EFTA Document EFTA01491662

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 9/1/10 to 9/30/10 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 0.01 5.215.000 00 36.091.892 66 5.079.628.16 34527,382.38 Total Inflows OUTFLOWS $6,079,628.16 334,627,362.38 6,216,000.00 36.091.892.66 Foreign Exchange - Outflows (5,073.450.72) (34,433,111.98) (5.215.000 00) (38,091,892.85) Total Outflows ($6,073,460.72) (334.433,111.86) (6.216,000.00) (36,081,802.66) Ending Cash Balance 0.01 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 Gain/Loss USD 9 27 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT (4,899.013.620) BUY CAD SELL USD CONTRACT RATE : 1.064500000 TRADE 8/25/10 VALUE 9/27/10 5579.628.16 180,61454 5,215,000.00 Account Page 32 of 39 Page 36 of 52 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00013939 SDNY_GM_00283137 EFTA01491662