Outflows (4603673.96) (14.337121.14) (5.000 000.03) (15.200600.00) Total Outflows ($4,803,073Se) ($14.337.121.14) (6.000.000.00) (16,200,000.00) 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 Description Quantity Per Unit Amount USD Amount USD Currency Local Value Local Value Galn/Loss USD 625 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT (5,426.524.850) BUY CAD SELL AUD CONTRACT RATE : 0.921400000 TRADE 4/28/10 VALUE 6/25/10 4,803,073.96 (140.323.89) 5,000,000.00 Page 36 of 52 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00012061 SDNY GM_00281259 EFTA01489931