EFTA01490283

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. 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 Period 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 84603,073.96 $1037,121.14 5.000.000.00 16,200,000.00 Foreign Exchange - Outflows (4,803.073.96) (14,337.121.14) (5.000 000.03) (15200,000.00) Total Outflows (64,803,073.96) (S14.337.121.14) (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 Garn/Loss USD 625 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT (5,426524.850) 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-00012425 SDNY_GM_00281623 EFTA01490283