J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 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 0.00 Foreign Exchange - Inflows 9,534,047.18 9,534,047.18 10,200,000.00 10,200,000.00 Total Inflows OUTFLOWS 58,534,047.18 59,534,047.18 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 (59,534,047.18) (48,534,047.18) (10,200,000.00) (10,200,000.00) Ending Cash Balance 0.00 inn • Year to date information is calculated on a calendar year basis. Portfolio Activity Detail - Canadian Dollar INFLOWS & OUTFLOWS Settlement Date Type Per Unit Amount USD Amount USD Currency Description Quantity Local Value Local Value Gaintoss USD 5,20 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT (934.320.000.000) BUY CAD SELL JPY CONTRACT RATE : 91.600000000 TRADE 3/31/10 VALUE 5/20/10 9.534,047 18 (519.671 51) 10.200,000 00 Page 38 of 54 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00010963 SDNY_GM_00280161 EFTA01489126