J.P.Morgan INFLOWS & OUTFLOWS FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Settlement Date Type Descnption Per Unit Amount USD Amount USD Currency Quantity Local Value Local Value Gain,Loss USD 520 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT 191.244 620 (199.318 85) (8.074 23) BUY USD SELL JPY (17,850.000 00) CONTRACT RATE : 93.335900000 TRADE 4/14/10 VALUE 520110 5/20 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT 10,200,000.000 (10.432,918.28) (379,199.59) BUY CAD SELL JPY (934,320,000.00) CONTRACT RATE : 91.800000000 TRADE 3/31/10 VALUE 5/20/10 5/20 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT (10,200,000.000) 10,632,237.13 439,334.59 BUY JPY SELL CAD 952,170,000.00 CONTRACT RATE : 93.360000000 TRADE 4/14/10 VALUE 5120/10 5/20 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT (5,487,750,030.000) 5,114,170.03 211,322.58 BUY JPY SELL KRW 457,999,499.24 CONTRACT RATE : 11.982000000 TRADE 4/14/10 VALUE 920/10 5/20 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT 5.487.750.000.000 (5,024,845.05) (174,652.61) BUY KRW SELL JPY (450,000,000.00) CONTRACT RATE : 12.195000000 TRADE 3/31110 VALUE 5/20/10 5/21 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT 5.487.750.000.000 (5,006,118.62) (155,926.18) BUY KRW SELL JPY (449,999,999.98) CONTRACT RATE : 12.195000000 TRADE 3/31110 VALUE 5/21/10 Account W23560001 Page 47 of 58 Page 51 of 65 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00010910 SDNY_GM_00280108 EFTA01489086