EFTA01489474

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. Portfolio Activity Summary - Canadian Dollar- US Dollar Value For the Period 5/1/10 to 5/31/10 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 0.00 10.200.000 00 10.200. ow oo 9,534,047.18 9,534,047.18 Total Inflows OUTFLOWS 19,634,047.10 $9,634,047.111 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 ($9,634,047.18) (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 Sett (llen! Date Type Amount USD Currency Description Quantity Local Value GainiLoss USD Foreign Exchange - Inflows 5 :0 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT (934.320,000.000 ) BUY CAD SELL JPY CONTRACT RATE: 91.600300000 TRADE 3/31110 VALUE 5/20/10 9,534,047.16 (519.671.51) 10,200,000.00 Page 39 of 56 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 11572 SDNY_GM_00280770 EFTA01489474